Regular biography
Marek Rutkowski is a Professor in the School of Mathematics and Statistics at The University of Sydney. His research areas include Probability and stochastic processes, as well as Econometrics and financial mathematics. He is affiliated with the Department of MATH and is based at the Carslaw Building. His office is located in Room 814, and he can be contacted via email at marek.rutkowski@sydney.edu.au. His profile page provides additional information about his research and academic activities.
Scholar-generated biography
Marek Rutkowski is a researcher at the University of Sydney specializing in Mathematical Finance and Stochastic Processes. His work focuses on credit risk modeling, valuation, and hedging of defaultable financial instruments. He has published extensively on topics such as credit default swaps, defaultable options, and term structure models. His research explores mathematical tools for pricing and risk management in financial markets, including hazard processes, Markovian intensity models, and stochastic volatility frameworks. Rutkowski's contributions span both theoretical and applied aspects of financial mathematics, with an emphasis on modeling and valuation of credit derivatives and risk management strategies.