September 2017 - March 2018: on sabbatical. Weissman Visiting Professor of Mathematics, Baruch College, CUNY

Senior Lecturer in Mathematical Finance Member of the French Institut des Actuaires
Member of the Stochastic Analysis Group Member of the London Mathematical Society
Director of the MSc in Mathematics and Finance Member of the Society for Industrial and Applied Mathematics

Department of Mathematics
Imperial College London
London SW7 2AZ

Office: Huxley 6M12
Phone: +44 (0)20 7594 8569