Image of Leandro

DPhil Mathematics
Financial Mathematics

S1.30 Mathematical Institute
Andrew Wiles Building
Oxford, OX2 6GG

5 Walton Well Road
Eagle house
Oxford, OX2 6ED
Email
Oxford website

Currently, I am a Senior Research Fellow at the Mathematical Institute and the Oxford-Man Institute of Quantitative Finance (OMI). At Oxford, I am part of the Mathematical and Computational Finance group.

Previously, I was Lecturer (Assistant Professor) in Financial Mathematics at the Department of Mathematics in King's College London. At King's, I was part of the Financial Mathematics research group.

Before King's, I was a Research Associate (post-doc) at the Department of Mathematics in Imperial College London, part of the Mathematical Finance research group.

I completed my DPhil in Mathematics at the University of Oxford under the supervision of Professor Álvaro Cartea.

My research area is mathematical finance. In particular, I am interested in: (1) stochastic games between liquidity takers and liquidity providers, (2) the mathematical theory of latency (delay effects) in order-driven markets, (3) mathematical models for liquidity provision in foreign exchange markets, (4) automated market makers, and (5) multi-currency continuous-time portfolio theory.

more

Education

  • Ph.D. in Mathematics, 2021
    University of Oxford
  • M.Sc. in Financial Mathematics, 2017
    King's College London
  • B.Sc. in Actuarial Sciences, 2015
    Universidad Nacional Autónoma de México