About
Alet Roux is Senior Lecturer in Mathematics at University of York with research focusing on Mathematical Finance and Stochastic Analysis. Investigates option pricing, transaction costs, and cryptocurrency market modeling.
Research develops computational methods for option pricing and optimal stopping problems. Current projects include Bitcoin option pricing models using market attention metrics and quantum computing applications in financial mathematics.
Publications center on financial derivatives (45%), cryptocurrency modeling (25%), and computational methods (30%), with recent work exploring quantum amplitude estimation for financial computations.
Teaching includes Actuarial Science and Mathematical Finance courses. Departmental roles include Deputy Head for Teaching and GTA Coordinator.
Research collaborations involve industry partners in financial services and cryptocurrency sectors.
