An Australian by birth and education, Sam moved to Oxford as a Junior Research Fellow in 2010. His main interests are in probability theory and mathematical finance, in particular understanding optimal decision making through time in the presence of uncertainty.
Sam teaches probability, statistics and mathematical analysis within the college, and financial modelling, stochastic analysis and statistics for the masters programs in Mathematical Finance within the Mathematical Institute. He also supervises the Part B structured projects within mathematical finance, and is an associate member of the Oxford-Man institute for quantitative finance.
Sam's research focuses on properties of 'Backward Stochastic Differential Equations', which arise in various settings within probability theory, mathematical finance and optimal stochastic control. Further details, along with publications, can be found on his departmental webpage.