After 7 years of teaching full time in London I decided I wanted to go back to do some maths of my own, a few more years later I became Dr Olding after completing a PhD in maths, specifically in Probability and Mathematical Finance, with a bit of Machine Learning/AI thrown in as well. If you’d like to read my thesis you can find it below along with a few pictures from my graduation!
The Stochastic Control of Liquidity Provision: Market Making with and without Last Look