Contacting Members

Ian Angus

Ian J. Angus

Ian Angus

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eMail: Ian [dot] Angus [-at-] maths [dot] ox [dot] ac [dot] uk
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Phone Number(s):

Reception/Secretary: +44 1865 273525
Direct: +44 1865 283870

Office: DH53

Departmental Address:

Mathematical Institute
24-29 St Giles'
Oxford
OX1 3LB
England

Research Interests: 

I am a second year DPhil student in Mathematical and Computational Finance.  I completed my MMath degree in Mathematics and Statistics at the University of Oxford.  I am supervised by Dr Michael Monoyios and I am a member of St Anne's College.  My research funding is provided by the UK Engineering and Physical Sciences Research Council.

My research interests include optimal portfolio selection over finite and infinite horizons using primal and dual methods of utility maximisation, maturity-independent and dynamic utility functions, and applications to pricing real options, stochastic income streams and American options.

Last updated by on Wed, 12/08/2009 - 2:29pm.
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