Professor in Finance
MA (Cambridge), MBA (London), PhD (London)
Previous experience at the Institute of Finance and Accounting, London Business School (1985-2004), the UK Department of Energy (1975-83), and was a member of Central Policy Review Staff, UK Cabinet Office (1973-75). Consults for a variety if investment banks, exchanges, government departments and trade associations.
Asset Pricing (Masters in Financial Mathematics) and Investment Management (3rd year undergraduate).
“How Large are the Benefits from Using Options?”, with Stewart Hodges, Journal of Financial and Quantitative Analysis, Vol 37 No. 2, 2002, 201-220
“Option Prices, Implied Price Processes and Stochastic Volatility”, with Mark Britten-Jones, Journal of Finance, Vol. 55 No. 2, 2000, 839-866
“Trade Disclosure Regulation in Markets with Negotiated Trades”, with Narayan Naik and S Viswanathan, Review of Financial Studies, Vol. 12, No. 4, 1999, 873-900.
“Hedging Long-term Exposures with Multiple Short-term Futures Contracts”, Review of Financial Studies, Vol. 12, No. 3, 1999, 429-459.
Warwick Business School
University of Warwick
T: + 44 (0) 24 765 22955
F: + 44 (0) 24 765 23779