+44 1865 280600
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Mathematical Finance, Stochastic Analysis, and Partial Differential Equations.
My research centres on mathematical models for large financial markets and systems of interconnected banks, where there is a conspicuous element of systemic risk (in the sense of common exposure and the possibility of contagion).
Mathematically, my work revolves around the study of nonlinear SPDEs and McKean-Vlasov type equations, which appear naturally as limiting objects for interacting particle systems. The main difficulty lies in the nature of the non-linearities and, specifically, singular interactions due to the impacts of defaults.
DPhil Student at the EPSRC Centre for Doctoral Training in Partial Differential Equations
I'm currently tutoring Complex Analysis and Metric Spaces at Magdalen College
Prizes, Awards, and Scholarships:
I am generously supported by various Danish foundations. Most prominently, I was awarded the Reinholdt W. Jorck stipend in 2015 along with a Laurits Andersen scholarship.