Rakhymzhan Kazbek is a Postdoctoral Researcher in Financial Mathematics specializing in derivative pricing, stochastic optimal control, scientific computing.
My research focuses on developing theory and algorithms for challenging 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 efficiently solve complex stochastic control and derivative pricing problems.
I completed my Ph.D. at Nazarbayev University under the supervision of Professor Yogi Ahmad Erlangga, 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.