People

Gaukhar Shaimerdenova

PhD Students
​PhD Student

Research Interests

​Stochastic Differential Equations, Numerical Analysis, Computational Finance.

Selected Publications

  • A semi-analytical approximation of the transition probabilities and Arrow-Debreu densities for the Inhomogeneous Geometric Brownian motion, Master Thesis supervised by Dr L.Capriotti, A.Macrina, UCL, 2015.

Education

  • ​BSc Mathematics, Eurasian National University, 2013.
  • MSc Financial Mathematics, University College London, 2015.

Awards

  • ​Fully-funded Bolashak Scholarship for Master studies, 2013.
  • KAUST Fellowship for PhD studies, 2017.

KAUST Affiliations

​Stochastic Numerics Research Group