
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
2021/2022
MFM 703
MFM 713
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