ABOUT ME
I am an Associate Professor (Reader) at the Department of Mathematics, Imperial College London. My research interests are in the area of probability and stochastic processes. Mainly I am working on mathematical finance, interacting particle systems and stochastic analysis. Previously I held research positions at the University of Rochester and at the Hong Kong University of Science and Technology. I received my PhD in stochastic processes from the Technion.
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MSc in Mathematics and Finance
I am currently serving as a co-director of the MSc in Mathematics and Finance at Imperial College. Information about our program could be found in this link.
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Journals ​
I serve as an associate editor for Mathematical Finance
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Past and Current Postdoctoral Fellows
PhD Students
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Federico Graceffa (defended: November 2021)
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Alessandro Micheli (defended: March 2023)
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Robert Boyce (started: September 2023)
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Sturmius Tuschmann (started: September 2023)
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Sofia Moliner Bobo (started: October 2024)
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Conferences organization​
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ETH – Hong Kong – Imperial Mathematical Finance Workshop, Imperial College London, June 17-12, 2024.
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Workshop on Market Microstructure, Imperial College London, April 9, 2024.
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CFM-Imperial Workshop on Market Microstructure, London, December 11-12, 2023.
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Advanced Mathematical Methods for Finance Conference, Market Impact and Transaction Costs Session, Bielefeld, June 26 - 30, 2023.
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CNRS-Imperial Workshop on Stochastic Analysis, Imperial College London, July 7-8, 2022.
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Advanced Mathematical Methods for Finance Conference, Market Microstructure Session, Padova, June 22-25, 2021.
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CFM-Imperial Workshop on Market Microstructure, London, December 12-13, 2019.
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The 2nd Imperial - CUHK Workshop on Quantitative Finance, Hong Kong, May 21-22, 2019.
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CFM-Imperial Workshop on Market Microstructure, London, December 11-12, 2017.
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CFM - Imperial Institute of Quantitative Finance
Stochastic Analysis Group at Imperial
Probability at the University of Rochester
Useful Links
