Teaching
LSE
- ST213 Introduction to Pricing, Hedging and Optimization Winter 2025–Present
- ST303 Stochastic Simulation Autumn 2026
- ST302 Stochastic Processes (seminars only) Autumn 2025
Imperial College London
Imperial Business School
- BUSI70615 Mathematics for Finance (MSc Finance stream) Autumn 2026
Imperial Mathematical Finance
- MATH70126 Stochastic Control in Finance Spring 2023-2024
- MATH70122 Convex Optimization Spring 2023
Carnegie Mellon (as a TA, various semesters 2017–2021)
46-944 Stochastic Calculus for Finance I • 46-915 Advanced Derivative Models • 46-950 Numerical Methods
46-956 Fixed Income • 21-217 Concepts of Mathematics
Student Supervision
PhD Students
- Paul Mangers Bastian (with Kostas Kardaras) 2025–2029 (expected)
MSc Students
Thesis Supervision
Paul Mangers Bastian (with Josef Teichmann, 2025) • Yinbai Li (with BNP Paribas, 2024) • Hellen Xu (2024) • Matthieu Baboulène (with Velador Associates, 2023) • Tommaso Ludovici (with Gresham Investment Management, 2023) • Tingqu Zhou (with Bainbridge Partners, 2023)
Capstone Project
- Heran Du, Melissa Monfared, Athicha Rianloetrattana Improving Institutional Bitcoin Accumulation Strategies (with Trilemma Foundation) 2025-2026
BSc Students
Zhenyu Lu (2026) • Pedro Urbina (2023)