Research Group

Probability in Finance and Insurance

Supervisor 

Professor Angelos Dassios

I am a PhD student in Statistics at the London School of Economics and Political Science, working under the supervision of Prof. Angelos Dassios and Dr. Giulia Livieri. 

Prior to joining LSE, I got a master's degree (MPhil in Financial Engineering and Risk Management) at Imperial College London. I have research experience on model calibration and derivative pricing models. I also interested in application of machine learning and time series modelling in finance.  Now I am working on develops procedures stochastic simulation and application of probability in convertible bond with parisian feature.

If you are looking for collaborator, either in academia or in industry, welcome to chat with me.