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I am an applied probabilist with interests in actuarial science, finance, operations research, and statistics. Particularly, I am interested in the interplay between probabilistic arguments, their theoretical underpinnings, and their applications to other branches of mathematics.

After completing my PhD in 2019 at the Technical University of Denmark under the supervision of Professors Bo Friis Nielsen and Mogens Bladt, I became a Research Associate at the University of Adelaide in Australia, working with Dr. Giang Nguyen on the topic of hybrid stochastic differential equations. Subsequently, I secured a position as a Senior Researcher at the University of Lausanne in Switzerland, collaborating with Professor Hansjoerg Albrecher on mathematical problems in life and non-life insurance. Following that, I accepted a Postdoctoral Researcher position at Cornell University, working with Professor Andreea Minca to explore new questions in risk management with applications in finance, insurance, and energy markets.

In 2024, I joined ITAM as a Tenure-track Lecturer. My teaching responsibilities include undergraduate and graduate courses in finance, risk management, and probability.

foto del profesor
primer_nombre
Oscar
apellido paterno
Peralta
apellido materno
Gutiérrez
correo
oscar.peralta@itam.mx
Extensión o teléfono
55 5628 4000 ext. 3838
profesor_facultad_tiempo
Tiempo completo
Nickname
Oscar Peralta
Academic Studies
BA Actuarial Science, Universidad Nacional Autónoma de México
MA Mathematics, Universidad Nacional Autónoma de México
PhD Applied Mathematics, Technical University of Denmark, Denmark
Departamento
division
genero
status
Tipo
Página personal
Topics of interest
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