Institute of Advanced Dynamic Uncertainty
Rigorous quantitative research, premium education, and institutional-grade analytics. Serving quant desks, central banks, sovereign wealth funds, and MFE researchers worldwide.
Research. Education. Analytics.
Research
Working papers, preprints, and peer-reviewed publications in stochastic control, MFG, HJB, and quantitative finance.
Browse ResearchBooks
High-end technical books priced $100–$150. Equivalent in depth to Springer and Kluwer — direct PDF or KDP print.
View CatalogCourses
40-hour premium courses hosted on iadu.org. MFG, HJB, numerical PDE methods, and quantitative finance.
Explore CoursesConsulting
Model audits, PDE system design, MFG engagements. Serving quant desks, hedge funds, and sovereign wealth funds.
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Technical Books
Mean Field Games and Applications
Nash equilibria in the continuum limit. HJB + Fokker–Planck system, numerical methods, economic applications.
Learn moreHamilton–Jacobi–Bellman Equations
Viscosity solutions, verification theorems, finite-difference schemes and policy iteration.
Learn moreStochastic Interest Rate Models
Short-rate models, affine term structure, bond pricing PDEs, calibration to market data.
Learn moreAmerican Options: Numerical Methods
Free-boundary formulations, penalty methods, semi-Lagrangian schemes, Bermudan extensions.
Learn moreEquivalent in depth to Springer and Kluwer graduate texts. Available as PDF download or KDP print-on-demand.
Latest Research
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Optimal Liquidation under Mean Field Interactions
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HJB Equations with Lévy Noise: Viscosity Solutions
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Sovereign Wealth Fund Allocation via MFG
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Penalized Finite-Difference Schemes for American Options
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Systemic Risk in Heterogeneous-Agent Economies
Our Research Associates
An international network of quantitative researchers spanning stochastic control, fixed income, macro, and computational mathematics.
H. Strakoš
Director GeneralStochastic control, MFG, institutional strategy
A. Kozmínski
Deputy DirectorFixed income, macroeconomic modelling, policy research
T. Zamrik
Head of ResearchHJB equations, MFG, numerical PDE methods
E. Novákova
Senior AssociateLévy processes, jump-diffusion pricing, Wiener–Hopf
J. Björkman
Senior AssociateInterest rate models, affine term structure, calibration
M. Veselý
AssociateFinite-difference schemes, American options, free boundaries