John Armstrong's Home Page

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) Linked In
	Luciane Sbaraini Bonatto Convex Stochastic Optimisation Model for Oil Derivatives Trading PhD 2015- (Second supervisor) Linked In

Past

	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