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