+44 1865 615291
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
1) Interacting Particle Systems, Stochastic Partial Differential Equations with boundary conditions, Malliavin calculus, applications of these in Mathematical Finance.
2) Functional Analytic methods for deterministic and stochastic infinite dimensional ODEs and PDEs.
International Mathematics Competition for University Students:
2009, 2010, 2011: Third Prize,
2012, 2013: Second Prize.
South Eastern European Mathematical Olympiad for University Students (SEEMOUS):
2010: Silver Medal
B8.2 Continuous Martingales and Stochastic Calculus (Hilary Term 2016)
B8.3 Mathematical Models of Financial Derivatives (Hilary Term 2016, 2017)
B8.4 Communication Theory (Michaelmas Term 2016)
MSc MCF: Introduction to Stochastic Control (Hilary Term 2017)
MSc MF (part time): Module 2 - Black Scholes Theory (Hilary Term 2017)
Prizes, awards, and scholarships:
Major / recent publications:
1) Stochastic evolution equations for large portfolios of stochastic volatility models. SIAM J. Finan. Math. 8-1 (2017), pp. 962-1014 (53 pages). ArXiv preprint: https://arxiv.org/abs/1701.05640
2) Fast mean-reversion asymptotics for large portfolios of stochastic volatility models. ArXiv preprint: https://arxiv.org/abs/1811.08808 (47 pages)