Professor Kostas Kardaras' research is focused on the field of Stochastic Analysis and, in particular, on its applications in Financial Mathematics. He has worked and published on arbitrage theory, pricing of financial and insurance contracts, financial equilibrium, stochastic optimal control, robust long-term investment, informational asymmetry, game theory, Monte-Carlo simulation, as well as more abstract topics in semimartingale theory and functional analysis.
Prior to his position at the Statistics department of the LSE, Professor Kardaras worked as an Assistant professor in the Mathematics & Statistics department of Boston University.