Permanent members
Research Fellows
Associated members
Long term visitors
Ph.D. Students
- Chris Daniels
- Samuel Gamlin
- Horacio Gonzalez
- Maren Eckhoff
- Francis Lane
- Marion Hesse
- Christoph Höggerl
- Steven Pagett
- Istvan Redl
- Benjamin Willey
Previous members
- David Williams
- Chris Rogers
- David Hobson
- Omar Zane
- Andrew Wade
- Akira Sakai
- Nadia Sidorova
- Steffen Dereich
- Victor Rivero
- Élie Aidekon
- Juan Carlos Pardo
- Vadim Shcherbakov
- Antonio Murillo
- Kees van Schaik
- Valentina Cammarota
- Jose Luis Garmendia Perez
- Piotr Milos
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Recent undergraduate and M.Sc. projects
2012-2013
- Tobias Lehmann (Stochastic Differential Games)
- Nidhi Mehan (Derivative pricing in fixed income markets)
- Dane Rogers (Brownian motion)
- Kate Jacka (Perpetual American Put Options)
- Thomas Smillie (
Brownian motion, Lévy processes and applications in insurance)
- Thomas Smillie (Finding an extra head)
2011-2012
- Leva Busmiate (M.Sc. thesis: Option pricing in Fixed Income markets)
- Henry Cox (How long does it take to shuffle a deck of cards?)
- Gemma Down (Brownian Motion)
- Manasi Phadnis (M.Sc theis: MAC Layer Markov Chains)
- Peter Poobalasingam (Lévy processes and mathematical finance)
- Samuel Gamlin (Spanning trees and determinantal processes)
2010-2011
- Christopher Hodge (Percolation theory)
- Charlotte Stevens (Sandpile groups: algebraic structure and random walk)
- Ruga Miyairi (M.Sc. thesis: American Options, Pricing and Arbitrage bounds)
- Geoffrey Boutard (M.Sc. thesis: Wiener-Hopf numerical methods for Lévy processes)
- Gowri Suryanarayana (M.Sc. thesis: Multi-level numerical methods with Lévy processes)
- Han-Fen Hu (M.Sc. thesis: Ruin theory and insurance risk)
- Horacio González Duhart Muñoz de Cote (M.Sc. thesis: Entropic Repulsion)
- Calvin Lau (Some aspects of Brownian motion)
- Ray Au Yeung (Mathematical modelling of attitudes to risk)
- Thomas Bailey (Construction of the Stochastic Integral and applications to finance)
- Peter Knott (Modelling the world-wide-web)
2009-2010
- Elvijs Sarkans (Percolation theory)
- Alex Watson (Stochastic Calculus)
- Marion Hesse (Stochastic Calculus)
- Alex Watson (Lévy processes and continuous state branching processes)
- Marion Hesse (Lévy processes and continuous state branching processes)
- Marion Hesse (M.Sc. thesis: fragmentation and coalescence)
- Lin Li (M.Sc. thesis: Local martingales and mathematical models of
financial bubbles)
2008-2009
- Hayley Morton (Option pricing on binomial trees)
- Leon Payne (Martingales and Option Pricing)
- Bati Sengul (Introduction to Lévy processes)
- Alex Moore (Coalescent processes)
- Nicolas Werning (Height probabilities in the Abelian sandpile model)
2007-2008
- Jonny Bryan (Option Pricing)
- Graham Burton (M.Sc. thesis: Numerical pricing of financial options in high dimensions)
- Christian Moench (Large deviations for tree-indexed
Markov chains)
- Christos Savva (Numerical Solution of the Black-Scholes equation)
- Bati Sengul (EPSRC UG Vacation Bursary, Lamperti-stable processes for modelling of financial data)
- Kiet Tran (Applications of Lévy processes)
2006-2007
- Pokpong Chirayukool (M.Sc. thesis: American Put Options and Peter
Carr's Randomisation Algorithm)
- Katrin Hoffmann-Credner (Diploma thesis, Bochum: Random Matrices)
- Ben Jennings (Numerical Solution of the Black-Scholes equation)
- Hubert Lacoin (DEA thesis Paris 11: A two cities theorem for the parabolic Anderson model)
- Janna Lierl (Brownian motion and PDEs)
- Arjun Malhotra (Nondifferentiability of Brownian motion)
- Colm Nee (Branching Markov Processes)
- Mark Pearson (Lévy processes)
- James Pritchard (M.Sc. thesis: WiMAX Frequency Optimisation)
- Tim Rogers (Random walks and electric networks)
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