meet the team - - Circle - Individual

Tolulope Fadina, PhD


Ph.D. in Financial Mathematics – Bielefeld University, Germany

MSc in Financial Mathematics – Stellenbosch University, Cape Town, South Africa

PgDip in Mathematical Sciences – AIMS, Cape Town, South Africa

BSc in Mathematics – University of Ilorin, Ilorin, Nigeria

Scholarships, Honours & Awards

Young Researchers’ Grant, Universitys Rektorat, Bielefelder Nachwuchsfonds, Bielefeld University, Germany – 2014

Full Scholarship for PhD, International Graduate College, Stochastic and Real World Models (DFG), Germany – 2011

University of Stellenbosch/ AIMS Joint Full Master’s Scholarship Award – 2010

AIMS Full Postgraduate Scholarship Award – 2009

Vice Chancellor Prize for Best Graduating Student, Department of Mathematics, University of Ilorin – 2007

Research Focus

I have a long-standing research interest in financial and economic theory and always seek to use my training in applied mathematics and modelling to develop a quantitative framework for understanding how different asset classes behave in the financial markets, especially their response to transcendental perturbations, and how financial markets influence the broader macro economy. My research focuses on using cutting-edge techniques in mathematics, statistics, and coding to make insightful discoveries in financial and economic theory.

In recent times, my research interests have included investigating some applications of conformal mappings, Monte Carlo estimation of the Greeks, Fourier methods for pricing early-exercise options under Levy dynamics, and the nonstandard analysis for G-stochastic calculations with applications in areas of finance such as modelling volatility uncertainty in varied asset classes. My current project is based on term structure models under Knightian uncertainty.

Publications & Working Papers

Fadina, T., and Herzberg, F. (2014) Weak Approximation of G-expectation

Fadina, T, Herzberg,F. (2015) Hyperfinite Construction of G-expectation

Fadina, T. (2015) A Simplified Approach to Nonstandard Analysis

Professional Pedigree

Carl-Zeiss Stiftung Postdoctoral Researcher in Mathematical Stochastics and Finance, University of Freiburg, Germany

Postdoctoral Researcher, ETH Zürich, Switzerland

Postdoctoral Researcher, University of Freiburg, Germany