spc-site/data/magprog/content/mentors/Grinis.md

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content_type name id photo language
magprog_mentor Roland Grinis Grinis images/mentors/Grinis.jpg ru

Организация

MIPT.

Биография

I studied Maths at Oxford, Cambridge and Imperial. Before joining MIPT, I worked in the financial industry as a quantitative developer building models for interest rates exotic derivatives and optimization algorithms for initial margins.

Направление исследований

My research interests lie in Mathematical & Computational Physics, Monte-Carlo Methods and Non-linear Programming.