Teaching & supervision
Teaching
Courses I have taught:
Jan – Apr 2026
BSc Financial Mathematics, LSE · 30h
Jan – Apr 2025 & 2026
MSc Financial Mathematics, LSE · 30h
Oct – Nov 2023
Portfolio Management
MSc in Finance, Imperial College London · 15h
2021 & 2022
Probability and Statistics · exercise sessions
BSc Mathematics, University of Padova · 50h each
LSE
Jay Razdan
A Mean Field Game of Cap-and-Trade Emission Markets · 2025
James Howell-Smith
Pricing VIX Futures in the Rough Bergomi Model via the Hybrid Scheme · 2025
Imperial College London
Ines A. M. Vanheuverswyn
Equity–IR Hybrid derivatives · 2024
Rafael Kyriakou
Weighted multilevel Monte Carlo method for VIX option pricing · 2024
Andrea Argyrou
Non-symmetric SSVI smiles and implied volatility bubbles · 2024
Bingran Yu
Indifference pricing and hedging with parametric risk factor models · 2023
George Coxon
Optimal execution with intraday liquidity changes and transient nonlinear impact · 2023