I was born in Edinburgh in 1983, but raised in Cambridgeshire, England from the late 1980s. After studying my undergraduate degree at the University of Edinburgh (BSc (Hons) Mathematics, First Class, 2006), I returned for my second degree at the University in September 2007.

I am a PhD student under the supervision of Dr. Sotirios Sabanis and I am interested in probability theory and stochastic analysis, with their application to mathematical finance. My current interests concern the valuation of exotic options (that is, derivatives under which no explicit, closed-form solution exists) under certain, not competely standard, models. This calls upon results and techniques from modern analysis and probability. I am also interested in the implementation of these results in differing stochastic models, via the use of analytical methods or simulation.

I have tutored, or will be tutoring the following courses below. The entries for the current semester detail the courses I am involved in at the moment. The links provide information for each of the respective courses, including lecture times and tutorial allocations, along with assignments and examination information in due course. You will need EASE access to view these pages.

• Stochastic Bounds for Exotic Options: First year PhD report - August 2008.
• High Precision Calculation of Elementary Functions: Final year undergraduate project - March 2006.
• Pricing American Options Using Monte Carlo Simulation: Undergraduate research project, funded by a Carnegie Vacation Scholarship - June-July 2005.
• Applications for Estimating Exotic Option Prices: Algorithms for the above project - June-July 2005.

• Wikipedia: The obligatory link, which can be useful at times.
• Mathworld: Another useful link, although perhaps a more reliable one.