About the speakers (H-K)
Richard Harris is Professor of Finance in the School of Business and Economics at the University of Exeter. His research interests are in financial risk management, return and volatility modelling and financial econometrics. He teaches courses in Finance Theory, Corporate Finance and Applied Finance. Richard has held visiting positions at the University of Canterbury, New Zealand, and the Free University of Brussels, and is currently an Adjunct Professor at the Nowegian School of Economics and Business Administration. He obtained his bachelor's degree in Economics from University College London, a Masters degree in Economics from Birkbeck College, University of London, and completed a PhD in financial econometrics at the University of Exeter in 1997. He is currently working on optimal hedging in the presence of non-normality.
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 research interests are in Empirical Macro and Financial Economics. He has published in outlets such as The Journal of Applied Econometrics, The Journal of Business, The Journal of Macroeconomics and The Oxford Bulletin of Economics and Statistics.
Nick Higham is Richardson Professor of Applied Mathematics in the School of Mathematics, University of Manchester. His degrees (BA 1982, MSc 1983, PhD 1985) are from the University of Manchester, and he has held visiting positions at Cornell University and the Institute for Mathematics and its Applications, University of Minnesota. He is Director of Research within the School of Mathematics, Director of the Manchester Institute for Mathematical Sciences (MIMS), and Head of the Numerical Analysis Group. He was elected Fellow of the Royal Society in 2007, is a SIAM Fellow, and held a Royal Society-Wolfson Research Merit Award (2003-2008). He is best known for his research on the accuracy and stability of numerical algorithms, and the second edition of his 700-page monograph on this topic was published by SIAM in 2002. His most recent book, Functions of Matrices: Theory and Computation (SIAM, 2008), is the first research monograph devoted to this topic. He has more than 90 refereed publications on topics such as rounding error analysis, linear systems, least squares problems, matrix functions and nonlinear matrix equations, condition number estimation, and generalized eigenvalue problems. Higham is a member of the editorial boards of the journals Linear Algebra and Its Applications, SIAM Journal on Matrix Analysis and Applications, IMA Journal of Numerical Analysis, Numerical Algorithms, and Foundations of Computational Mathematics. He is also (Founding) Editor-in-Chief of the SIAM Fundamentals of Algorithms book series. He serves on the SIAM Board of Trustees and has served on the SIAM Council. He has also served on the Board of Directors of the International Linear Algebra Society, and as Chair of the SIAM Activity Group on Linear Algebra. He is a frequent invited speaker at international conferences, serves on the (permanent) organizing committee of the Householder Symposia on Numerical Linear Algebra, and is a member of the Scientific Program Committee for ICIAM 2011. Higham has contributed software to LAPACK and the NAG library, and has written numerous M-files included with the MATLAB distribution. Honours include the Alston S. Householder Award VI, 1987 (for the best Ph.D. thesis in numerical algebra 1984--1987), the 1988 Leslie Fox Prize in Numerical Analysis, a 1999 Junior Whitehead Prize from the London Mathematical Society, designation as a "Highly Cited Researcher" by Thomson/ISI in 2006, and the 2008 Fröhlich Prize of the London Mathematical Society. Higham is also author of the best-selling SIAM books Handbook of Writing for the Mathematical Sciences (2nd edition, 1998) and MATLAB Guide (with D. J. Higham, 2nd edition, 2005), and a contributor to the popular Penguin Dictionary of Mathematics (fourth edition, 2008).
Stewart Hodges directs the Financial Options Research Centre and is Professor of Financial Management at the University of Warwick. He is an associate editor of the Journal of Derivatives and has published widely. His current research interests include the role of derivatives in incomplete markets and their use in investment management.
Yen-Ting Hu is a Risk Specialist at Standard and Poor's Risk Solutions. She is also a PhD candidate in Finance from Birkbeck College, University of London, and earned her MSc from City University (London) with distinction. Her research interests include empirical modelling of credit ratings and recovery rates with emphasis on the application of non-parametric methods and extreme value theory.
Soosung Hwang is a Reader in Finance at Cass Business School, London. He received his PhD from the Cambridge University. Before he joined Cass Business School, he worked as a fund manager in an investment bank and as an auditor in an accounting firm. He has been a consultant to various financial institutions in City. He has published many papers, some of which have appeared in journals such as Journal of Banking and Finance, Journal of Empirical Finance, Econometric Theory, and Real Estate Economics. He has wide research interests in finance and financial econometrics, but the current focus is on asset pricing, behavioural finance, and real estate finance.
Akm Ismail is a Senior Real Estate Banker. He started his career with DBS Bank, Singapore where he worked for nine years and then moved on to Citibank. He worked there for the next eight years and has been involved in the structuring of debt, mezzanine and equity deals. Signature deals include Canary Wharf development in London, Suzhou Industrial park in China, IT Park in Bangalore, India, Raffles Hotel in Singapore and many more in Malaysia, Indonesia, Vietnam etc. In 2001, Ismail joined the Asia Pacific Investment Group to establish the London office of the Indonesian Group to focus on property investments and re structuring. In this role, he sat on the Board of a small Indonesia Bank and was involved in the merger of the Bank with another bank owned by the Group. The role involved him setting the Credit Policies of the Bank and mentoring and conducting regular workshops with the bank managers of the 56 odd retail branches. He is regarded for his expertise in Real estate Finance, Project Finance, Islamic Finance, Debt Restructuring especially cross-border investments. He has lectured on Islamic Finance in Riyadh, Saudi Arabia, Tunis, Istanbul, Dublin and London. In addition to training, he has been appointed as Director of the India Infrastructure Division of Engel Invest (www.engelinvest.com).
Michalis Ioannides is a quantitative analyst currently responsible for the development of derivative and risk factor models for Watson Wyatt LLP. He holds a PhD in Finance from the ICMA Centre, University of Reading and a MSc in Economics and Finance from the Warwick Business School. Prior to joining Watson Wyatt in January 2002, Michalis worked as an Assistant Professor of Finance in School of Business, Rutgers University in the US. He has published in academic and practitioner journals in the area of financial economics and spoken at numerous international conferences.
Peter Jäckel received his DPhil from Oxford University in 1995. In 1997, he moved into quantitative analysis and financial modelling when he joined Nikko Securities. Following that he worked as a quantitative analyst in the Quantitative Research Centre of the enlarged Royal Bank of Scotland Group where his primary responsibilities were independent model validation and derivatives modelling research. In December 2000, he joined Commerzbank Securities as a quant in their front office product development and derivatives modelling unit (Financial Engineering).
Jessica James is part of the Citigroup FX Risk Advisory Group, which does bespoke research and analysis for clients in the FX area. Her research interests include interest rates and credit models as well as FX rates. She is on the board of the journal Quantitative Finance, and the ICBI finance conference board. She has participated in several government Task Forces and is involved with the Institute of Physics as a member of their governing body and a member of their Industry and Business Board.Prior to her career in finance, Jessica lectured in physics at Trinity, Oxford, having completed her PhD in Theoretical Atomic and Nuclear Physics in 1994.
Eelke de Jong holds a Bachelor and Masters (cum laude) in Econometrics from the University of Groningen and a PhD in Economics from the University of Amsterdam. Previously he has worked at the University of Groningen and the University of Amsterdam. Since 1994 he is full-professor in International Economics at the University of Nijmegen (since September 1st 2004 renamed in Radboud University Nijmegen), The Netherlands. In 1994 he has been quest-lecturer at CERGE, Charles University Prague, The Czech Republic. His research has dealt with various issues in the field of international monetary economics, such as: exchange rate determination, the size of a substitution account, currency baskets, the European Monetary System, and central bank independence and inflation. Recently, the focus of his research has changed to cross-country studies on the relationship between informal institutions (culture), formal institutions and economic performance.
Yoshiki Kago is an Associate Professor at the International School of Economics, Reitaku University in Japan. Currently he is a Visiting Researcher at the Department of Real Estate and Planning, The University of Reading. Yoshiki obtained his PhD at the Graduate School of Tokyo Institute of Technology in 2004. His interests include Real Estate Finance, Envioronmental Sciences and Financial Engineering.
Michael Kalkbrener is vice president in the Risk Analytics and Instruments department of Deutsche Bank and specializes in developing risk measurement and capital allocation methodologies. His current responsibilities include credit portfolio modelling and the development of a quantitative model for operational risk. Prior to joining Deutsche Bank in 1997, he worked at Cornell University and the Swiss Federal Institute of Technology where he received the venia legendi for mathematics. Michael holds a PhD in mathematics from the Johannes Kepler University Linz. He has published a number of research articles in scientific computation and mathematical finance.
Harry M. Kat is Professor of Risk Management at the Cass Business School and was previously Associate Professor of Finance at the ICMA Centre. Before returning to academia he was Head of Equity Derivatives Europe at Bank of America in London, Head of Derivatives Structuring and Marketing at First Chicago in Tokyo and Head of Derivatives Research at MeesPierson in Amsterdam. Dr. Kat holds MBA and Ph.D degrees in economics and econometrics from the Tinbergen Graduate School of Business at the University of Amsterdam and is a member of the editorial board of The Journal of Derivatives and The Journal of Alternative Investments. He has (co-)authored numerous articles in well-known finance journals such as The Journal of Financial and Quantitative Analysis, The Journal of Derivatives, The Journal of Financial Engineering, Applied Mathematical Finance, etc. His new book 'Structured Equity Derivatives' was published in July 2001 by John Wiley & Sons.
Apostolos Katsaris joined Caliburn Capital Partners in 2005 where he is Partner & Head of Quantitative Analysis. Apostolos is responsible for leading the development of our quantitative analysis platform and is a member of the Risk Committee. Prior to joining Caliburn Capital, Apostolos worked as a consultant in the area of risk management for Schroder Investment Management's fund of hedge funds (principally developing that firm's quantitative analysis and risk management tools). Concurrently, Apostolos worked as a lecturer at the ICMA Centre, University of Reading and at Cass Business School, City University in the UK. In addition, he has worked as a cost analyst for construction projects and as a quantitative equity analyst. Apostolos' academic research has focused on the modelling of extreme equity price movements and he has published in top academic journals on the evolution of speculative bubbles. Apostolos graduated from Athens University of Economics and Business, Greece, with a Bachelor and a Masters in International and European Economics. Following this, he undertook a Masters in International Securities Investment and Banking at the ICMA Centre, University of Reading, UK, and graduated with distinction. He completed a PhD in Finance at the ICMA Centre, with the thesis of "Periodically Collapsing Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index 1888-2001".
Professor David Kelsey was educated at Oxford University (BA., MPhil., DPhil.) He has taught at Cambridge University, the University of Iowa, the University of California and the Australian National University. His teaching interests are in economic theory generally, especially information economics. His PhD and early research were in the area of social choice. Currently he is working on the foundations of decision-making under uncertainty and on problems of decision making within firms. He has also worked on non-linear dynamics in economics, risk aversion, experimental economics and tax compliance.
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 in international conferences. Before joining the Management School he held research and teaching positions at University of Cambridge, Birkbeck College, University of Durham and University of Manchester. He obtained his Ph.D. at University of York. He is currently working on Markov switching models in finance and asset pricing with learning. Website: http://www.ms.ic.ac.uk/people/faculty/turalay_kenc.htm
Aneel Keswani worked as an economist for a commodities research company and also as a senior school teacher prior to completing his PhD at London Business School. Aneel has taught at both LSE and Lancaster University before coming to the Cass Business School at City University and has also consulted for various investment banks.
Arif Khurshed completed his PhD from ICMA Centre in the year 1999 and took up a post-doc position at Manchester School of Accounting and Finance. He later took up a lectureship in finance at the same school. Currently he is a senior lecturer at Manchester Business School, University of Manchester. Arif's current research interests include studies of initial public offerings (IPOs), determinants of institutional ownership, corporate governance and connections (political and bank) and firm performance. He has published in Journal of Business Finance and Accounting, Journal of Financial Intermediation and has contributed a few book chapters. In the past his research has been covered by the Investors Chronicle and The Times newspaper. Arif is currently acting as an external consultant to the UK Financial Services Authority (FSA).
John Knight is Professor of Econometrics in the department of Economics in the University of Western Ontario. His main research interests are in econometrics and asset pricing and he has published many papers in this field. Currently he is visiting a co-author, Steve Satchell at Birkbeck College. His work on the empirical characteristic function approach to continuous time processes is being published in JBES and other international journals.
http://www.ssc.uwo.ca/economics/faculty/Knight/cv.pdf
Yuri Kondratiev is a Professor of Applied Mathematics at the University of Reading, Department of Mathematics where he has been working since 2007. He obtained his PhD in Mathematics from Kiev University in 1979. Later, he obtained his Doctor of Sciences degree from the Institute of Mathematics, Kiev in 1986. He has been as a Professor at the Institute of Mathematics, Kiev since 1986. His other positions include Chair at the Department of Mathematical Physics, Institute of Mathematics, Kiev (2000-2004) and Professor of Mathematics, Bielefeld University, Germany between 2000 and 2007. His research interests include infinite dimensional analysis and stochastic analysis, stochastic evolutions, complex systems theory, mathematical methods of statistical physics and functional analysis. He has been widely published in numerous journals like the Annals of Probability, Journal of Mathematical Physics, and Review of Mathematical Physics.
Piotr Korczak is a Lecturer in Finance at the University of Bristol. His research interests include corporate governance mechanisms, as well as corporate finance and investment implications of international cross-listing. He has recently been working on the analysis of share trading by corporate insiders and on the impact of cross-listing on international portfolio allocation and the price discovery process. He teaches postgraduate courses in corporate finance and financial management. Piotr holds a PhD degree from the European University Viadrina in Frankfurt
(Oder), Germany. He has held visiting research positions at Manchester Business School and Cass Business School in London.
Alex Kostakis is a Lecturer in Finance at the Department of Economics of the University of Glasgow. He holds a degree in Banking and Financial Management from the University of Piraeus, an MSc in Econometrics and Economics and PhD in Economics from the University of York. He previously held a postdoctoral research fellowship at the University of York, funded by Norwich Union. His main research interests lie in the areas of asset allocation, asset pricing and fund management.
