Lecturer, Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics
Fellow and Director of Studies, Trinity College
Centre for Financial Research.
Editorial board, Springer Undergraduate Mathematics Series
Editorial board, SIAM Journal on Financial Mathematics
Michaelmas 2012 - Part III Advanced Financial Models.
Lent 2013 - Part III Stochastic Calculus.
* Advice for PhD applicants in financial mathematics in Cambridge.
advice for Part III essays.
Stochastic analysis and financial mathematics. Interest rate and implied volatility models. Utility maximization problems. Stochastic evolution equations in infinite dimensions.
Papers to download.