## Current courses

BSc/MSci in Mathematics,
Department of Mathematics, Imperial College London

Course: Measure & Integration;
Autumn term 2015

Course material: [Description,
Course notes,
Problem Sheet 1,
Problem Sheet 2,
Problem Sheet 3,
Problem Sheet 4,
BT]
## Recent courses

Mathematics Taught Course Centre
(PhD programme)

Course: Stochastic Differential Equations;
Spring term 2015 [Description]
BSc/MSci in Mathematics,
Department of Mathematics, Imperial College London

Course: Probability;
Spring term 2015 [Description]
Mathematical Institute of the University of Barcelona

PhD Course: Stochastic Differential Equations;
January 2014 [Description]
MSc in Statistics,
Department of Mathematics, Imperial College London

Course: Pricing and Hedging in Financial Markets;
Spring term 2013 [Description]
Mathematics Taught Course Centre
(PhD programme)

Course: Stochastic Differential Equations;
Spring term 2013 [Description]
BSc in MathStat and MORSE,
Department of Statistics, University of Warwick

Course: Probability Theory;
Spring term 2011 [Description]
MMathStat and MMORSE,
Department of Statistics, University of Warwick

Course: Derivatives Pricing in Stochastic Volatility Models with Jumps;
Spring terms 2011,
2012 [Description]
London Graduate School in Mathematical Finance (PhD programme)

Course: One-Dimensional Diffusion Processes and Stochastic Logarithms;
Spring term 2010
M.Sc. in Mathematics and Finance, Department of Mathematics, Imperial
College London

Course: Statistical Models in Finance; Spring term 2010
M.Sc. in Mathematics and Finance, Department of Mathematics, Imperial
College London

Course: Stochastic Processes;
Autumn term 2009
Summer School in Financial Mathematics,
University of Ljubljana

Course: Martingales and Brownian Motion;
September 2009