I am currently a fourth year PhD student at the University of Warwick, Statistics Department. I am currently under the supervision of Prof. Vicky Henderson and Prof. David Hobson, and supported by the LeverhulmeTrust Doctoral scholarship via the “Bridges” programme

Research Interests:

My research interests include Optimal Stopping and Behavioural Finance. I am currently working on problems relating to Realisation Utility. I am also interested in Optimal Control theory, particularly Impulse Control.

Published Papers:

Henderson V. and J. Muscat, 2019, Partial Liquidation under Reference-Dependent Preferences, Finance and Stochastics, to appear.

Tutorial Teaching:

• 2016-2017 (Term 2) ST111/ ST112 Probability A & B
• 2017-2018 (Term 1) ST339 Introduction to Mathematical Finance
• 2017-2018 (Term 2) ST111/ ST112 Probability A & B
• 2018-2019 (Term 1) ST339 Introduction to Mathematical Finance
• 2018-2019 (Term 2) ST111/ ST112 Probability A & B

Email:

j.muscat@warwick.ac.uk

 

Location:

MSB 3.14, Department of Statistics, Mathematical Sciences Building, University of Warwick, CV4 7AL, UK

 

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