Research Areas
This page lists our research areas and the members of academic staff who specialise in them. For further information or to discuss possible research or consultancy projects please email Lucy Hogg.
Asset Liability Management
Jacques Pezier, Charles Sutcliffe, Bill Ziemba, William Baghdassarian
Asset Pricing
Chris Brooks, Bill Ziemba, Andreas Kaeck
Bond Markets
John Board, Alfonso Dufour, Andrew Bevan, William Baghdassarian
Computational Finance
Aanand Venkatramanan, Joydeep Lahiri
Corporate Finance
Carol Padgett, Tara Deelchand
Corporate Governance
Carol Padgett
Credit Derivatives
Carol Alexander, Andrew Bevan, Joydeep Lahiri
Credit Risk
Simone Varotto, Andreas Kaeck, Joydeep Lahiri
Econometric Theory
Emese Lazar, Slivia Stanescu
Energy Markets
Carol Alexander, Aanand Venktramanan
Equity Markets
John Board, Jacques Pezier, Alan Pendleton
Finance Theory
John Board, Bill Ziemba
Financial Institutions
Brian Scott-Quinn, Paul Nelson
Financial Econometrics
Chris Brooks, Alfonso Dufour, Emese Lazar, Carol Alexander, Slivia Stanescu, Andreas Kaeck, Stamatis Leontsinis,
Financial Engineering
Bill Ziemba, Jacques Pezier, William Baghdassarian
Financial Market Regulation
John Board, Simone Varotto
Futures Markets
Charles Sutcliffe, Carol Alexander, Jacques Pezier
Hedge Funds
Carol Alexander, Jacques Pezier, Paul Nelson, Andrew Bevan, Anthony White
Hedging
Carol Alexander, Jacques Pezier, Leonardo Nogueira, Andreas Kaeck
History of Finance
Adrian Bell, Chris Brooks
Market Microstructure
Alfonso Dufour, John Board, Charles Sutcliffe, Brian Scott-Quinn
Market Risk
Carol Alexander, Emese Lazar, Silvia Stanescu
Mathematical Finance
Carol Alexander, Bill Ziemba, Jacques Pezier, Leonardo Nogueira, Danny Ledermann
Option Pricing
Carol Alexander, Jacques Pezier, Leonardo Nogueira, Andreas Kaeck, Danny Ledermann
Operational Risk
Jacques Pezier, Carol Alexander, Joydeep Lahiri
Performance Measurement and Utility Theory
Jacques Pezier, Bill Ziemba
Pension Schemes
John Board, Charles Sutcliffe, William Baghdassarian
Portfolio Allocation
Jacques Pezier, Charles Ward
Real Estate Finance
Charles Ward, Chris Brooks
Risk Management
Simone Varotto, Jacques Pezier, Carol Alexander, Vacharakoon Jivakanont
Volatility Analysis
Carol Alexander, Leonardo Nogueira, Andreas Kaeck, Stamatis Leontsinis, Danny Ledermann
Volatility Trading
Carol Alexander, Stamatis Leontsinis
