Alumni - Faculty Members
| Dr Thomas Dean Sep 07 - Aug 09 |
Thomas Dean was a Nomura Junior Research Fellow. He left to join University of Cambridge. |
| Dr Albina Danilova |
Albina Danilova was a Nomura Junior Research Fellow and worked on equilibrium models with insider trading. She left for Carnegie-Mellon. |
| Dr Damien Challet Oct '04 - Oct '06 |
Damien Challet was a Nomura Junior Research Fellow and worked on agent-based models of financial markets with interests in econophysics, non-equilibrium systems, optimization and software bug dynamics. Upon leaving he joined the ISI Foundation in Torino, Italy. |
| Dr Aytac Ilhan Oct '04 - May '06 |
Aytac Ilhan was a Departmental Lecturer with research interest in optimal hedging strategies, exotic and barrier options. She left Oxford to join Goldman Sachs in London |
| Dr William Shaw Oct '02 - Jan '06 |
William Shaw was a University Lecturer in Mathematical Finance and Academic Director of the Oxford Diploma/MSc in Mathematical Finance. He now holds a Chair in Financial Maths at Kings College London and is interested in a wide variety of financial problems including applications of complex analysis, convertible bonds, non-standard distributions and computational finance |
| Dr Vicky Henderson Mar '01 - Sept '03 |
Vicky Henderson was a Junior Research Fellow with research interests in incomplete markets, non-traded assets, exotic and real options. Vicky left Oxford to take position of Assistant Professor at the ORFE in Princeton. |
| Dr Paul Wilmott - June '99 |
Co-Founder of the Mathematical Finance Group in Oxford, Paul Wilmott left in June 1999 to become a researcher, consultant and lecturer in quantitative finance. |