I am a third year PhD student working with Dr. Jan Palczewski (University of Leeds) and Prof. Tiziano De Angelis (University of Turin), focussing on stochastic games.
I completed my undergraduate degree in mathematics at the University of Leeds in 2020. During this time I studied a wide range of topics covering: fundamental pure topics such as measure theory, functional analysis and topology; broad reaching applied subjects like mathematical biology, stochastic calculus for finance and PDEs; and finally a comprehensive set of statistical topics, for example time series, and generalised linear and additive models.
It was during my degree that I developed my interest in financial mathematics, measure theory and functional analysis. I spent over a year working in a boutique investment management company, and when I returned to university I wrote my master thesis on the inverse problem of option pricing.
My current work is a continuation of my love for these topics, and now I specialise in stochastic analysis and probability theory, two subjects which are beautiful on their own, but have the power to be applied to real world problems.
Optimal stopping
Stochastic games
Option Pricing
Statistical Arbirage