Ashkan NikeghbaliView profile
Professor
Ashkan Nikeghbali is a Professor of Quantitative Finance at the University of Zurich's Department of Finance, holding a part-time academic position. His research focuses on advanced topics in probability theory, random matrix theory, and their applications to quantitative finance, particularly in credit risk modeling and stochastic processes. He has contributed to areas such as Mod-Gaussian convergence, asymptotic analysis of random matrices, and statistical mechanics. His work often bridges pure mathematics and practical financial applications, addressing challenges in portfolio risk management and optimization. Research interests include the interplay between probability theory and algebraic structures, with notable studies on characteristic polynomials of random matrices, stochastic processes, and their implications in mathematical physics. He explores topics like high-dimensional optimization, graphons, and permutons, contributing to both theoretical advancements and applied financial models. His publications emphasize precise deviation analysis, approximation schemes, and the application of advanced mathematical techniques to understand complex systems. Despite no explicit mention of awards or grants, his extensive publication record highlights sustained contributions to probability and financial mathematics. No specific advising roles or student mentorship details are provided in the available texts.










