PhD students






Steven Falconer (1st year)

Fractional PDE’s and anomalous transport


Alfredo Valle (3rd year)

Credit rating modelling


Hamed Al-Shamsi (3rd year)

Fractional derivatives and applications in finance and biology







Yuki Okuda

Wave propagation into unstable state with memory effects

Stephanos Panayides.

Risk minimization approach for derivative pricing and hedging

Abby Tan

Long memory stochastic volatility


Honaida Malaikah

Stochastic volatility models