Lecturer, Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics
Fellow and Director of Studies, Trinity College
Fellow of the Cambridge Endowment for Research in Finance.
J.M. Keynes Fellow in Financial Economics
Editorial board, Springer Undergraduate Mathematics Series
Editorial board, SIAM Journal on Financial Mathematics
Michaelmas 2015 - Part III Advanced Financial Models.
Lent 2016 - Part II Stochastic Financial Models.
* 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.