PHD SUPERVISION

At the University of Bath:

• Kamran Arora (2024 - present)

TEACHING

At the University of Bath (Fall 2023 - onwards)

• AY 2025/26: Lecturer for unit MA52114 "Advanced techniques for finance". Part of the newly launched Financial Mathematics with Data Science MSc. Discipline: Economics, numerics, and stochastic analysis.

• AY 2024/25: Lecturer for unit MA50298 "Monte Carlo Methods for Finance". Part of the newly launched Financial Mathematics with Data Science MSc. Discipline: Economics, numerics, and stochastic analysis.

• AY 2024/25: Lecturer for unit MA50295 "Advanced mathematics and data science techniques for finance" (co-lectured with Prof. Alex Cox, Dr. Marcel Ortgiese, Dr. Avi Mayorcas). Part of the newly launched Financial Mathematics with Data Science MSc. Discipline: Economics, numerics, machine learning, and stochastic analysis.

• AY 2023/24: Lecturer for MA30089 "Stochastic Processes and Finance". Level: BSc; Discipline: Finance and Stochastic analysis.

At the Institute of Science and Technology Austria (Fall 2019 - Spring 2023)

• AY 2022/23: Lecturer for unit "An Introduction to Stochastic Equations: Analysis and Numerics". Level: PhD/MSc; Discipline: Stochastic and numerical analysis; Duration.

• AY 2020/21: Teaching assistant (TA) for the course "Pattern Formation in PDEs and the Calculus of Variations". Level: PhD/MSc; Discipline: PDE theory, calculus of variations; Duration.

University of Bath (2015-2019)

• AY 2018/19: TA for units "Analysis 1", ''Probability and Statistics 1". Level: BSc; Discipline: Stochastic and numerical analysis.

• AY 2017/18: TA for units "Analysis 1", ''Analysis 2". Level: BSc; Discipline: Stochastic and numerical analysis; Duration.

• AY 2016/17: TA for units "Analysis 1", ''Analysis 2". Level: BSc; Discipline: Stochastic and numerical analysis; Duration.

• AY 2015/16: TA for units "Analysis 1". Level: BSc; Discipline: Stochastic and numerical analysis; Duration.