Matthew is a seasoned financial services professional with extensive experience of the hedge fund industry. He was a Portfolio Manager of hedge funds FRM (now part of Man Group), and Managing Partner (Head of Risk) at macro hedge fund Loegria Capital LLP.
Matthew completed a BSc in Mathematics at Imperial College London (1994) and an MSc in Mathematics at King’s College London (2017).
Cylindrical Lévy Processes in the Lévy White Noise Approach
Developing the theory of cylindrical Lévy processes in spaces of functions, relating these models of noise to other white noise approaches and developing techniques for analysing stochastic partial differential equations (SPDEs)
Principal supervisor: Professor Markus Riedle