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Osian Shelley

Background

I am a first year PhD student working in Stochastic Finance under the supervision of Martin Herdegen and Gechun Liang. I completed my MMath degree at the University of Warwick in 2017, with an intercalated Erasmus year spent studying at TU-Berlin.

Research Interests

My interests mainly lie in probability theory, specifically FBSDEs. These are currently be explored via their application to problems regarding transaction costs in financial markets. I hope to be able to incorporate elements of numerical analysis into my future research.

Teaching

2019/2020
2017/2018
  • First year student supervisor

Other

I'm currently secretary for the MASDOC SSLC.

Email: o.d.shelley(at)warwick.ac.uk
Office: B0.24, Zeeman Building