Javad Rastegari Koopaei

Lecturer, Postdoctoral Associate
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

  1. M. Escobar, J. Rastegari and L. Stentoft, Affine multivariate GARCH models. (To appear in Journal of Banking & Finance)
  2. M. Escobar, J. Rastegari and L. Stentoft, Option pricing with conditional GARCH models. (To appear in European Journal of Operational Research)
  3. J. Rastegari and G. Sinnamon, Weighted Fourier inequalities via rearrangements, J. Fourier Anal. Appl., 24 (2018), 1225–1248.
  4. J. Rastegari and G. Sinnamon, Fourier series in weighted Lorentz spaces, J. Fourier Anal. Appl., 22 (2016), 1192-1223.