Teaching

Full CV (Last updated: November 2025)

Lecturer

• Job Market Interview Preparation - MSc Math. Comp. Fin., University of Oxford (Oct '25)

– New course to prepare students applying for quantitative roles in the finance industry.

– Main duties: designing course syllabus and creating lecture slides.

– Topics covered: Probability, linear algebra, linear regression, algorithms and data

• Mathematics (Constrained Optimisation) - PhD in Economics and Finance, University of Verona (Oct '23, Oct '24) 

– Main duties: create new lecture notes, setting and marking examinations.

– Topics covered: Weierstrass Theorem. Lagrange theorem. Lagrangian function

and optimality conditions. Kuhn-Tucker theorem. Convex problems

Class Tutor (Oxford, third-year undergraduates and Masters students)

• Introduction to Probability (MSc) (Oct '25)

• Mathematical Models of Financial Derivatives (B8.3) (Jan '26, Jan '23, Jan '22),  Financial Derivatives (MSc) (Oct '22)

Arbitrage and the law of one price, Binomial model for European and American options, continuous-time martingales, Itô's formula and SDEs, Black-Scholes analysis, Feynman-Kac and risk neutral pricing, free-boundary problem for American options, simple exotic options (barriers, lookbacks and Asians), implied volatility.

•  Advanced Numerical Methods (MSc) (Jan '22)

American options (obstacle problems), PDEs for multi-factor models, calibration of volatility models to quoted market prices.

• Probability, Measure and Martingales (B8.1) (Oct '21)

Basic measure theory, Radon-Nikodym Theorem, L^p convergence, Uniform Integrability, Conditional Expectation, Filtrations and stopping times, Martingales in discrete-time, Optimal stopping theorem, Maximal inequalities, Upcrossing lemmas.

College Tutorials (Oxford, Magdalen College) 

• Introductory Calculus (Prelims) (Oct '22)

General linear homogeneous ODEs,  integrating factor, first and second order linear ODEs with constant coefficients, partial derivatives, multivariable chain rule, parametric representation of curves, line integrals, Jacobians, gradient vector, directional derivative, Taylor's Theorem, classification of Critical points, Lagrange multipliers.

• Multivariable Calculus (Prelims) (Jan '23)

Volume integrals: Jacobians for cylindrical and spherical polars. Flux integrals including solid angle. Work integrals and conservative fields. Divergence and curl. Divergence theorem, Green's first and second theorems. Stokes's theorem. Gauss' Flux Theorem.

Teaching Assistant  (Oxford, Mathematical Institute)

• Complex Analysis: Conformal Maps and Geometry (C4.8) (Oct '22)

• Advanced Monte Carlo Methods (MSc) (Jan '21)

• Numerical Methods (MSc) (Oct '20), Advanced Numerical Methods (MSc) (Jan '21)