Teaching
Modules for 2025-26
STOCHASTIC MODELLING IN FINANCE
Module code: MATH482
Role: Module Co-ordinator
Statistical Models and Foundations of Stochastic Processes
Module code: MATH502
Role: Teaching
Stochastic Modelling in Insurance and Finance
Module code: MATH375
Role: Module Co-ordinator
Theory of Interest
Module code: MATH167
Role: Teaching
Supervised Theses
- Control theory for classes of nonlinear systems with application in insurance premium-reserve model
- Optimal Investment and Consumption with Borrowing
- Optimal and Robust Control for a Class of Nonlinear Stochastic Systems
- Quadratic Backward Stochastic Differential Equations with Unbounded Coefficients and their Application
- Risk-sensitive Control and Its Applications