Teaching

I currently teach undergraduate classes and tutorials in applied mathematics and lecture Masters courses in mathematical and computational finance.

About me

I am a member of the Mathematical and Computational Finance Group at the Mathematical Institute of the University of Oxford, and have a doctorate in Mathematics from the University in Heidelberg.

Research

My research covers various aspects of the development, analysis and implementation of numerical algorithms for partial differential equations and stochastic (partial) differential equations, such as those arising in financial engineering.

I serve as Co-Editor-in-Chief of Applied Mathematical Finance and am on the Editorial Board of the Journal of Computational Finance and the International Journal of Computer Mathematics.

Graduate teaching

I have supervised graduate students at Masters and PhD level in numerical analysis, scientific computing and computational finance and would welcome prospective students in these areas.

Departmental webpage