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A list of all the posts and pages found on the site. For you robots out there, there is an XML version available for digesting as well.
Pages
Posts
COP30: Climate Finance Beyond Goal Setting — Building a System That Can Deliver
Published:
I recently reflected on the direction of climate finance ahead of COP30 in a piece for King’s College London. The article discusses why ambition alone isn’t enough. What matters is building a system capable of delivering real transitions on the ground.
Green Gains and Growing Pains: A New Measure of Firms’ Exposure to Climate Transition
Published:
This post highlights a recent King’s College London feature discussing our research on forward-looking measures of firms’ exposure to climate transition risk.
portfolio
Portfolio item number 1
Short description of portfolio item number 1
Portfolio item number 2
Short description of portfolio item number 2
publications
Stochastic Modelling of Electricity Demand on Multiple Time Scales
This paper is about a stochastic model of UK National Half-hourly Electricity Demand.
The Pricing of Climate Transition Risk:New Evidence from Equity Markets
This paper is about the relationship between firms’ equity returns and potential changes in their profitability under a transition to net-zero emissions.
teaching
KCL Mathematical Finance I
3rd-year Undergraduate, Tutorial, King's College London, Department of Mathematics, 2024
This module aims to model the evolution of asset prices using the methodology of no-arbitrage in complete markets. The binomial asset pricing model will be the (mathematically easy!) vehicle used to introduce (profound!) financial concepts and necessary probability notions. This facilitates an intuitive understanding of terminology, preparing the student for the continuous-time equivalent, as well as providing a powerful practical tool.
Microeconomics
2nd-year Undergraduate course, seminar, King's College London, Department of Political Economy, 2024
I am the co-seminar leaders for Dr. Mehmet Mars Seven. The module builds on the introduction to economics provided in the first year Principles of Economics module. The aim of this module is to develop students’ understanding of economic theory by introducing them to key topics in intermediate microeconomics that are of particular relevance to students of political economy, most notably: consumer theory (under conditions of certainty and uncertainty); general equilibrium theory and welfare economics; the theory of market failure; principal-agent theory and the theory of asymmetric information; transactions cost economics; and human capital theory.
LSE Marketing Analytics
Master, Coding Session, London School of Econonomics, Department of Management, 2025
This course lays down the foundations of Marketing Analytics which is an absolute essential in the age of Big Data. The broad objective of this course is to provide a fundamental understanding of marketing analytics and research methods employed by well-managed firms. The course focuses on integrating problem formulation, research design, questionnaire construction, sampling, data collection and data analysis to yield the most valuable information. The course also examines the proper use of statistical applications as well as qualitative methods, with an emphasis on the interpretation and use of results.
Game Theory and Strategic Decision-Making
2nd-year Undergraduate course, seminar, King's College London, Department of Political Economy, 2026
I am the co-seminar leaders for Dr. Mehmet Mars Seven. The module aims to introduce students to game theory, develop an understanding of how game theory can be used to analyse theoretical, applied and policy problems in political economy and enable students to make well-informed judgements about the strengths and weaknesses of game-theoretical models.
KCL Asset Pricing & Mathematical Finance
Master, Tutorial, King's Business School, 2026
This course is an introduction to the fundamentals of asset pricing theory. The course covers Arbitrage Theory in a static and in a discrete-time dynamic setting (hedging/portfolio replication, state prices, in complete and incomplete markets), Risk-neutral valuation, the Consumption-based Asset Pricing Model and Equilibrium Pricing (stochastic discount factor, Edgeworth box, Lagrangian), and Continuous-time Math/Finance (Brownian motion, Ito’s lemma, stochastic differential equations).