Imperial College London


Faculty of Natural SciencesDepartment of Mathematics

Visiting Professor



+44 (0)20 7594 0802r.cont Website




806Weeks BuildingSouth Kensington Campus





  • Pathwise methods in Stochastic analysis
  • Stochastic processes.
  • Mathematical modeling in finance.
  • Systemic risk and Financial stability
  • Mathematical Foundations of Data Science

Research publications

List of former PhD students

EPSRC Centre for Doctoral Training in Mathematics of Random Systems: Analysis, Models and Algorithms

Research Events

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Guest Lectures

Winter School on Systemic Risk, Swiss Federal Institute of Technology (EPFL), Lausanne, Switzerland, 2017

2016 ESRB Conference on Systemic Risk Analytics, European Systemic Risk Board (ESRB), Helsinki, Finland, 2016

ESRB Second Annual Shadow banking workshop, European Systemic Risk Board (ESRB), Frankfurt, Germany, 2016

6th AMAMEF Conference: Advances in Mathematics of Finance, Banach Center, Warsaw, 2013

Plenary speaker, German-Polish Joint Conference on Probability, Nicolaus Copernicus University, Torun (Poland), 2013

UK Mathematical Finance Workshop 2013, Kings College, London, 2013

UK Mathematical Finance Workshop, Kings College, London, 2013

Plenary speaker, IMA Conference on Mathematics in Finance, Heriot-Watt University, Edinburgh, 2013

AHOI Workshop on Ambit Stochastics and Applications, Imperial College, London, 2013

Seminar: Central clearing of OTC derivatives: a systemic risk standpoint, Bank of England, London, 2013

Plenary speaker, Pragma High Frequency QuantFerence 2013, Pragma, New York, 2013

Seminar: Contagion and systemic risk in banking networks, Norges Bank (Central Bank of Norway), Oslo, 2013

Seminar: Functional Ito calculus and functional Kolmogorov equations, Dept of Mathematics, University of Oslo, Norway, 2013

Invited speaker: Conference on New tools for Financial Regulation, Banque de France, Paris, 2012

Keynote lecturer: School on systemic risk and Quantitative risk management, INRIA, Rocquencourt, France, 2012

Plenary speaker: Systemic Risk Conference, Frankfurt Institute for Advanced Studies, Frankfurt, 2012

Stochastic and PDE Methods in Financial Mathematics, University of Yerevan, Armenia, 2010