Research ideas:

- Cryptocurrencies as an asset class in portfolio optimization

- Pricing inflation derivatives (inflation swaps & options): mathematical modeling and numerical techniques

- Pricing callable bonds (bonds with an embedded option to be called before maturity)

- Cryptocurrencies - design, economics

- Quantitative analysis of Amerian options with different dividend processes

- Derivatives on cryptocurrencies

- Reading and interpreting monetary policy signals from interest rate derivatives

- Understanding the volatility risk premium recovered from delta-hedged equity options