About me:
I am an Associate Professor (Profesor Permanente Laboral) in the Department of Statistics and Operations Research at the University of Murcia. My research focuses on the application of mathematical analysis techniques to risk analysis, probability theory, and stochastic optimization. I teach various courses in statistics, probability, stochastic processes, and time series at the University of Murcia.
Previously, among other academic appointments, I was a Lecturer in Financial Mathematics and Programme Director for the MSc in Financial Mathematics at University College Dublin. I also held a postdoctoral fellowship at the University of Konstanz in Germany, within the Stochastics and Financial Mathematics research group. Prior to my academic career, I worked in the financial industry as a Quantitative Analyst at Banesto (Banco Santander) and as a Senior Risk Analyst at BBVA in Madrid, Spain.
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.
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