Title: Professor

Short Description: Chair in Risk Management, Program Director, Chair of the Board of PRMIA

Institution: ICMA Centre, University of Reading

Main Areas of Interest: Derivatives Pricing and Hedging, Econometrics, Hedge Funds, Quantitative Finance, Risk Management

Special Academic Interests: volatility analysis, option pricing, hedging, financial econometrics, risk management, quantitative finance

Dept Homepage: link

SSRN Author Page: link

Is this Member on the AGENDA team?: No

Joined: June 26th, 2011