Mike Tehranchi


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 2023 - Part II Stochastic Financial Models

Lent 2024 - Part III Advanced Financial Models

* 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

Jobs in finance

Here is a list contacts in the financial industry.

(with René Carmona) Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective. Springer Finance (2006)