MSc in Financial Mathematics and Computation is staffed and run mainly by:

Dr Stephen Garrett

• Teaching: Actuarial Mathematics
• Research Interests: fluid mechanics, boundary-layer transition on rotating bodies, actuarial mathematics, and mortality models within the pension industry
• Read more on Dr Stephen Garrett's staff homepage
  

Prof Alexander Gorban

• Teaching: Data Mining and Neural Networks
• Research Interests: Dynamics of systems of physical, chemical and biological kinetics, Bioinformatics, Human adaptation to hard living conditions, Architecture of neuro-computers, and training algorithms for neural networks
• Read more on Professor Alexander Gorban's staff homepage
  

Dr Ray Kawai

Director of MSc in Financial Mathematics and Computation

• Teaching: Financial Mathematics II
• Research Interests: Monte Carlo variance reduction, approximations of stochastic differential equations including exact and approximative simulation of infinitely divisible processes, Lévy processes, Malliavin calculus, statistical inference for stochastic processes, and mathematical finance
• Read more on Dr Ray Kawai's staff homepage
  

Prof Sergei Levendorskii

• Teaching: Advanced Methods in Derivative Pricing
• Research Interests: pricing of financial options of various kind mainly barrier options and American options on stocks, indices and exchange rates, real options, interest rate derivatives, estimation of time-irreversible processes
• Read more on Professor Sergei Levendorskii's staff homepage
  

Prof Jeremy Levesley

Head of Department

• Research Interests: approximation in Euclidean space and on spheres using radial basis functions and generalisations of these procedures to locally compact manifolds, solving partial differential equations using RBFs
• Read more on Professor Jeremy Levesley's staff homepage
  

Dr Andrey Mudrov

• Teaching: Financial Risk
• Research Interests: mathematical physics, quantum groups, deformation quantization, representation theory
• Read more on Dr Andrey Mudrov's staff homepage
  

Dr Michael Phillips

• Teaching: Generalized Linear Models
• Research Interests: the application of stochastic processes, statistical methods in the fields of reliability engineering and medicine
  
• Read more on Dr Michael Phillips's staff homepage
  

Prof Michael Tretyakov

• Teaching: Financial Mathematics I
• Research Interests: numerical integration of stochastic differential equations, probabilistic approach to numerical solution of nonlinear partial differential equations, stochastic dynamics, financial mathematics
• Read more on Professor Michael Tretyakov's staff homepage