Welcome to my personal homepage. Here is where I post my papers and tell about my work.

Here is the link to the web-page of my firm Global Valuation Limited.

Here are the slides of my presentation at my latest talks at Cambridge University, the Derivatives Regulations Conference and Supercomputing 2010.

Here are my recent papers on Coherent Global Market Simulations and Securitization Measures for Counterparty Credit Risk and Optimal Funding Strategies for Counterparty Credit Risk Liabilities.

Here is the webpage for the course I teach at King's College London.