About

I am an Assistant Professor in Financial Engineering at Reykjavik University. Previously, I was a Senior Lecturer in Mathematical Finance at the University of Cape Town.

I have the priviledge of working with some amazing researchers around the world:

• Alex Backwell
• Jörg Kienitz
• Eric Schlögl
• David Glavind Skovmand

Profiles

• Reykjavik University
• LinkedIn
• Google Scholar

News Articles

• 20240811 - University of Cape Town
• 20230522 - Reykjavik University
• 20220622 - AIFMRM Profile
• 20170801 - BizCommunity
• 20170509 - BusinessTech

Academic Videos

• Finite Difference Methods in 10 Minutes
• Personal Task Management - Part 1
• Personal Task Management - Part 2
• Commodity Futures Spread Options
• Benchmarked Trees

Game Development Videos

• An Easy Tutorial for the New Unity Input System
• An Easy Tutorial for a Third Person Animation and Movement State Machine
• Making A Third Person Shooter (Prototype) in 7 Days
• Easy Slopes and Collisions with the Scivolo Character Controller