University of Oxford

I am an Associate Professor in Applied Mathematics with the title of Professor. I have in the past served as Director of OCIAM and of the Nomura Centre for Mathematical Finance, and as head of Department for the Mathematical Institute (2011-15). I am currently a member of Coulcil of the LMS. My research interests in physical applied mathematics include applications of differential equations. free and moving boundary problems in heat and mass transfer, and fluid dynamics. In mathematical finance, I work on derivatives pricing, asymptotic methods, models in energy markets and models for optimal production of exhaustible resources. A recent interst is models using networks, and community detection in networks.