Professor David Hobson (Director of Postgraduate Studies)
The following links may prove useful or interesting:
- A list of publications and preprints
- Research: Stochastic Finance at Warwick
- IMA Conference on Mathematics in Finance to be held in Edinburgh, 8-9 April 2013
- Photo Gallery
- Some potential PhD projects. Prospective students with interests in probability and mathematical finance are encouraged to contact me at the email address below.
- 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 University of Bath press release 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 Winter Term are Thurs 2.15-3.15 and Fri 12.45-1.45 in C1.13.
Telephone: +44 (0)24 7615 0396
Fax: +44 (0)24 7652 4532
Email: D.Hobson 'at' warwick.ac.uk