معرفی
Kevin Kamm is an Associate Professor at the Department of Mathematics and Mathematical Statistics, Umeå University. His research spans stochastic analysis, financial mathematics, commodities, and machine learning, with a focus on optimal strategies and SPDEs. He has developed innovative approaches using Deep Learning and stochastic Magnus expansion for financial models.
- Education: Mathematics studies at Technische Universität Berlin; Ph.D. in financial mathematics at the University of Bologna under the ABC-EU-XVA project.
- Research: Specializes in negative interest rate frameworks, rating triggers for XVA adjustments, and HPC applications in SPDEs. Collaborates on aquaculture valuation models incorporating biological and feeding cost risks.
- Publications: 15+ recent works cover CIR model extensions, XVA calibration, SPDE numerical methods, and machine learning applications in financial mathematics and commodities.
- Teaching: Instructs courses in Financial Mathematics and Stochastic Differential Equations, supervising Master's theses in areas like stress testing and mortgage-backed securities.
- Affiliations: Member of Umeå University's Mathematical Finance and Economics and Mathematical Modeling and Analysis research groups.
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