Nacira Agram

Nacira Agram is an Associate Professor at Kungliga Tekniska Högskolan (KTH), specializing in stochastic analysis, mean-field processes, and mathematical finance. She contributes to education through roles as Examiner and Teacher in advanced financial mathematics courses.

Research Focus: Her work centers on stochastic differential equations with applications to financial markets, energy systems, and population modeling. Key areas include conditional McKean–Vlasov jump diffusions, singular control of stochastic Volterra equations, and deep learning applications in stochastic modeling.

Publications: Recent research explores mean-field control, optimal stopping, and SPDEs with space interactions, emphasizing advanced mathematical techniques for financial and ecological systems.

Teaching: Currently involved in courses like Financial Derivatives and Martingales and Stochastic Integrals, where she serves as course responsible and examiner.