Director of Undergraduate Education, Faculty of Mathematics
Associate Professor, Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics
Fellow and Director of Studies, Trinity College
Michaelmas 2024 - Part II Stochastic Financial Models
Lent 2025 - Part III Stochastic Calculus and Applications to Finance
* Advice for PhD applicants in financial mathematics in Cambridge.
Prof Weber's
advice for Part III essays.
Stochastic analysis and financial mathematics. Interest rate and volatility models. Utility maximization problems. Stochastic evolution equations in infinite dimensions.
Papers to download.
Editorial board, Springer Undergraduate Mathematics Series
Quantitative Finance conference April 2023
Here is a list contacts in the financial industry.
(with René Carmona)
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective.
Springer Finance (2006)