Umut Cetin

Umut Cetin is a Professor of Statistics at the Department of Statistics, London School of Economics and Political Science (LSE). He holds a PhD in Applied Mathematics from Cornell University and has been affiliated with LSE since 2004, progressing through roles as Assistant Professor (2004–2010), Associate Professor (2010–2017), and full Professor since 2017. His research focuses on stochastic analysis, market microstructure, and mathematical finance, with an emphasis on equilibrium models under asymmetric information and liquidity risk. He contributes to editorial boards of journals like Market Microstructure and Liquidity and Frontiers of Mathematical Finance.

Key research areas include stochastic filtering, Markov processes, and applications to financial economics. Notable achievements include the 2008 Europlace Institute of Finance Best Paper Award for work on insider trading models. He advises PhD students and teaches advanced courses such as Stochastic Processes and Markov Processes and Their Applications.

Professional roles include Director of the LSE PhD Programme, member of the Steering Committee for the London Graduate School of Mathematical Finance, and external examiner for City University’s MSc Financial Economics. His recent work addresses power laws in market microstructure, equilibrium models with legal risk, and numerical methods for killed diffusions.