Richard Urwin Gartmore Investment Management, UK Ryan Davies is a former lecturer in finance at the ICMA Centre. He obtained a PhD in economics from Queen’s University at Kingston in 2001 under the supervision of Dan Bernhardt and James MacKinnon. His current research includes diverse topics such as: the European Commission’s Investment Services Directive; the practice of ?painting the tape? byContinue reading

Dr. Ryan Davies ICMA Centre, University of Reading, UK Ryan Davies is a former lecturer in finance at the ICMA Centre. He obtained a PhD in economics from Queen’s University at Kingston in 2001 under the supervision of Dan Bernhardt and James MacKinnon. His current research includes diverse topics such as: the European Commission’s Investment Services Directive; the practice of ?paintingContinue reading

Prof. Kevin Dowd University of Nottingham, UK Kevin Dowd is a graduate in economics of the University of Sheffield (BA, 1980; PhD 1988), and the University of Western Ontario (MA, 1981). He has held earlier positions at the Ontario Economic Council, Sheffield Hallam University, the University of Nottingham, and the University of Sheffield. He moved back to the University of NottinghamContinue reading

Dr. Olan Henry University of Melbourne, Australia Olan Henry holds a B.A.. (Hons) in Economics from University College Dublin and M.A. and Ph.D. degrees from The University of Reading. He held a lectureship in Economics at The University of Reading prior to joining the University of Melbourne in July 1995. He was promoted to senior lecturer in 2000. Dr Henry’s researchContinue reading

Dr. Fabio Mercurio Banca IMI, Milan, Italy Fabio Mercurio is Head of Financial Models at Banca IMI, Milan. He holds a B.A. in Applied Mathematics from the University of Padua and a PhD in Mathematical Finance from the Tinbergen Institute of Rotterdam. In 1996,Fabio worked in the Risk Management department of Cariplo Bank, Milan, where his tasks included market risk evaluationsContinue reading

Dr. Damiano Brigo Banca IMI, Milan, Italy Damiano Brigo obtained a Ph.D. in stochastic filtering with differential geometry in 1996 from the Free University of Amsterdam, following a BSc in Mathematics from the University of Padua. In 1997 he moved to financial modeling at Banca INTESA in Milan, dealing with the pricing/hedging of equity, basket and interest-rate derivatives and with RiskContinue reading

Prof. Robert F. Engle NYU Stern School, USA Robert F.Engle is Michael Armellino Professor in the Management of Financial Services at NYU Stern School of Business. Prior to this he was Chair of Economics at the University of California, San Diego. Following a BS and MS in Physics he obtained his PhD in Economics from Cornell University. He is a FellowContinue reading

Prof. Gordon Gemmill City University Business School, London, UK Gordon Gemmill is Professor of Finance at the Cass Business School, City University, UK. He has been at the Business School since 1977, and at various times has been Head of the Department of Banking and Finance, Director of the MBA Finance and Director of the Master of European Business programmes. CurrentlyContinue reading

Dr. Mike Pitt University of Warwick, UK Michael Pitt is a Lecturer in Economics at the University of Warwick. He obtained a D.Phil at Nuffield College, Oxford under the supervision of Neil Shephard and following this held a post-doc position in the department of mathematics, Imperial College, London. Currently he works on computationally intensive methods for statistics and econometrics, in particularContinue reading

Dr. Pierre Giot University of Namur, Belgium Pierre Giot is a professor of finance at the University of Namur in Belgium where he heads the Center for Research in Finance and Management. He is also a board member of CORE at the Université catholique de Louvain (UCL) and he is a visiting professor at UCL and at the Sorbonne in Paris.Continue reading

Dr. Mike Clements Warwick University Michael Clements is a Reader in Economics at the University of Warwick. Prior to this, from 1988-95 he was a Research Officer at the Institute of Economics and Statistics in Oxford University and, from 1984-1998 an economist with Oxford Economic Forecasting. He is the editor of the International Journal of Forecasting and co-author of two books:Continue reading

Prof. Michael Dempster Cambridge University Michael Dempster is Professor of Finance & Director, Centre for Financial Research, Judge Institute of Management, University of Cambridge. He has taught and researched in leading universities on both sides of the Atlantic and is currently co-Editor-in-Chief (with J Doyne Farmer) of Quantitative Finance. He has been consultant to a number of global financial institutions andContinue reading

Dr. Turalay Kenc Imperial College, London Turalay Kenc is currently Senior Lecturer in Finance at the Management School, Imperial College. His research focuses on dynamic asset pricing models, term structure models, and taxation and pension policy issues. He lectures on corporate finance, fixed income securities and theory of finance. He publishes in international refereed journals and is a frequent speaker inContinue reading

Dr. Alfonso Dufour ICMA Centre Alfonso Dufour holds a Laurea in Economia e Commercio (cum laude) from the University of Venice, Italy and an MA and a PhD in Economics, both from the University of California, San Diego. His research interest spans issues in financial econometrics, market design and structure, empirical market microstructure. He has written articles about forecasting models forContinue reading

Francesco Garzarelli Goldman Sachs, London Francesco Garzarelli is Executive Director and Senior Global Markets Economist in the Economics research group of Goldman Sachs International, London. Currently, Francesco focuses on global fixed income strategy. His research interests include credit risk and he has developed econometric models in this area. Francesco’s work appears in several of Goldman Sachs? publications as well as theContinue reading

Prof. Nick Bingham Brunel University Nick (N. H.) Bingham took his first degree in Oxford (1966) and his PhD in Cambridge (1969) in probability theory, specialising in limit theorems. He taught in the University of London for thirty years, before joining Brunel as Professor of Statistics and Stochastic Modelling in 2000. His interests cover probability and stochastic processes, statistics (particularly non-Continue reading

Moorad Choudhry Chase Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He joined KBC FP from JPMorgan Chase Bank, where he was a vice-president in Structured Finance Services sales and marketing. Prior to that he was at Hambros Bank Limited in its Treasury division and at ABN Amro Hoare Govett Sterling Bonds Limited, where he ran theContinue reading

Prof. Carol Alexander ICMA Centre Carol Alexander is Professor of Risk Management and Director of Research at the ICMA Centre. Prior to this post, she held positions in both academia and financial institutions at: Gemente Universiteit in Amsterdam; UBS Phillips and Drew; The University of Sussex; Algorithmics Inc. and Nikko Global Holdings. Carol was a lecturer in Mathematics and Economics forContinue reading

Dr. Mike Pitt University of Warwick Michael Pitt is a Lecturer in Economics at the University of Warwick. He obtained a D.Phil at Nuffield College, Oxford under the supervision of Neil Shephard and following this held a post-doc position in the department of mathematics, Imperial College, London. Currently he works on computationally intensive methods for statistics and econometrics, in particular forContinue reading

Dr. Elizabeth Whalley University of Warwick Elizabeth Whalley is a Lecturer in Finance at Warwick Business School. She obtained a D.Phil. from the University of Oxford in the area of option valuation and hedging with transaction costs. Her research uses partial differential equation methods to investigate the valuation and hedging of options in imperfect markets and wider applications of contingent claimsContinue reading

Dr. Turalay Kenc Imperial College, London Turalay Kenc is currently Senior Lecturer in Finance at the Management School, Imperial College. His research focuses on dynamic asset pricing models, term structure models, and taxation and pension policy issues. He lectures on corporate finance, fixed income securities and theory of finance. He publishes in international refereed journals and is a frequent speaker inContinue reading