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A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
Pages
Summary
About me
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Posts
Future Blog Post
Published:
A chapter on multivariate regression will be released soon…
Regression: The Univariate Case
Published:
This is the first in a series of blog posts on linear regression. We will cover the the derivation of optimal parameters according to OLS and BLUE criteria in the univariate case. The multivariate case will be covered in the next blog post.
publications
Paper Title Number 1
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
Paper Title Number 2
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
Paper Title Number 3
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
talks
Transaction tax in a general equilibrium model
Published:
See most recent talk for abstract.
Transaction tax in a general equilibrium model
Published:
See most recent talk for abstract.
Transaction tax in a general equilibrium model
Published:
See most recent talk for abstract.
Transaction tax in a general equilibrium model
Published:
See most recent talk for abstract.
Transaction tax in a general equilibrium model
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.
teaching
(2019) Measure Theory: Teaching Assistant
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.
(2020) Fundamental Tools: Lecturer
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.
(2020) Stochastic Processes: Teaching Assistant
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.
(2021) Functional Analysis 2: Teaching Assistant
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.
(2021) Fundamental Tools: Lecturer
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.
(2021) Stochastic Processes: Teaching Assistant
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.
(2021) Stochastic Calculus for Finance: Teaching Assistant
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.
(2022) Fundamental Tools: Lecturer
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.
(2023) Fundamental Tools: Lecturer
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.