Fernando Cordero
Univ.Prof. Fernando Cordero Ph.D.
Institute of Mathematics
Location Gregor-Mendel-Straße 33, 1180 Wien
Email fernando.cordero@boku.ac.at
Tel: +43 1 47654-83511
ORCID: 0000-0001-5959-0787, opens in new window.
AuthorId : 15060962300
ResearcherId : KFT-0082-2024
GoogleScholar : sDMxaqIAAAAJ, opens in new window.
Research Focus
My primary research interests are population genetics and mathematical finance. In population genetics, I look at deterministic and stochastic population models that are subject to the evolutionary forces of mutation and selection in its various forms, such as genic selection, frequency-dependent selection, and environmental selection. One of the most recurring and difficult tasks in my research is elucidating the corresponding ancestral structures and establishing formal relationships between forward and backward models. This type of study usually employs methods varying from analytical (relying on the analysis of ordinary, partial or stochastic differential equations), to probabilistic (building on fine properties of discrete or continuous-time Markov processes), and combinatorial (allowing the analysis of finite structures as trees or graphs). In mathematical finance, my research focusses on problems related to the existence and quantification of arbitrage and asymptotic arbitrage in financial markets under friction.
Career
- 2024 University professor for Mathematics (Universität für Bodenkultur)
- 2022 - 2024 Senior Academic Councillor (Bielefeld University)
- 2013 - 2022 Research associate (Bielefeld University)
- 2010 - 2012 Research associate (University of Vienna)
- 2008 - 2010 Teaching and research assistant (ATER) (Sorbonne Université)
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