## Course/Module

Lecturer, M2PM3 Complex Analysis. (Undergraduate)

## Statistical Methods in Finance - MATH97115

### Role

Lecturer

## Mathematical Finance: An Introduction to Option Pricing - M5F22

### Aims

The mathematical modeling of derivatives securities, initiated by the Louis Bachelier in 1900 and developed by

Black, Scholes and Merton in the 1970s, focuses on the pricing and hedging of options, futures and other

derivatives, using a probabilistic representation of market uncertainty. This module is a mathematical

introduction to this theory, which uses a wide array of tools from stochastic analysis, which are covered in the

module in a self-contained manner: Brownian motion, stochastic integration, Ito calculus and parabolic partial

differential equations

### Role

Lecturer

## Introduction to Machine Learning - M5MF45

### Role

Course Leader

## Mathematical Finance: An Introduction to Option Pricing - MATH97009

### Aims

The mathematical modeling of derivatives securities, initiated by the Louis Bachelier in 1900 and developed by

Black, Scholes and Merton in the 1970s, focuses on the pricing and hedging of options, futures and other

derivatives, using a probabilistic representation of market uncertainty. This module is a mathematical

introduction to this theory, which uses a wide array of tools from stochastic analysis, which are covered in the

module in a self-contained manner: Brownian motion, stochastic integration, Ito calculus and parabolic partial

differential equations.

### Role

Lecturer