Mateo Rodríguez Polo

Since September 2023, I have been a PhD candidate at the Department of Mathematics at ETH Zurich under the supervision of Prof. Dr. Dylan Possamaï and Prof. Dr. Johannes Muhle-Karbe. Previously, I completed my master’s degree at ETH Zurich and my bachelor's degree at the Autonomous University of Madrid.

My research interests include stochastic analysis, (backward) stochastic differential equations, (time inconsistent) stochastic control, stochastic filtering and market impact modelling.

For more information, see my CV or my Google Scholar.

Research

• D. Possamaï, M. Rodríguez Polo (2026):
  Here, there and everywhere: state-dependent time-inconsistent stochastic control
  ArXiv preprint arXiv:2603.22022.

• J. Muhle-Karbe, R. Oomen,  M. Rodríguez Polo (2025):
  Information Leakage and Opportunistic Trading Around the FX Fix
  SSRN preprint.

Teaching

• Fall semester 2025: Mathematical Finance (401-4889-00L)

• Spring semester 2025: Applied Stochastic Processes (401-3602-00L)

• Spring semester 2024: Stochastics and Machine Learning (252-0870-00L).

• Fall semester 2022: Numerical Analysis of Stochastic Differential Equations (401-4657-00L).

• Spring semester 2022: Lineare Algebra II (401-1152-02L).