MAURICIO ENRIQUE ELIZALDE MEJIA
PROFESOR SUSTITUTO
MATEMÁTICAS FUNDAMENTALES
FACULTAD DE CIENCIAS
(+34) 91398-
Academic Information
Ph.D. in Mathematics, Universidad Autónoma de Madrid, Spain
2023
M.Sc. in Mathematics and Applications, Universidad Autónoma de Madrid, Spain
2017
B.Sc. in Mathematics, Universidad Nacional Autónoma de México (UNAM)
2015
Academic positions held
Universidad Nacional de Educación a Distancia (UNED), Spain
Lecturer (served as substitute lecturer)
Faculty of Science (May 2025–present)
Universidad Complutense de Madrid, Spain
Lecturer (served as substitute lecturer)
Faculty of Mathematical Sciences and Faculty of Medicine (2024–2025)
Universidad Nacional de Educación a Distancia (UNED), Spain
Adjunct Professor (part-time),
Faculty of Science (2023–2024)
Universidad Nacional Autónoma de México (UNAM), Mexico
Lecturer (part-time),
Faculty of Science (2015–2016).
Universidad Nacional Autónoma de México (UNAM), Mexico
Adjunct Lecturer (part-time),
Faculty of Science, (2009–2016)
Research activity
Research areas:
Stochastic analysis
Probability
Financial mathematics
Research Project:
Universidad Complutense de Madrid, Spain (2022–2025)
Research Fellow.
Project: Contributions to stochastic processes theory and its applications.
Supported by: Ministry of Science and Innovation, Government of Spain
https://produccioncientifica.ucm.es/proyectos/698495/detalle?lang=en
Professional experience
Universidad Nacional de Educación a Distancia (UNED), Spain
* Lecturer (substitute), Faculty of Science (2025–present)
* Adjunct Professor (part-time), Faculty of Science (2023–2024)
NRG Energy Risk Management Consulting, Spain
* Senior Consultant (2023–present)
Universidad Complutense de Madrid, Spain
* Lecturer (substitute), Faculty of Mathematical Sciences (2024–2025)
* Lecturer (substitute), Faculty of Medicine (2024–2025)
University of California Santa Barbara, USA
* Visiting Researcher, 2022: February-March
* Visiting Researcher, 2019: October-December
Worcester Polytechnic Institute, USA
* Visiting Researcher, 2021: October-November
* Visiting Researcher, 2018: October-December
Universidad Nacional Autónoma de México (UNAM), Mexico
* Lecturer (part-time), Faculty of Science (2015–2016)
* Adjunct Lecturer (part-time), Faculty of Science, (2009–2016)
Teaching
Asignaturas de Grado:
- 6104102- - ANÁLISIS MATEMÁTICO I
- 61041071 - ANÁLISIS MATEMÁTICO II
Programas de Doctorado:
Research
RESEARCH GROUPS
- Contributions to stochastic processes theory and its applications Aportaciones de la teoría de los procesos estocásticos a aplicaciones en finanzas, física y biología+ info
- SEGUNDO GRUPO DE INVESTIGACIÓN Intentar seguir la misma línea en la descripción de todos los grupos
Publications
- PUBLICATIONS IN MAGAZINES Ir a Orcid
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PUBLICATIONS AT CONFERENCES
Elizalde, M., Escudero, C. & Ichiba, T. (2025). Optimal Investment with Insider Information Using Skorokhod & Russo-Vallois Integration. Journal of Optimization Theory and Applications. https://doi.org/10.1007/s10957-025-02789-z
Elizalde, M. & Escudero, C. (2022). Chances for the Honest in Honest Versus Insider Trading. SIAM Journal on Financial Mathematics. https://doi.org/10.1137/21M1439547
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PUBLICACIONES EN CONGRESOS
Poster: Optimal investment with insider information using Skorokhod & Russo–Vallois stochastic integration — XXXIX Biennial Meeting of the Royal Spanish Society of Physics, University of the Basque Country, 2024.
Conference Talk: Chances for the honest in honest versus insider trading — Annual Conference of the SAMSA (Southern Africa Mathematical Sciences Association), 2021.
Poster: Anticipative techniques on portfolio optimization — International Congress on Industrial and Applied Mathematics (ICIAM), University of Valencia, Spain, 2019.
- PUBLICACIONES EN OTROS CASOS Elizalde, M. & Sturm, S. (2024). Intertemporal Cost-Efficient Consumption. arXiv:2405.16336. https://arxiv.org/abs/2405.16336