Research Students

If you are interested in doing a PhD under my supervision then please email me explaining why you are interested in the combination of geometry and stochastics. I do not currently have any availability for summer internships.

Current

Andrei Ionescu
To be decided...
PhD 2018-
Sergio Maffra
Asset Liability Management of Longevity Risk
PhD 2016- (Second supervisor)
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Luciane Sbaraini Bonatto
Convex Stochastic Optimisation Model for Oil Derivatives Trading
PhD 2015- (Second supervisor)
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Past

Emilio Ferrucci
Rough Path Perspectives on the Ito-Stratonovich Dilemma
PhD 2016-2021 (Second supervisor)
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Tim King
The Influence of Geometry on Stochastic Processes
PhD 2017-2021
Claudio Bellani (Imperial)
Rough paths in financial mathematics
PhD 2017-2021
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Udomsak Rakwongwan
Pricing index options by static hedging under finite liquidity
PhD 2016-2020 (Second supervisor)
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Matt Hamilton Glover
Trends in the U.K. mortality experience
MPhil 2014-18 (Second supervisor)
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Sandy Li
Optimal Asset Liability Management
MPhil 2015-16