Michael Monoyios

Michael Monoyios is an Associate Professor in Financial Mathematics at the University of Oxford's Mathematical Institute and a Tutorial Fellow in Applied Mathematics at Lady Margaret Hall. His academic journey includes a BSc and PhD in Theoretical Physics from Imperial College London and postdoctoral work at the Niels Bohr Institute. Prior to academia, he worked as a derivatives trader in London.

His research centers on stochastic control and optimization in financial contexts, including portfolio management under transaction costs, hedging in incomplete markets, and dual methods for pricing. He also explores insider information, asymptotic expansions, and machine learning applications in finance.

His publications predominantly focus on mathematical finance, with recurring themes of duality theory, optimal consumption, and dynamic programming. Recent work integrates neural networks for portfolio generation and investigates stability in recursive utility models.

Awards and honors:

• Leverhulme Research Fellowship (2004-2005)
• University of Oxford Teaching Award (2007)
• Departmental Teaching Award (2014)

He tutors undergraduates in Applied Mathematics and has organized workshops at the Isaac Newton Institute and London Mathematical Society.