Contacting Members

Sean Ledger

Sean Ledger

Sean Ledger

M.Math Mathematics, University of Oxford

eMail: Sean [dot] Ledger [-at-] maths [dot] ox [dot] ac [dot] uk
Contact Form

Phone Number(s):

Reception/Secretary: +44 1865 273525
Direct: +44 (01865) 615351

Office: RI.0.13

Departmental Address:

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

Research Interests: 

Interacting particle systems and stochastic partial differential equations, and their application to large portfolio credit modelling.

Major/Recent Publications: 
  1. Sharp Regularity near an Absorbing Boundary for Solutions to Second Order SPDEs in a Half-Line with Constant Coefficients. Submitted.
Teaching: 

HT 2013: Class tutor for Brownian Motion and Conformal Invariance. Teaching assistant for Fixed Income Markets (MScMCF).

MT 2012: Class tutor for Stochastic Differential Equations and Communication Theory.

HT 2012: Teaching assistant for Brownian Motion and Conformal Invariance and Mathematical Models of Financial Derivatives.

MT 2011: Teaching assistant for Communication Theory.
Last updated by on Thu, 28/03/2013 - 2:24pm.
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