Nikolai Dokuchaev

Mail address: Department of Mathematics,

Trent University

1600 West Bank Drive
Peterborough, Ontario
Canada K9J 7B8

 Nikolai Dokuchaev is Associate Professor of Department of Mathematics at Trent University

Courses 2009-20010

• Math 3160W-A: Methods of applied mathematics

• Math 3150F-A: Partial differential equations

• Math 3510F-A:Mathematical Finance

• Math 4180W-A: Advanced Numerical Methods

Tel (705)7481011, ext. 7924.    

 Room 330 Gzowski

OFFICE HOURS:

Tuesday 15-16

Friday 14-15

Fall 2006, 2007

AMOD561H Foundations of Modelling

307H Complex analysis

Winter 2007:

AMOD571H Mathematical Modelling

351H Mathematical Finance

Other courses in 2006 and before: 

MS4518: Theory of Statistical FinanceLiLLLllLllMS4105:

MS4517: Theory of Mathematical Finance

Functional Analysis            

 Linear Algebra II (with elements of functional analysis) Lecture notes

Ordinary Differential Equations

Metric spaces and topology (M36Q)

Some challenging problems for students

Research Interests:

Mathematical finance,  stochastic differential equations, partial differential equations,  stochastic control

Currently I am interested in mathematical finance, including optimal portfolio selection and pricing for discrete time and continuous time market models. I am also interested in boundary value problems for parabolic Ito equations.

Publications             

 MONOGRAPH 2002    (see review)

NEW BOOK: Dokuchaev N.G. Mathematical finance: core theory, problems, and statistical algorithms.. January 2007, Routledge; ISBN 9780414487