Welcome to my personal homepage. Here is where I post my papers and tell about my work.

I recently posted OPLib 1.0, a set of libraries and benchmarks for high performance pricing routines using a combination of lattice and Monte Carlo methods.

Here are the slides of my recent presentations at the nVidia GPU Computing conference and other events in September 2009.

This term I am teaching an MSc course at King's College and will be posting my class materials and audio-visuals here.

My presentation at the Quant Cogress Europe of November 2009 is here and my presentation at Quant Invest of December 2009 is here.