Javad Rastegari Koopaei
Office: WSC 191
Email: jrastega@uwo.ca
PhD in Mathematics, Western University, 2015
Research Areas
- • Quantitative finance
- • Financial econometrics and time series
- • Derivative pricing and risk management
- • Fourier analysis and functional analysis
Teaching
- • Graduate: Mathematics of Financial Options (FM 9578A)
- • Undergraduate: Advanced Mathematics for Statistics (SS 2503B)
Publications
- M. Escobar, J. Rastegari and L. Stentoft, Affine multivariate GARCH models. (To appear in Journal of Banking & Finance)
- M. Escobar, J. Rastegari and L. Stentoft, Option pricing with conditional GARCH models. (To appear in European Journal of Operational Research)
- J. Rastegari and G. Sinnamon, Weighted Fourier inequalities via rearrangements, J. Fourier Anal. Appl., 24 (2018), 1225–1248.
- J. Rastegari and G. Sinnamon, Fourier series in weighted Lorentz spaces, J. Fourier Anal. Appl., 22 (2016), 1192-1223.