I am a fourth year D.Phil. student in Mathematical and Computational Finance Group, and a student member of Oxford-Man Institute of Quantitative Finance. My research, supervised by Prof. T. Zariphopoulou, lies on the interaction between Portfolio Choice Theory and Financial Econometrics. Currently, my focus is on dynamic asset allocation models in cointegrated markets, with applications including pairs/spread trading and statistical arbitrage techniques.

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.

I am a forth year DPhil student working in the Mathematical and Computational Finance Group. I have a Masters degree in Financial Mathematics from King's College London (2008) and a Masters degree in Quantitative Methods in Economics and Information Systems from Warsaw School of Economics (2005).  I am currently working on developing efficient numerical methods to price basket credit derivatives via structural models. My supervisor is Dr. Christoph Reisinger.

I am a third year DPhil student at the Mathematical and Computational Finance Group/Oxford-Man Institute of Quantitative Finance. I hold a BSc in Mathematics (Universite Pierre & Marie Curie - Paris 6), a Diplome d'Ingenieur (MSc in Engineering - Ecole Centrale Paris) as well as an MSc in Mathematical and Computational Finance (University of Oxford). I am a member of the Oxford-Man Institute of Quantitative Finance. My Supervisor is Prof Mike Giles and I am a scholar of Lady Margaret Hall.

My research focuses on improving Monte Carlo methods. I am currently working on the recent Vibrato and Multilevel Monte Carlo techniques and their use for the computation of Greeks.

I am a third year DPhil student at the Mathematical and Computational Finance Group. I hold a Specialist Diploma in Mathematics (Moscow State University). I am working under the supervision of Dr. Jan Obloj.

I am currently working on portfolio optimization problems with pathwise constraints.

I am a second year DPhil student working in the Mathematical and Computational Finance Group and an associate member of the MAN Institute of Quantitative finance. I hold a Diplom in Mathematics and Business Studies from Ludwig- Maximulians University in Munich as well as an MSc in Mathematics fromUniversity of St Andrews. My Supervisor is Dr Ben Hambly and I am a member of St Anne's College.

Currently I am looking at the Merton Problem of optimal investement with intermediate consumptions. Here I am cosidering perturbations to the well known model. In addition l want to look at similar setups but with non-linear weath dynamics trying to find optimal portfolio and consumption quantities for general as well as particularly chosen utility functions.

I'm a second year DPhil student in the Mathematical and Computational Finance Group and a member of Lady Margaret Hall.

I'm supervised by Prof T Zariphopoulou and my research interests are in stochastic control and portfolio optimisation.

I am a third year DPhil student at the Mathematical and Computational Finance Group. I have a Masters degree in Mathematical and Computational Finance from University of Oxford. I also have a BS(Applied Mathematics) from Yerevan State University, Armenia.

My supervisor is Dr Raphael Hauser and I am working on optimisation methods in Operational Risk management, optimisation problems over measure spaces.

I am a second year DPhil student in Mathematical and Computational Finance group.

My research interests lie in probability theory and its interplay with Mathematical Finance. Together with Jan Obłoj I try to develop the robust pricing and hedging framework further to allow for more flexible incorporation of both, market and statistical information. In particular, we try to incorporate statistical confidence intervals on total realised volatility and understand the consequences for pricing, pathwise hedging and forms of arbitrage. Key mathematical tool for doing this include optimality properties of solutions to the Skorokhod embedding problem and pathwise stochastic calculus.

I am a first year DPhil student at the Mathematical and Computational Finance Group under Prof. Thaleia Zariphopoulou. I'm also a member of the Stochastic Analysis Group and Magdalen College.

My research interests are in the areas of Stochastic Analysis, Optimal Control and Mathematical Finance. My current focus is in Portfolio Optimisation, in particular in Forward Utility.

I am a third year DPhil student in the Mathematical and Computational Finance Group at the Mathematical Institute. Previously I completed a MSc in Computer Science from the University of Oxford and a BSc in Mathematics from the Technical University Munich. My current work is kindly supported by EPSRC and Nomura.

I am interested in numerical and computational mathematical finance. My current research focuses on numerical PDE and MC methods for high-dimensional problems. My DPhil supervisor is Dr. Christoph Reisinger. 

I am a third year DPhil student at the Mathematical and Computational Finance Group and also a member of the Oxford-Man Institute of Quantitative Finance. I hold a BSc in Mathematics (Peking University). My Supervisor is Prof Mike Giles.

My research interests include Monte Carlo methods. Currently, I am working on Multilevel Monte Carlo method for jump-diffusion and more general processes.