Professor Jan Obloj

Professor Jan Obloj

Tutorial Fellow in Mathematics Pinkernes



I am a Tutorial Fellow in Mathematics. My interests focus on probability theory and its applications. I give tutorials in probability, classes in Part B Mathematical Models of Financial Derivatives and I currently lecture core courses on the MSc in Mathematical Finance.

Research Interests

My general interests are in Mathematical Finance and its interplay with Probability Theory and I look at a number of different problems where tools from martingale theory and stochastic analysis can be applied. I investigate random phenomena evolving in time and I have a passionate interest in time change techniques and their applications. I apply these in particular in pursuing a robust approach to Mathematical Finance, which does not start with an a priori model but rather with the information available in the markets.