Guillermo Alonso Alvarez

Guillermo Alonso Alvarez is a Postdoctoral Assistant Professor at the University of Michigan (Department of Mathematics), mentored by Prof. Erhan Bayraktar and Prof. Ibrahim Ekren. He holds a Ph.D. from Illinois Institute of Technology (2023), an M.S. and B.S. from the Polytechnic University of Catalonia (2018 and 2017). His research focuses on stochastic control, contract theory, financial mathematics, and actuarial science with applications to brokerage systems and dynamic games.

Education:

• Ph.D., Illinois Institute of Technology (2023)
• M.S., Polytechnic University of Catalonia (2018)
• B.S., Polytechnic University of Catalonia (2017)

Research Interests: His work addresses stochastic control problems in finance, optimal contracting in continuous time, and dynamic Stackelberg games using neural operators. He explores applications of contract theory in brokerage fee design and market microstructure modeling.

Teaching:

• Math 472: Numerical Analysis with Financial Applications (Fall 2023, 2024)
• Math 474: Introduction to Stochastic Analysis (Winter 2024)
• Math 574: Continuous Time Mathematical Finance (Winter 2025)

Recent Talks:

• Byrne B2A2 Conference (UMich, 2025)
• Joint Mathematics Meeting (Seattle, 2025)
• Peter Carr Memorial Conference (UMaryland, 2024)