معرفی
Hristo Sendov is an Associate Professor in the Department of Statistical and Actuarial Sciences at the University of Western Ontario. He holds a Ph.D. in Optimization from the University of Waterloo (2001) and has expertise in mathematical analysis, optimization, complex analysis, and linear algebra. His research focuses on spectral functions, convex analysis, polynomial theory, and matrix analysis, with notable contributions to the Gauss-Lucas theorem, critical point geometry, and invariant theory. Sendov has taught advanced courses such as Mathematical Probability and Financial Options Pricing. He actively participates in academic events like the Midwest Optimization Meeting, which he organized in 2013. His work bridges theoretical mathematics with applications in finance and stochastic processes.
Education: M.Sc. (Sofia University, 1994), M.Sc. (Michigan Tech, 1996), Ph.D. (Waterloo, 2001), M.A. in Mathematical Finance (Waterloo, 2002).
Research interests span spectral analysis, convex geometry, and financial mathematics. His publications explore topics ranging from polynomial loci to stochastic differential equations in financial modeling.
