Grants per year
Personal profile
Biography
Teaches basic required Math courses as well as a wide variety of Math electives such as Continuous Probability for Risk Management, Financial Calculus and Derivative Pricing, Mathematics of Investment and Financial Markets. Interests include discrete and continuous financial market modeling, infinite dimensional analysis, stochastic analysis. Has presented numerous conference papers. Spent 1996 to 1998 as the Alexander von Humboldt Fellow at Universitat Bonn and Ruhr-Universitat Bochum, both in Germany. Before that, spent six years as an associate professor and four years as an assistant professor at the Kiev Polytechnic Institute in Ukraine.
Education/Academic qualification
Probability Theory and Mathematical Statistics, Ph.D., Method of Admissible Operators in the Problem of Absolute Continuity of Measures, Kiev State University
… → 1991
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Grants
- 16 Finished
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Asymptotics of Infinite Dimensional Probabilistic Integrals
Steblovskaya, V. (Other)
Hausdorff Institute of Mathematics
06/23/17 → 06/30/17
Project: Research
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Asymptotics of Infinite Dimensional Probabilistic Integrals
Steblovskaya, V. (Other)
Hausdorff Institute of Mathematics
07/1/16 → 07/25/16
Project: Research
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Improving Retirement Coverage Durability with Target Volatility Strategy for Changing Interest Rate Environment
Bai, Steblovskaya, V. & Wallbaum, 2023, In: Asia-Pacific Journal of Financial Studies. 23-Dec, p. 30 pagesResearch output: Contribution to journal › Article
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Pricing Multi-Asset Contingent Claims in a Multi-Dimensional Binomial Market
Kedra, J., Libman, A. & Steblovskaya, V., 2023, In: Journal of Stochastic Analysis. Vol. 4: No. 1Research output: Contribution to journal › Article
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Multiplier Optimization for Constant Proportion Portfolio Insurance (CPPI) Strategy
Steblovskaya, V. & Biedova, O., 2020, In: The International Journal of Theoretical and Applied Finance. 23, 2, p. 22Research output: Contribution to journal › Article
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Asymptotics of Gaussian Integrals in Infinite Dimensions
Steblovskaya, V. & Albeverio, S., 2019, In: Infinite Dimensional Analysis, Quantum Probability and Related Topics. Vol. 22, No. 1 (2019) 1950004, p. 28 pagesResearch output: Contribution to journal › Article
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The Volatility Target Effect in Investment-Linked Products with Embedded American-Type Derivatives
Steblovskaya, V., Albeverio, S. & Wallbaum, K., 2019, In: Investment Management and Financial Innovations. 16(3), 2019, p. 18-28Research output: Contribution to journal › Article