• Optimal Stopping Models in Corporate Finance (Supervisor: Vicky Henderson)
• Stochastic Modelling in Behavioural Finance (with Vicky Henderson)
• Skorokhod embeddings (Supervisor: David Hobson)
• Mathematical Finance: Pricing outside the Black-Scholes paradigm (Supervisor: David Hobson)
• Mathematical Finance: Robust bounds for derivative prices (Supervisor: David Hobson)
• On certain jumping Markov models and related option pricing problems (Supervisor: Larbi Alili)