URSS

I get lots of enquiries from undergraduates about doing a URSS with me.

In my view URSS is most useful for students intending to go on to research who are coming towards the end of their study here, so that they have a sound theoretical base on which we can build.

For that reason I limit my supervision to students on the M-degree who are in either their third or fourth year, who have a place on a PhD programme or who are planning to apply.

If you fit those criteria, and want to work at the interface between probability/stochastic processes and mathematical finance, do get in touch by email.