Research Area: Financial Mathematics
Research Profile: Financial Mathematics
My research interests concern the mathematical modelling and analysis of problems in the area of quantitative finance. Of particular interest to me are problems that arise in credit risk, including issues of correlation, counterparty exposure, and capital assessment and allocation.
Financial mathematics
2022/2023
Stats 3G03
ArtsSci 2R03
MFM702
MFM714
2021/2022
Math 1MM3
Stats 3G03
ArtsSci 2R03
MFM 702
MFM 714
2020/2021
Stats 3G03
MFM 702
MFM 714
2019/2020
Math 1M03
Math 2FM3
MFM 702
MFM 714
2018/2019
Math 1M03
Math 2FM3
MFM 702
MFM 714
2017/2018
Math 1M03
Math 2FM3
Math 2ZZ3
Stats 2D03
2016/2017
Math 1LS3
Math 1M03
Math 2FM3
Math 2Z03
Stats 2D03
2015/2016
Math 1B03
Math 2Z03
Math 2ZZ3
Math 772
Math 776
2014/2015
Math 1B03
Math 2Z03
Math 2ZZ3
Math 4FM3/6FM3
Math 776
2013/2014
Math 1ZC3
Math 2Z03
Math 2ZZ3
Math 4FM3/6FM3
Math 776
