My recent and graduating doctoral students

Manlio Trovato (Merrill Lynch)

Alicia Vidler (Merrill Lynch)

Harry Lo (Swiss Re)

Antonio Dalessandro (Fitch Ratings)

Paul Jones (Imperial College London)

Adel Osseiran (Bear and Sterns)


My past doctoral students

Oliver Chen (National University of Singapore)

Alexey Kuznetsov (University of New Brunswick)

Stephan Lawi (KBC)

Petter Wiberg (Goldman Sachs)

Nilanjana Datta (Cambridge University)

My past post-doctoral fellows

Stathis Tompaidis (University of Texas, Austin)

Joseph Campolieti (Laurier University, Waterloo)

Andrei Golubentsev (Credit Suisse)

Dmitri Rubisov (Bank of Montreal)

Nikolai Potyalitsine (Lehman Brothers)

Sebastian Jaimungal (University of Toronto)

Alex Mijatovic (Imperial College London)


My math genealogy tree

 

 

 


Teaching and Workshops

 

I always enjoyed teaching. I had and still have several students. I co-author most of my papers with them and meet them regularly and find that this type of collaboration is very rewarding.

Regarding lecturing, at the moment my main focus is on Executive Education. I speak through various conference circuits and run in-house training sessions. I prepared a 2-days workshop on long dated derivatives that I deliver regularly. The brochure of the coming workshops organized by Incisive Media is here.