Jonathan Tam

Departmental Lecturer in Mathematical and Computational Finance

University of Oxford

Email: tam (at) maths (dot) ox (dot) ac (dot) uk

My research interests lie broadly in the fields of stochastic control and filtering, mean-field games, as well as related financial applications and numerical methods. My doctoral research focused on the dynamic control of observations in discrete-time control and mean-field game problems, and numerical methods for the efficient computation of the arising systems of equations.

I was previously a postdoctoral researcher at the Quantlab group at the Department of Economics (DSE), University of Verona, under the guidance of Prof. Athena Picarelli. Prior to that, I obtained my DPhil in Mathematics at the University of Oxford, under the supervision of  Prof. Christoph Reisinger.