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.