Working Group

The members of the Working Group are:

1. Professor Emmanuel Haven, Director, School of Management
   Research areas: asset pricing and behavioural finance.

2. Professor Sergey Levendorskiy, Deputy Director, Department of Mathematics
   Research areas: option pricing and hedging; affine and quadratic term structure models driven by processes with jumps.

3. Dr Daniel Ladley, Deputy Director, Department of Economics
   Research areas: market microstructure, regulatory mechanisms and financial economics.

4. Dr Tomasz P Wisniewski, Deputy Director, School of Management
   Research areas: regulation of capital markets; insider trading; stock markets and political developments.

5. Professor Wojtek Charemza, Department of Economics
   Research areas: quantitative macroeconomics/finance.

6. Professor Simon Lilley, School of Management
   Research areas: relationships between agency, technology and performance.

7. Dr Maria Boutchkova, School of Management
   Research areas:

8. Dr Meryem D Fethi, School of Management
   Research areas: deterministic and stochastic measurement of efficiency and productivity in airlines and the banking industries.

9. Dr Geoff Lightfoot, School of Management
   Research areas: narratives of trading within financial markets.

10. Dr Mohamed Shaban, School of Management
    Research areas:  deterministic and stochastic measurement of efficiency and productivity in airlines and the banking industries.

11. Dr Qiang Zhang, Department of Economics
    Research areas: empirical finance, asset pricing and macrofinance.

Affiliated Members

Affiliated members of the Institute of Finance are:

The Department of Economics

1. Professor Panicos Demetriades
   Research areas: finance and development
2. Professor Stephen Hall
   Research areas: quantitative finance and econometrics
3. Dr Svetlana Andrianova
   Research areas: banking and financial development.

The School of Management

1. Professor Peter Armstrong
   Research areas: entrepreneurship, accounting and applied science.
2. Professor Peter Jackson
   Research areas: public sector economics and fiscal policy
3. Mr Mark Burridge
   Research areas: international business.
4. Dr David Harvie
   Research areas: finance and global governance.
5. Dr Sandra Nolte

      Reserach areas:

The Department of Mathematics

1. Professor Alexander Gorban
   Research areas: mathematical modelling; time-series analysis and data mining
2. Professor Jeremy Levesley
   Research areas: solving partial differential equations using radial basis functions and ideas from approximation theory
3. Professor Michael Tretyakov
   Research areas: theory of numerical integration of stochastic differential equations including applications to financial mathematics, the development of numerical methods for nonlinear partial differential equations and stochastic dynamics
4. Dr Stephen Garrett
   Research areas: application of stochastic calculus in developing interest-rate and mortality models
5. Dr Bogdan Grechuk

      Research areas:

1. Dr Michael Phillips
   Research areas: application of stochastic processes and statistical methods to real-world problems.

The Department of Computer Science

1. Professor José Fiadeiro
   Research areas: formal methods and techniques for modelling software-intensive systems in general and service-oriented systems in particular
2. Professor Reiko Heckel
   Research areas: graph transformation techniques and their application to system re-engineering and software evolution in general
3. Dr Artur Boronat
   Research areas: combination of formal methods with model-driven development techniques
4. Dr Stephan Reiff-Marganiec
   Research areas: policy-driven and workflow-based techniques for business process modelling