Mike Tehranchi

Dr. Mike Tehranchi is a faculty member at the University of Cambridge, affiliated with the Statistical Laboratory within the Department of Pure Mathematics and Mathematical Statistics (DPMMS). His research focuses on mathematical finance, stochastic processes, and probability theory. He holds a Lecturer position and is actively involved in academic research, with notable contributions to financial models, term structure analysis, and stochastic calculus.

His work bridges theoretical probability and applied finance, addressing topics such as interest rate modeling, implied volatility, and optimal investment strategies. Tehranchi’s research often intersects with optimization, statistical methods, and interdisciplinary applications in astrophysics and fluid dynamics. He maintains an active publication record and contributes to the academic community through his role in the Statistical Laboratory.

Key research trends in his articles include the analysis of financial derivatives, stochastic processes in market dynamics, and the application of advanced mathematical techniques to real-world financial problems. His work emphasizes rigorous theoretical foundations while addressing practical challenges in quantitative finance.

Dr. Tehranchi has no listed students or academic awards in the provided texts. He can be reached via email and is based in Room D1.04 at the Statistical Laboratory.