Ankush Agarwal

Ankush Agarwal is an Associate Professor in the Department of Statistical and Actuarial Sciences at the University of Western Ontario. His research focuses on mathematical finance, financial statistics, and Monte Carlo methods, with applications to risk management and derivatives pricing. He supervises PhD students in quantitative finance and has taught courses on Monte Carlo methods and advanced financial modeling at Western University.

• Education: PhD in Mathematics from Tata Institute of Fundamental Research (2015)

Research interests span regime-switching models, longevity risk hedging, stochastic differential equations, and rare event simulation. His work combines theoretical probability with computational techniques for financial applications.

Recent publications include studies on McKean-Vlasov SDEs, implied Sharpe ratio estimation, and optimal portfolio strategies under stochastic volatility. These works demonstrate his expertise in stochastic processes and financial engineering.

Supervision: Current PhD advisees include Ying Liao, Buchun Wang, and Shuya Zhang at the University of Glasgow. Former advisees include Yongjie Wang and Yihan Zou.