Expert Details

Probability Theory, Levy Processes, Aspects of Financial Mathematics

ID: 728992 United Kingdom

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Expert works on stochastic analysis and in particular the theory of Levy processes. More generally he is an expert in probability theory.

Education

Year Degree Subject Institution
Year: 1996 Degree: PhD Subject: Probability Theory Institution: University of Sheffield

Work History

Years Employer Title Department
Years: 2006 to Present Employer: Undisclosed Title: Professor Department: Mathematics
Responsibilities:
Professor of Probability Theory
Years Employer Title Department
Years: 2005 to 2006 Employer: Heriot Watt University Title: Reader Department: School of Mathematical and Computing Sciences
Responsibilities:
Reader in Probability Theory
Years Employer Title Department
Years: 2000 to 2005 Employer: University of Utrecht Title: Assistant Professor Department: Mathematics
Responsibilities:
Assistant Professor of Probability Theory
Years Employer Title Department
Years: 1998 to 2000 Employer: University of Edinburgh Title: Lecturer Department: Mathematics
Responsibilities:
Lecturer in Mathematics
Years Employer Title Department
Years: 1997 to 1998 Employer: Shell Title: Research Mathematician Department: Research Laboratory
Responsibilities:
Research Mathematician
Years Employer Title Department
Years: 1996 to 1997 Employer: London School of Economics Title: Lecturer Department: Statistics
Responsibilities:
Lecturer in Statistics

Language Skills

Language Proficiency
Dutch Fluent
Greek Conversational
French Weak conversational

Fields of Expertise

calculus, density function, discrete distribution function, Markov process, mathematics, probability, probability distribution, probability theory, queue, queuing theory

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