About me


A very casual and not at all edited picture


My research

My main research interests are in the area of Backward Stochastic Differential Equations (BSDEs), probabilistic numerical methods and applications, particularly in financial mathematics.

Some of my contributions include a study of the solution of BSDEs with coefficients or constraints depending on the probability law of the solution (McKean Vlasov BSDEs and mean-reflected BSDEs respectively), the error expansion of the cubature approximation of BSDEs, and its application in the calculation of some financial reserves for Central Counterparties. I have also studied the asymptotic approximation of two-scaled ergodic systems.

Short bio

I am currently Lecturer at the Department of Mathematics at UCL. Previously I held a research associate position at University of Nice Sophia Antipolis and UCL. Before starting my academic life, I worked in risk management at FNG.

I completed my undergraduate education in mathematics and in engineering from Universidad de los Andes in Colombia, where I was awarded a Magna cum Laude. An Erasmus Mundus scholar, I obtained my MSc in applied mathematics from University Nice Sophia Antipolis and a Laurea Specialistica from Universita degli Studi dell’Aquila. I completed my PhD studies in applied mathematics at University Nice Sophia Antipolis working under the supervision of François Delarue.

Contact details:

  • e-mail: camilo [dot] garcia [  hosted at ] ucl.ac.uk
  • My UCL IRIS profile
  • postal address:
         University College London, Gower Street – London – WC1E 6BT