Associate Professor, Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics

Fellow and Director of Studies, Trinity College

Editorial board, Springer Undergraduate Mathematics Series

Michaelmas 2021 - Part II Stochastic Financial Models

Lent 2022 - Part III Advanced Financial Models

* Advice for PhD applicants in financial mathematics in Cambridge.

Prof Weber's
advice for Part III essays.

Stochastic analysis and financial mathematics. Interest rate and volatility models. Utility maximization problems. Stochastic evolution equations in infinite dimensions.

Papers to download.

(with René Carmona) Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective. Springer Finance (2006)