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
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.
Henderson V. and J. Muscat, 2019, Partial Liquidation under Reference-Dependent Preferences, Finance and Stochastics, to appear.
- 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
MSB 3.14, Department of Statistics, Mathematical Sciences Building, University of Warwick, CV4 7AL, UK
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