Research Area: Financial Mathematics

Research Profile: Financial Mathematics, Mathematical Physics, Information Geometry 
My main research interests lie in the area of mathematical finance - the application of stochastic analysis and probability theory to the understanding and modelling of financial markets. Specific projects I am involved with include numerical and theoretical optimal portfolio selection and modelling of positive interest rates. I am also interested in classical and quantum information geometry. My work in this area ranges from the construction of infinite dimensional manifolds of probabilities to the applications of such geometric objects to models in fluid dynamics and quantum information."

Financial mathematics, mathematical physics, information geometry

2020/2021
MFM 703
MFM 713

2019/2020
MFM 703
MFM 713

2018/2019
MFM 703
MFM 713 

2017/2018
Math 2X03
Math 4NA3
Math 4W03

2016/2017
On Research Leave

2015/2016
On leave to the Fields Institute

2014/2015
On leave to the Fields Institute

2013/2014
On leave to the Fields Institute