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

Tel (705)7481011, ext. 7924.    

 Room 330 Gzowski


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.



 MONOGRAPH 2002    (see review)

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