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Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.


ICMA Centre's Blog

ICMA Centre students day trip to Bath

December 4, 2012 Comments (0)

On a beautifully crisp and sunny Sunday morning, 68 ICMA Centre students and staff boarded a coach to Bath for a day trip to one of England’s oldest and richest historical cities. Organised by the Student Ambassador, Dan Alder, the day was a great opportunity to meet with others from across the ICMA Centre’s programmes, with individuals from around theContinue reading

Chancellor’s Awards Celebratory Reception

November 27, 2012 Comments (0)

We are very proud of four of our ICMA Centre undergraduates who were honoured at this annual celebration hosted by the Chancellor, Sir John Madejski. This was a fitting opportunity to mark the achievements of 70 of the University’s most talented students who achieved top marks in their School or subject area during the last academic year. Included in theseContinue reading

Dr Ilias Visvikis

November 23, 2012 Comments (0)

Dr. Visvikis is an Associate Professor of Ship Finance and Risk Management at the World Maritime University (Sweden). He is a Senior Visiting Fellow at ICMA Centre – Henley Business School of the University of Reading (UK). Since September 2012, he is on a leave of absence from ALBA Graduate Business School at the American College of Greece. His researchContinue reading

Mr Rob Sassoon

November 20, 2012 Comments (0)

Rob graduated with a BSc (Hons) in Business Management from the University of Birmingham in 2012. He is currently working at the ICMA Centre as a Conference Administrator, supporting the Centre as it prepares to host the prestigious European Financial Management Association Annual Conference in June 2013. A keen bridge player, Rob is also the country’s youngest National Tournament DirectorContinue reading


November 5, 2012 Comments (0)

Dr. Christopher Hennessy is a Professor of Finance at London Business School. He is specialized in corporate financial management and valuation of financial securities. Recent work focuses on hybrid debt, taxation, and the design of financial contracts. He has won three Brattle Prizes for outstanding corporate finance research published in the Journal of Finance. He received Ph.D. Economics from PrincetonContinue reading

Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests

November 5, 2012 Comments (0)

Dr. Massimo Guidolin holds a Ph.D. from University of California, San Diego (year 2000). His curriculum lists periods of employment with the University of Virginia as an assistant professor in financial economics, the Federal Reserve Bank of St. Louis at first as a senior economist and then as an Assistant Vice-President (Financial Markets), and the Accounting and Finance department of Manchester Business School as a chair fullContinue reading

Currency Premia and Global Imbalances

November 5, 2012 Comments (0)

Dr. Pasquale Della Corte is an Assistant Professor of Finance at Imperial College Business School, Imperial College London, and an Associate Editor of the Journal of Money, Credit and Banking (JMCB). Pasquale’s research interests focus on international finance, market microstructure, empirical asset pricing, portfolio choice and Bayesian econometrics. Pasquale’s research has been published in the Journal of Financial Economics, the Review of Economics and Statistics, the ReviewContinue...

Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing

November 5, 2012 Comments (0)

Dr. Stavros Panageas is an associate professor of finance at University of Chicago. He obtained his Ph.D. in Economics from MIT in 2005. He studies asset pricing and macroeconomics. Previously he has taught at the Wharton School of the University of Pennsylvania. He is a Faculty Research Fellow of the National Bureau of Economic Research and he has been aContinue reading