Teaching and supervision

Teaching:

2022- 2023:

• Equazioni Differenziali Stocastiche (postgraduates, MSc in Mathematics ) - lecturer & tutor

• Probability Theory (postgraduates, MSc in Stochastics and Data Science) - tutor

• Calcolo delle Probabilitá e Statistica (undergraduates, BSc in Mathematics for Finance) - lecturer & tutor

2021- 2022:

• Stochastic Differential Equations (postgraduates, MSc in Stochastics and Data Science) - lecturer & tutor

• Istituzioni di Probabilitá (postgraduates, MSc in Mathematics) - tutor

• Calcolo delle Probabilitá e Statistica (undergraduates, BSc in Mathematics for Finance) - lecturer

2014 - 2020 at University of Leeds:

• Optimisation Methods for Finance (postgraduates, MSc in Financial Mathematics) – lecturer

• Financial Mathematics 1 (undergraduates, BSc in Mathematics) – tutor

• Financial Mathematics 2 (undergraduates, BSc in Mathematics) – lecturer & tutor

• Financial Mathematics 3 (undergraduates, BSc in Mathematics) – lecturer & tutor

• Stochastic Calculus and applications to Finance (undergraduate & postgraduate, BSc & MMath in Mathematics) – lecturer & tutor

2012 - 2014 at King’s College London:

• Foundations for Complex Systems modeling (postgraduates, MSc in Complex Systems) – lecturer

• Probability and Statistics I (1st year undergraduates, BSc in Mathematics) – lecturer

• Markov Chains (3rd year undergraduates, BSc in Mathematics) – lecturer

• Interest Rate and Foreign Exchange Dynamics (postgraduates, MSc in Financial Mathematics) – lecturer

2011 -2012 at Friedrich-Schiller University of Jena

• Fractal Geometry (undergraduate & postgraduate, BSc & MMath in Mathematics) – tutor

PhD supervision:

• Luis Mario Chaparro Jáquez from 2021 (main supervisor as external, Leeds). Topic: Numerical methods for SDEs with singular coefficients

• Andrea Bovo 2019- 2022 (co-supervisor as external, Leeds). Topic: PDE methods for controller-stopper games

• Paul smith 2016-2020 (co-supervisor, Leeds). Topic: Dimension reduction techniques and applications to past climate data

• Jason Susanna Anquandah 2016-2020 (co-supervisor, Leeds). Topic: Stochastic models for unemployment insurance.

Final Year Project Supervision:

2021 - now at University of Torino:

• MSc students in Stochastic and Data Science. Topics: Stochastic Analysis in Rough Volatility Models (2022).

2014 - 2019 at University of Leeds:

• 3-5 MSc students in Financial mathematics per year. Topics: Stochastic Interest Rate Models, Stochastic McKean-Vlasov systems.

• 6 BSc students in Financial mathematics per year. Topics: Estimation of volatility of stock prices with high-frequency data; Machine and deep learning for Finance.

External supervision (interns):

2016-2020 at the University of Leeds

I supervised or co-supervised one summer research intern every year from Universities abroad (e.g. ENSTA ParisTech, University of Trento) on 3-months research projects related to my research.