Dr. Michael Monoyios

Associate Professor

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Biography

Michael Monoyios is an Associate Professor at the Mathematical Institute, University of Oxford, where he also serves as a Tutorial Fellow in Applied Mathematics at Lady Margaret Hall. He has a strong academic background, having obtained his BSc in Physics and PhD in Theoretical Physics from Imperial College London. Monoyios began his career as a Royal Society Postdoctoral Fellow at the Niels Bohr Institute in Copenhagen, before transitioning into the finance sector as a trader in interest rate derivatives. He returned to academia in 1993 as a Research Associate at Imperial College and later became a Senior Lecturer in Mathematical Finance at Brunel University. In addition to his teaching contributions, he has held prestigious research fellowships and organized significant seminars in quantitative finance. His research interests include stochastic control, optimal investment, and hedging in incomplete markets, along with applications in various mathematical finance models and theories. His work has been influential in the development of methodologies for pathwise hedging and stochastic portfolio theory.

Research Interests

Experience

Associate Professor

2005-10-01 — Present

University of Oxford • Oxford, UK

Teaching and research in Mathematical Finance and Applied Mathematics.

Senior Lecturer in Mathematical Finance

1996-01-01 — 2004-01-01

Brunel University • London, UK

Delivered courses in Mathematical Finance and supervised student projects.

Trader, Interest Rate Derivatives

1990-01-01 — 1992-01-01

Security Pacific Hoare Govett • London, UK

Engaged in trading strategies and risk management in interest rate derivatives.

Awards

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Leverhulme Research Fellow

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University of Oxford Teaching Award

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Departmental Teaching Award

Courses

Stochastic Calculus Portfolio Optimisation Derivative Valuation Stochastic Control Advanced Volatility Modelling Asset Pricing Portfolio Theory Dynamic Asset Allocation Mathematical Models of Financial Derivatives Binomial Models Discrete Martingales Utility Portfolio Theory Stochastic Integration Stochastic Optimisation Stochastic Volatility Valuation Hedging Investment Introduction to Probability

Requirements for University of Oxford

Master Program
Requirements
GPA Requirement
Required:3.7
IELTS
Listening
Required:7
Reading
Required:7
Writing
Required:7
Speaking
Required:7
Overall
Required:7.5
TOEFL
Listening
Required:22
Reading
Required:24
Writing
Required:24
Speaking
Required:25
Total
Required:110
Prerequisites
Bachelor's degree in Politics, International Relations, Economics, History, Law, Philosophy or Sociology
Application Checklist
  • Three academic references
  • Official transcripts
  • CV/Resume
  • Statement of Purpose (1,000 words)
  • Two academic essays (2,000 words each)
Specialization Notes

Department of Politics and International Relations - Higher Level English requirement.