Peter Spoida is a DPhil student at the Mathematical Institute where he is a member of the Mathematical and Computational Finance Group.
He read the BSc in Mathematics at Technische Universität München before completing his MSc in Mathematics and Finance at Imperial College London in 2011.
Peter is working with Jan Obłój on a robust approach in Mathematical Finance and the incorporation of market information. He aims to synthesise a coherent framework for model-independent pricing and hedging of exotic derivatives which is consistent with the prices of vanilla options in the market and, possibly, other beliefs about the market.
His research interests lie in probability theory and its interplay with Mathematical Finance, in particular the understanding of optimality properties of solutions to the Skorokhod embedding problem.