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Daniel Schwarz is a senior lecturer in the mathematical finance group at University College London.

Daniel's research interests are in mathematical finance, the theory of stochastic processes and financial economics. Currently his work focuses on equilibrium based models, the problem of the completion of financial markets with derivative securities and the pricing of assets in commodity markets.

Daniel received an MMath (2007) and a D.Phil. (2012) in mathematics from the University of Oxford, where he was also a full member of the Oxford-Man Institute of Quantitative Finance. Subsequently he was a postdoctoral research associate in the probability and mathematical finance group at Carnegie Mellon University.

During 2009-2010 he was a quantitative modelling consultant with SFA Oxford, a consulting company for the commodities sector.