Research Students and Postdocs

Current

Rohan Hobbs Policy Applications of Financial Mathematics PhD 2024 Linked In

Past

	James Dalby Postdoc, Collective Pensions in the UK Postdoc 2023-2025 Linked In
	Andrei Ionescu Derivatives in Stochastic Calculus with Applications to Mathematical Finance PhD 2018-2023
	Sergio Maffra Asset Liability Management of Longevity Risk PhD 2016-2023 (Second supervisor, part time) Linked In
	Luciane Sbaraini Bonatto Convex Stochastic Optimisation Model for Oil Derivatives Trading PhD 2015-2023 (Second supervisor, part time) Linked In
	Emilio Ferrucci Rough Path Perspectives on the Ito-Stratonovich Dilemma PhD 2016-2021 (Second supervisor) Linked In
	Tim King The Influence of Geometry on Stochastic Processes PhD 2017-2021
	Claudio Bellani (Imperial) Rough paths in financial mathematics PhD 2017-2021 Linked In
	Udomsak Rakwongwan Pricing index options by static hedging under finite liquidity PhD 2016-2020 (Second supervisor) Linked In
	Matt Hamilton Glover Trends in the U.K. mortality experience MPhil 2014-18 (Second supervisor) Linked In
	Sandy Li Optimal Asset Liability Management MPhil 2015-16