Courses and reading groups

• ADAM group:
  
  • A note on the Markov property for PII(S).
    
  • Functional Monotone Class Theorem.
    
• Probability and Stochastic Finance Reading groups.
  
• TCC courses: Brownian motion (Peter Mörters), Large deviations and statistical mechanics (Stefan Adams), SDEs (Aleksandar Mijatovic), Positive self-similar Markov processes (AE Kyprianou).
  
• Postgraduate award (Parts 1 & 2), in Introduction to Academic and Professional Practice for
  Postgraduates who teach.

Conferences, schools, talks

Some conferences/summer schools/workshops I have attended/talks given:

• Warsaw Summer School in Probability, Warsaw University, Warsaw (June 1-5, 2015).
  
• UP FAMNIT, talk (25.5.2015).
• UL FMF, talk On the informational structure in optimal dynamic stochastic control (12th March 2015).
  
• Computational Methods for Jump Processes, July 7-9, 2014, Warwick, UK, talk.
• Seminar on Stochastic Processes, March 26-29, 2014, UCSD, California, USA, poster.
• UL FMF, talk on Markov chain approximations to scale functions of Levy processes (16th of January, 2014).
  

• XVII Brazilian School of Probability, Mambucaba, August 04-10, 2013, poster.
  

• LMS-EPSRC Short Course: Common Themes in Financial and Actuarial Mathematics, University of Liverpool, Liverpool, 15-19th April 2013.
  

• AFMathConf2013, Brussels, Belgium, 7-8 February 2013, poster.
  
• UL FMF, talk on Non-random overshoots of Levy processes and a fluctuation result for random walks (3rd of January, 2013).
  
• Levy processes and their applications workshop at the Institut für Mathematik, Universität Zürich (December 20-21, 2012), poster presented.
  
• European Summer School in Financial Mathematics at École Polytechnique, Paris, France (27-31 August 2012), short talk on Non-random overshoots of Lévy processes presented.
• PROCOFIN conference in honour of Ioannis Karatzas at Columbia University, New York, USA (4-8 June 2012).
• RiskandStochastics Conference 2012 at the LSE (March 20, 2012).
• Summer school in Financial Mathematics, Fauculty of Mathematics and Physics, Ljubljana, Slovenia (August 22 - September 3, 2011).
  

Experience

• Served as reviewer for journals.
• Fauculty of Mathematics and Physics, assistant (October 2014 -).
• Preparing Extended solutions for edexcel's Advanced Extension Award in Mathematics.
  
• Part-time work at the Institut Jozef Stefan, Ljubljana, Slovenia (October 2010 — March 2011).
• Assisting in the organisation of the National Physics Competition, DMFA Slovenije, Ljubljana, Slovenia (2006 - 2012).
  

Useful Links

Graduate School Portal