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Osian Shelley

I am a second year PhD student working in Stochastic Finance under the supervision of Martin Herdegen and Gechun Liang. My interests mainly lie in probability theory and stochastic finance. These are currently being explored via their application to problems regarding transaction tax schemes. I hope to be able to incorporate elements of numerical analysis into my future research.


  • 2019-present: PhD, Mathematics and Statistics, University of Warwick
  • 2018-2019: MSc, Mathematics and Statistics, University of Warwick
  • 2014-2015: Erasmus year, Mathematics, TU-Berlin
  • 2012-2017: MMATH, Mathematics, University of Warwick


  • September 2020: Transaction tax in a general equilibrium model, European summer school in Financial Mathematics, University of Vienna
  • November 2019: Transaction Costs, Boon or Bust?, SPAAM seminar series, University of Warwick
  • May 2019: Summation by parts, MASDOC annual retreat, Borth


  • September 2020 - European summer school in Financial Mathematics, University of Vienna
  • June 2020 - Fractional Calculus and Fractional Stochastic Calculus, with Applications, Burnel University London
  • May 2020 - Ergodicty: Six different viewpoints workshop, University of Warwick
  • November 2019 - Market Microstructure, The CFM-Imperial Workshop, HSBC London


  • First-year student supervisor


  • I'm the current chair of the Staff-Graduate Student Liaison Committee.
  • I'm the current secretary of the MASDOC Staff Student Liaison Committee.
  • I am a student rep. for the Mathematics department's Athena Swan Committee.

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