Greetings and welcome to my humble little place on the net:)

I am currently working as a quantitative analyst for FitchSolutions, a company that offers consulting on the valuation of products that range across all asset classes. The team is based in London, and is headed by Damiano Brigo. My main research areas are equity, fixed income and credit derivative pricing and hedging, Levy models, incomplete markets, volatility filtering and transform methods. I am also trying to put together some notes on quantitative finance.

In addition I am also affiliated with the Centre for Computational Finance and Economic Agents (or CCFEA for short) at the University of Essex in the UK.

CCFEA are always on the lookout for bright and competent MSc and PhD students, so if you like what you see here contact me or the Centre administrator for details. The Centre offers some financial support in the form of bursaries and internships in the City of London.

Before January 2006 I had a very exciting time working downunder at the University of Canterbury in Christchurch, New Zealand. This gave me the opportunity to do a fair bit of travelling around the South Pacific. You can browse some photos from the UK, Greece, New Zealand, Fiji, the Cook Islands, Japan, and other places we had the pleasure to visit. You can also have a look at Sauron and Frodo, our two well travelled cats.

Previously I was a PhD student at Queen Mary, University of London and Exeter University. I have a BSc in Mathematics from the University of Athens and an MSc from Athens University of Economics and Business.

In these pages you will find information about my research and teaching. My research papers, lecture notes on Financial Derivatives and Computational Methods and some corresponding implementation in Matlab can be downloaded. The old Derivatives-on-line pages that I wrote in the UK are still here. I am currently updating them, trying to use wiki-style presentation with some LaTeX support. But that's a lot of work... You can check the progress or even better contribute some topic of your interest.

If for some reason you wish to reach my older CGI-based site, you should point here.