José Miguel Zapata

About me: 

I am a lecturer/assistant professor at the University of Murcia.  My research is focused on the application of mathematical analysis techniques  to risk analysis, probability theory, and stochastic optimization. I run different courses in statistics at the University of Murcia. 

Previously, among other academic appointments, I was a lecturer in Financial Mathematics and the Programme Director of the MSc in Financial Mathematics at the University College Dublin, and a postdoctoral fellow at the University of Konstanz in Germany in the working group of Stochastics and Financial Mathematics.  Prior to that, I held positions in the financial industry as a quantitative analyst at Banesto (Banco Santander) and as a Senior Risk Analyst at BBVA in Madrid, Spain.

LinkLinkLinkedIn

University of Murcia

Department of statistics and operations research. 

Office 2.14.

tel: +34 868883638 

30100- Espinardo, Murcia, Spain.

e-mail: jmzg1@um.es


News:

I am pleased to announce the 12th International Conference on Mathematical Methods in Reliability (MMR2023 ), which will be host at Universidad de Murcia from 05/30/2023 To 06/02/2023. I am organizing the special session on Non-linear expectations and asymptotic behaviour.  

eventos.um.es/89366/detail/mmr2023-12th-international-conference-on-mathematical-methods-in-reliability.html 



I am pleased to announce the first edition of the Workshop on Imprecise Probability and Robust Finance (ImPRooF), which will be host at Universidad Politécnica de Cartagena next 19th of September

eventos.upct.es/83379/detail/workshop-on-imprecise-probability-and-robust-finance-improof.html