Rafael Serrano  

Associate Professor

UNIVERSIDAD DEL ROSARIO

Bogotá, COLOMBIA

I am an associate professor of Finance at Universidad del Rosario. 

My research lies at the intersection of optimization and stochastic control, with applications in finance, insurance, and economics.

My teaching experience covers diverse topics, including Financial Economics, Financial Mathematics, Derivatives, Optimization for Finance, Investment Analysis, and Continuous-time finance.

I have published in journals such as Economic Modelling, Insurance Mathematics and Economics, Finance Research Letters, Applied Mathematics and Computation, Mathematics and Financial Economics, SIAM Journal on Control and Optimization, and Systems & Control Letters.

Beyond academia, I have extensive experience teaching specialized courses for the financial industry, covering financial mathematics, asset liability management,  interest rate risk in the banking book, and behavioral optionality risk. 

I have also served as a consultant to the Inter-American Development Bank (IDB), applying quantitative methods and heterogeneous-agent models in continuous time to study the impact of sovereign debt on wealth inequality.

I am a member of the academic committee of Autorregulador del Mercado de Valores (AMV) and a full member of the Colombian Association of Actuaries (ACA).