Published in Journal 1, 2009
This paper is about the number 1. The number 2 is left for future work.
Recommended citation: Your Name, You. (2009). "Paper Title Number 1." Journal 1. 1(1). http://academicpages.github.io/files/paper1.pdf
Published in Journal 1, 2010
This paper is about the number 2. The number 3 is left for future work.
Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2). http://academicpages.github.io/files/paper2.pdf
Published in Journal 1, 2015
This paper is about the number 3. The number 4 is left for future work.
Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3). http://academicpages.github.io/files/paper3.pdf
Published:
See most recent talk for abstract.
Published:
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Published:
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Published:
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Published:
Abstract: In this talk we consider the effects of a quadratic tax rate levied against two agents with heterogeneous risk aversions in a continuous-time, risk-sharing equilibrium model. The goal of each agent is to choose a trading strategy according to a mean variance criterion, for which an optimal strategy exists in closed form, as the solution to an FBSDE. This tractable setup allows us to analyse the utility loss incurred from taxation and show why an agent can benefit from taxation before redistribution. Moreover, we additionally model the situation where agents have heterogeneous beliefs about the traded asset and discuss whether there exists an optimal tax that benefits the agents.
Undergraduate course, University of Warwick, Mathematics Department, 2019
The Module covers the the construction of a measure from outer measure, the construction of the Lebesgue’s measure, Lebesgue-Stieltjes measures, examples of non-measurable sets, Lusin’s Theorem, Egoroff’s Theorem, Radon-Nikodym theorem, Riesz representation theorem etc.
Graduate course, University of Warwick, Warwick Business School, 2020
The module provides a thorough introduction into probability spaces, random variables, expectation, convergence of random variables and uniform integrability. It is specifically tailored for students taking the Master’s in Mathematical Finance at the University of Warwick. Lecture notes available upon request.
Undergraduate course, University of Warwick, Statistics Department, 2020
The module give an introduction to discrete Markov processes, the long-run behaviour of Markov chains, and related applications.
Undergraduate course, University of Warwick, Mathematics Department, 2020
The module covers the Hahn-Banach theorem, the Banach-Steinhaus Theorem, the definition of weak and weak$^*$ convergence, the Banach-Alaoglu theorem etc.
Graduate course, University of Warwick, Warwick Business School, 2021
The module provides a thorough introduction into probability spaces, random variables, expectation, convergence of random variables and uniform integrability. It is specifically tailored for students taking the Master’s in Mathematical Finance at the University of Warwick. Lecture notes available upon request.
Undergraduate course, University of Warwick, Statistics Department, 2021
The module give an introduction to discrete Markov processes, the long-run behaviour of Markov chains, and related applications.
Graduate course, University of Warwick, Statistics Department, 2021
The module provides a thorough introduction into discrete-time martingale theory, Brownian motion, and stochastic calculus, illustrated by examples from Mathematical Finance.
Graduate course, University of Warwick, Warwick Business School, 2022
The module provides a thorough introduction into probability spaces, random variables, expectation, convergence of random variables and uniform integrability. It is specifically tailored for students taking the Master’s in Mathematical Finance at the University of Warwick. Lecture notes available upon request.
Graduate course, University of Warwick, Warwick Business School, 2023
The module provides a thorough introduction into probability spaces, random variables, expectation, convergence of random variables and uniform integrability. It is specifically tailored for students taking the Master’s in Mathematical Finance at the University of Warwick. Lecture notes available upon request.