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Fernando Cordero

Fernando Cordero
Office: UHG U4-151
Phone: +49-521-106-3858
Fax: +49-521-106-6481
Email: fcordero[at]

Research Interests

My primary research interests are population genetics and mathematical finance. In population genetics, I look at deterministic and stochastic population models that are subject to the evolutionary forces of mutation and selection in its various forms, such as genic selection, frequency-dependent selection, and environmental selection. One of the most recurring and difficult tasks in my research is elucidating the corresponding ancestral structures and establishing formal relationships between forward and backward models. This type of study usually employs methods varying from analytical (relying on the analysis of ordinary, partial or stochastic differential equations), to probabilistic (building on fine properties of discrete or continuous-time Markov processes), and combinatorial (allowing the analysis of finite structures as trees or graphs). In mathematical finance, my research focusses on problems related to the existence and quantification of arbitrage and asymptotic arbitrage in financial markets under friction.

Current projects with third-party funding


Professional Career

Publications and preprints


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