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

2017/2018
Math 1M03
Math 2FM3
Math 2ZZ3
Stats 2D03

2016/2017
Math 1LS3 (Term 1) (Term 2)
Math 1M03
Math 2Z03
Stats 2D03

2015/2016
Math 2Z03
Math 776
Math 1B03
Math 772

2014/2015
Math 1B03
Math 2Z03
Math 2ZZ3
Math 4FM3/6FM3

2013/2014
M776
M2Z03
M4FM3/6FM3
M1ZC3(C01)
M2ZZ3