Imperial College London

MrHineshChotai

Faculty of Natural SciencesDepartment of Mathematics

Research Postgraduate
 
 
 
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Contact

 

hinesh.chotai09 Website

 
 
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Location

 

667Huxley BuildingSouth Kensington Campus

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Summary

 

Overview

My research concerns forward-backward stochastic differential equations (FBSDEs). These are a class of systems that model the random evolution of two processes, one evolving forward in time and the other backwards.  In particular, I am interested in how these equations can be used as models for price evolution in carbon markets, such as the EU ETS. Carbon markets are currently being implemented in several regions worldwide and are one of the principal ways in which governments can achieve the emissions reductions set out in the Kyoto Protocol.

Coming soon

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SpringerBrief

Conferences and events attended

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2016

  • Stochastic analysis of dynamical systems, stochastic control and games, University of Leeds, 24-26 October 2016
  • Workshop USPC-NUS: Models and numerical methods for financial risk management, 6 - 7 October 2016, Université Paris 7, Paris, France.
  • SIAM Conference on Mathematics of Planet Earth, September 30 - October 2, 2016, DoubleTree by Hilton Hotel Philadelphia Center City, Philadelphia, Pennsylvania, USA
  • Conference on Stochastic Analysis in Honor of Istvan Gyongy's 65th Birthday, 10-12 September 2016, University of Edinburgh.
  • 9th European Summer School in Financial Mathematics, 29 August - 2 September 2016, Pushkin, St. Petersburg, Management Training Center of the National Research University "Higher School of Economics".
  • UK Easter Probability Meeting 2016, Monday 4th-Friday 8th April 2016, Lancaster University.
  • MPE CDT Jamboree 2016, 21st-23rd March 2016, University of Reading (Whiteknights Campus).
  • Stochastic Analysis, Rough Paths, Geometry workshop, Imperial College London, 07-09 Jan 2016.

    2015

  • Probabilistic numerical methods for non-linear PDEs, 29 June - 1 July, 2015, Imperial College London

 

 

 

    Talks and presentations

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    (Coming soon)