Computational science or scientific computing applied to financial mathematics and its links with statistical physics. Currently my main interests are stochastic processes (in particular stochastic volatility, Lévy and jump processes) and the numerical solution of pricing equations for barrier options and other path-dependent derivatives using fluctuation identities in Fourier-z and Fourier-Laplace space or Monte Carlo, but I have been working also on model calibration, machine learning, algorithmic trading, empirical high-frequency data, probability of default, and agent-based models. My earliest research was on Fourier-transform magnetic resonance spectroscopy, followed by molecular simulation and soft condensed matter theory, where I did hybrid quantum-classical models of proteins and ab initio calculations of smaller molecules, then coarse-grained models of liquid crystals with Monte Carlo or domain-decomposition molecular dynamics on massively parallel architectures, including the development of algorithms, code, force-field parameters and molecular graphics. Other keywords are mathematical modelling, applied mathematics, high-performance computing, and complex systems, where aggregate behaviour emerges from the interaction between many component parts.