Qualifications

MA (Oxford); MSc (Oxford); DPhil (Oxford)

Undergraduate teaching

I teach Applied Maths.

Research interests

My research focuses on applications of differential equations and mathematical finance.

Featured publications

Practical Applied Mathematics (Cambridge, 2005)

Applied Partial Differential Equations (Oxford, 2001)

The Mathematics of Financial Derivatives (Cambridge, 1995)

Option Pricing (Oxford Financial Press, 1993)