I am a second-year PhD (second-year CDT) student and my main research area of interest is Mathematical Finance. More specifically, my research focuses on expected utility maximisation and equilibrium asset pricing problems, and is supervised by Dr Martin Herdegen. Prior to my PhD, I have completed my integrated masters degree BSc MMORSE at the University of Warwick with fourth-year project titled 'Option pricing and hedging with execution costs and market impact', again under the supervision of Dr Martin Herdegen.

Teaching

2022/23

• Term 1: ST342 Mathematics of Random Events & ST908 Stochastic Calculus for Finance
• Term 2: ST202 Stochastic Processes & ST403 Brownian Motion

2021/22

• Term 1: ST908 Stochastic Calculus for Finance
• Term 2: ST111 Probability (Part A), ST112 Probability (Part B) & ST202 Stochastic Processes

2020/21

• Term 1: ST116 Mathematical Techniques
• Term 2: ST115 Introduction to Probability
• Summer: ST115 Introduction to Probability & ST218 Mathematical Statistics Part A

Awards

• 1st Department of Statistics Tutorial Leader Prize for Term 1 of the Academic Year 2022/23

Contact details

Office: MB4.14, Mathematical Sciences Building

Email: n dot constantinou at warwick dot ac dot uk