Finance and Risk Analysis

The Finance and Risk Analysis group develops innovative statistical methods for modelling financial risk.

Finance and Risk Analysis Research Interests include:

  • Pricing and hedging of financial derivatives
  • Stochastic implied volatility models
  • Default risk modelling
  • Modelling of credit migrations
  • Valuation of credit derivatives
  • Asset price dynamics

If you are interested in pursuing a research degree in Finance or Risk Analysis, you can click here for more details including potential supervisors.