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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.

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.

Journals 

I serve as an associate editor for Mathematical Finance

Current Postdoctoral Fellows

PhD Students 

  • Federico Graceffa (defended: November 2021)

  • Alessandro Micheli (defended: March 2023)

  • Robert Boyce (started: September 2023) 

  • Sturmius Tuschmann (started: September 2023) 

Conferences organization

Useful Links

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