Back to Profiles

Prof. Olivier M. Pamen

Stochastic optimal control theory and their applications in Finance, Stochastic Differential Equations, Malliavin Calculus

Prof. Olivier Menoukeu Pamen is the German Research Chair in Mathematics and its Applications at AIMS Ghana and a Reader in Mathematical Sciences at the University of Liverpool. Launched in 2014, the Research Centre in AIMS Ghana is one of the developing Research centers in the Network. Prof. Pamen’s position helps to strengthen linkages between AIMS Ghana and other AIMS Centres; institutions on the continent; in Germany; and globally.

Prof. Pamen, a Cameroon-born citizen with solid expertise in stochastic analysis and its application in finance and insurance, completed his MSc in Mathematics at the University of Yaoundé I, Cameroon. He then proceeded into a PhD program in Financial Mathematics at the University of the Witwatersrand, South Africa.

Thereafter, he joined the Centre of Mathematics for Applications at the University of Oslo, Norway, as a Post-Doctorate research fellow.

His primary research interests include stochastic analysis and its applications, stochastic optimal control theory and their applications in finance, stochastic differential equations, Malliavin calculus. He has recently developed an interest in micro finance.

He is a member of AMU/CIMPA Committee for African Mathematical schools (AMS) for the period 2018-2021.

Share article: