I am a probabilist working in the Probability and Stochastic Analysis research group in University of Edinburgh. I am currently a University Teacher in the School of Mathematics, lecturing various Probability Theory, Financial Mathematics and Numerical Simulation courses. Previously I worked in Durham University as a Teaching Fellow.

My PhD thesis was titled 'On some random walk problems', which can be found here. I was under the supervision of Professor Mikhail Menshikov and Dr. Andrew Wade in Durham University.

A collaboration among researchers interested in probability theory and its applications, based in the North-East of England and South-East of Scotland, sponsored by a Joint Research Groups (Scheme 3) grant from the London Mathematical Society. Past events held in Durham, York, Edinburgh, Leeds and Sheffield.

PiNE Wednesday 1st October 2014 to PresentA group of Mathematicians and Computer Scientists from Durham University and Newcastle University with common research interests in discrete structures. Actively foster collaborative links with a view both to real world applications and to engaging in interdisciplinary training and fundamental research.

NODES 2016 to PresentThe RSC is an annual conference that is organised by students, for students. As a result it always has a friendly atmosphere in which inter-institution connections can be made and ideas can be discussed freely. It is an ideal environment in which to present research for the first time before an international audience.

RSC 2015 RSC 2016 RSC 2017 Tuesday 18th April 2017 to Friday 21st April 2017The British Mathematical Colloquium is the largest pure mathematical conference to be held annually in the UK. It has been held every year since 1949, usually around Easter, though some of the earlier meetings were in September.

BMC 2017 Monday 3rd April 2017 to Thursday 6th April 2017
Semester 1, 2020/21: Probability, Measure and Finance (MATH10024) Lectures and workshops (Resources for students)

Semester 1, 2020/21: Discrete-Time Finance (MATH11153) Lectures and workshops (Resources for students)

Semester 2, 2020/21: Financial Mathematics (MATH10003) Lectures and workshops (Resources for students)

Semester 2, 2020/21: Risk-Neutral Asset Pricing (MATH11157) Lectures and workshops (Resources for students)

Semester 1, 2019/20: Financial Mathematics (MATH10003) Lectures and workshops (Resources for students)

Semester 1, 2019/20: Probability, Measure and Finance (MATH10024) Lectures and workshops (Resources for students)

Semester 1, 2019/20: Discrete-Time Finance (MATH11153) Lectures and workshops (Resources for students)

Semester 2, 2019/20: Risk-Neutral Asset Pricing (MATH11157) Lectures and workshops (Resources for students)

Summer, 2018/19: Master Dissertations (MATH11080/MATH11200) On the Price of Lookback Options; Multilevel Monte Carlo Method; On the Price of Swap and Swaptions; On Approximating Schemes of Stochastic Differential Equations; Robust optimization and its applications (Resources for students)

Semester 2, 2018/19: Risk-Neutral Asset Pricing (MATH11157) Lectures and workshops (Resources for students)

Semester 2, 2018/19: Numerical Probability and Monte Carlo (MATH11202) Lectures and workshops (Resources for students)

Summer, 2018/19: Master Dissertations (MATH11080/MATH11200) Pricing of exotic options using Monte Carlo methods; A Comparison of Swaption Pricing Under Different Interest Rate Models (Resources for students)

Full year 2018/19: Project IV: (MATH4072) Random walks and electrical networks (Desecription) (Resources for students)

Michaelmas 2018/19: Discrete Mathematics (MATH1031) Tutorial Group 4,9

Michaelmas 2018/19: Statistics (MATH1541) Tutorial Group 8,9,10,13

Michaelmas 2018/19: Statistical Concepts II (MATH2041) Tutorial Group 6,7,8, Computer Practical Group 3,4,5

Epiphany 2018/19: Discrete Mathematics (MATH1031) Tutorial Group 4,9, Seminars Group 11,12

Epiphany 2018/19: Calculus & Probability I (MATH1061) Tutorial Group 9, 10, 13, 15

Epiphany 2018/19: Statistics (MATH1541) Tutorial Group 9,10

Epiphany 2018/19: Analysis in Many Variables II (MATH2031) Tutorial Group 5,6

Epiphany 2018/19: Stats Concepts II (MATH2041) Computer Practical Group 3

Epiphany 2018/19: Monte Carlo II (MATH2667) Computer Practical Group 3,4,5

Michaelmas 2017/18: Calculus & Probability I (MATH1061) Tutorial Group 3,6,28,30

Michaelmas 2017/18: Statistics (MATH1541) Computer Practical Group 1,2,3,4,6,7,8

Michaelmas 2017/18: Analysis in Many Variables II (MATH2031) Tutorial Group 3,4

Epiphany 2017/18: Discrete Mathematics (MATH1031) Seminars Group 2,7

Epiphany 2017/18: Statistics (MATH1541) Computer Practical Group 1,2,3,4,7,8

Epiphany 2016/17: Single Mathematics A (MATH1561) Tutorial Group 14

Epiphany 2016/17: Statistical Concepts II (MATH2041) Computer Practical Group 5

Michaelmas 2016/17: Discrete Mathematics (MATH1031) Tutorial Group 4,5,6

Epiphany 2016/17: Calculus & Probability I (MATH1061) Tutorial Group 12

Epiphany 2016/17: Statistics (MATH1541) Tutorial Group 5

Epiphany 2016/17: Single Mathematics A (MATH1561) Tutorial Group 15

Michaelmas 2015/16: Discrete Mathematics (MATH1031) Tutorial Group 4,5,6

Epiphany 2015/16: Calculus & Probability I (MATH1061) Tutorial Group 6,8,18

Michaelmas 2014/15: Discrete Mathematics (MATH1031) Tutorial Group 2

What is Discrete Mathematics?

The European Mathematical Society is a learned society representing mathematicians throughout Europe. It promotes the development of all aspects of mathematics in Europe, in particular mathematical research, relations of mathematics to society, relations to European institutions, and mathematical education. The EMS has as its members around 60 national mathematical societies in Europe, 40 mathematical research centres and departments, and 3000 individuals.

The Applied Probability Section came into existence at the start of 2012 to help rejuvenate the Royal Statistical Society's interests in the area. The main activity of the Section is to organise loosely-themed meetings on aspects of applied probability, which we interpret as any use of probability to develop models and results that help us to understand the world around us.

The Institute of Mathematics and its Applications (IMA) exists to support the advancement of mathematical knowledge and its applications and to promote and enhance mathematical culture in the United Kingdom and elsewhere, for the public good.

The London Mathematical Society (LMS) is the UK’s learned society for mathematics. Its purpose is the advancement, dissemination and promotion of mathematical knowledge, both nationally and internationally.

The Bernoulli Society organises or sponsors several meetings in the area of mathematical statistics and probability. Organizers of a meeting seeking sponsorship should email their request to the Bernoulli Society Scientific Secretary (see Who is Who in the Bernoulli Society for the email address), giving a short summary of the meeting details including dates. The Scientific Secretary will then ask Bernoulli Society Executive Committee to approve the sponsorship.

The purpose of the Institute is to foster the development and dissemination of the theory applications of statistics and probabilitiy.

Library;

North British Probability seminars;

Semester dates;

List of courses in School of Mathematics (PATH) ;

List of courses in School of Mathematics (DRPS) ;

Past paper.

LaTeX related: The Not So Short
Introduction to LaTex by Tobias Oetiker, University introduction, Poster templates, Presentation templates;

Check University regulations for Plagiarism guidelines;

Programme guide for Computational Mathematical Finance students (18-19);

Programme guide for Financial Modelling and Optimisation students (18-19);

Some past dissertations can be found in Edinburgh Research Archive.

Library (new books, e-journals);

Statistics seminars;

Teaching weeks;

Students Timetable;

Past paper;

Reference Books: MATH1031, MATH1061, MATH1541, MATH1561, MATH2031, MATH2041, MATH2667.

LaTeX related: The Not So Short
Introduction to LaTex by Tobias Oetiker, University guidance and sample, Poster templates, Presentation templates, Check DUO for Plagiarism and Training sessions;

Guidance Notesfor students of Project III (18-19);

Guidance Notesfor students of Project IV (18-19);

Marking guidelinesfor students of Project III (18-19);

Marking guidelinesfor students of Project IV (18-19);

Sample reports can be found in DUO;

Random walks and electrical networks related: Plan, Some introduction slides by Andrew Wade.

Recent papers in probability at arxiv;

MathSciNet search;

AMS serial abbreviations.

- Discrete-Time Finance
- Financial Mathematics
- Numerical Probability and Monte Carlo
- Probability, Measure and Finance
- Risk-Neutral Asset Pricing
- Various Master Dissertations

- Calculus and Probability I
- Discrete Mathematics
- Statistics
- Statistical Concepts II
- Analysis in Many Variables II
- Final Year Projects

- Asymptotic behaviour of near-critical system
- Random walks on half-strip
- Center of mass of random walks
- Functional Limit Theorems

- Probability
- Stochastics Processes
- Operation Research
- Mathematical Finance
- Baysian Statistics
- Partial Differential Equations
- Decision Theory
- Random Graph Theory

- Discrete Mathematics
- Operational Research
- Multivariate Calculus
- Partial Differential Equations
- Design Theory
- Time Series Analysis