Prof. Marek Capinski

GENERAL INFORMATION

Born: 18.06.1951 in Krakow, Poland.
Family status: married to Ewa, four children (Piotr, Maciej, Jan, Anna), six grandchildren (Lukasz, Stanislaw, Weronika, Maria, Helena, Pola)

RESEARCH INTERESTS

Mathematical Finance Credit Risk, Derivative securities, Corporate Finance
Stochastic Analysis

DEGREES

Professorship in mathematics, 1999

Habilitation in mathematics, Jagiellonian University 1994

- Stochastic Navier-Stokes equations,

Awarded by the Rector of Jagiellonian University

Ph.D. in mathematics, Jagiellonian University 1979

- Statistical solutions of the heat equation,

Awarded by the Ministry of Higher Education, Science, and Technics.

M.Sc. in mathematics, Jagiellonian University 1974

- Ultraproducts of higher order models and nonstandard analysis,

Diploma with distinction.

EMPLOYMENT

1976-1998 Jagiellonian University
1998-2007 Nowy Sacz Graduate School of Business
2007 - AGH University of Science and Technology

TEACHING EXPERIENCE

Mathematics: Probability, Stochastic Processes, Calculus
Mathematical Finance: Credit Risk, Discrete models of financial markets, Black-Scholes theory and stochastic calculus
Finance: Foundations of Finance, Corporate Finance, Case studies in finance, Portfolio theory, Risk Management, Financial Markets, Derivative securities
MBA courses: Managerial Accounting, Corporate Finance, Risk Management (Hull University Business School, Maastricht School of Management, NLU Chicago)

Most important international conferences (papers presented):

Symposium on Large Deviations and their Applications, Oxford 1986, `Hopf equation for the turbulent diffusion'.
Summer Stochastics, Warwick 1987, `An approximation theorem for diffusion in random fields'.
Nonstandard Analysis 1988, Northampton Mass. USA, `A nonstandard approach to diffusion in white noise'.
Oberwolfach, 1990, `Statistical solutions of PDEs by nonstandard densities'.
Conference on Stochastic Partial Differential Equations, 1992, Marseille-Luminy, `Stochastic Navier-Stokes equations'.
Warwick Symposium on Dynamical Systems, 1995, Warwick, `Stochastic fluid mechanics'.
NATO Advanced Study Institute, 1996, Edinburgh, `Applications of nonstandard analysis to hydrodynamics.'
Oberwolfach, 1999, `Stochastic flow and attractors for Navier-Stokes equations'.