Rakhymzhan Kazbek is a Postdoctoral Researcher in Financial Mathematics specializing, stochastic optimal control, optimal stopping, operations research, and scientific computing.
My research focuses on developing theory and algorithms for problems in financial mathematics, including stochastic optimal control, derivative pricing, and variational inequalities arising in commodities, climate, and energy finance. I am also interested in nonlinear option pricing and convertible bonds, while designing high-performance computational methods, such as parallel-in-time algorithms, to solve stochastic optimal control and derivative pricing problems.
I completed my Ph.D. at Nazarbayev University, specializing in financial derivative pricing and advanced numerical methods. Before that, I earned a Master’s degree in Applied Mathematics at Nazarbayev University and a Bachelor’s degree in Pure Mathematics from Suleyman Demirel University.