+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 exposures and 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 feedback effects from defaults.
DPhil Student at the EPSRC Centre for Doctoral Training in Partial Differential Equations
This year, I'm tutoring Intro to Probability, Intro to PDEs, Stochastic Calculus and Fixed Income on the MSc in Mathematical and Computational Finance. Previously, I tutored 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.