A study on Expected Shortfall in a multi-currency environment, with Alex Backwell, Christopher Roberts, and Fergus Wegner at FMTC, Cape Town, 2015. See http://www.acqufrr.co.za/math_challenge.aspx .
A semi-analytical approximation of the transition probabilities and Arrow-Debreu densities for the Inhomogeneous Geometric Brownian motion, Master Thesis supervised by Dr L.Capriotti, A.Macrina, UCL, 2015.
Education
BSc Mathematics, Eurasian National University, 2013.
MSc Financial Mathematics, University College London, 2015.
Awards
Fully-funded Bolashak Scholarship for Master studies, 2013.
