Dmitry Kramkov (Ph.D. Steklov Mathematical Institute, Moscow, 1992): My current theoretical research is related with the problems of hedging and optimal investment in incomplete financial models. From a practical point of view I am interested in building of software libraries for financial applications. At Carnegie Mellon University, I am teaching a course on Financial Computing. I was working in financial industry for several years: first in Moscow for the company "Aljba-Center" as the financial director, and then in London for Tokyo-Mitsubishi International plc (during the last year as the Head of Research and Product Development).
