Professor David Hobson, Deputy Head
The following links may prove useful or interesting:
- A list of publications and preprints
- Research: Stochastic Finance at Warwick
- Some potential PhD projects. Prospective students with interests in probability and mathematical finance are encouraged to contact me at the email address below.
- In 2013 I co-organised a workshop IMA Conference on Mathematics in Finance Edinburgh, 8-9 April 2013
- In 2012 I organised a workshop on optimal stopping as part of the EPSRC Symposium on Probability held at the MRI, Warwick in 2011/12
- In 2005 I organised a programmeDevelopments in Quantitative Finance at the Isaac Newton Institute.
- In 2003 I was awarded the Adams Prize for my work in Financial Mathematics. See the Cambridge Network article or the Guardian Unlimited story. One of the opportunities for the prize winner involves writing a survey article on the theme of the prize.
Office hours for the Summer Term are Wednesday 9.30-10.30 and Friday 9.30-10.30 in C1.13.
Telephone: +44 (0)24 7615 0396
Fax: +44 (0)24 7652 4532
Email: D.Hobson 'at' warwick.ac.uk