Current
Nomura Professor for Mathematical Finance and Centre Director
Professor Xun Yu Zhou took up the post of Nomura Professor for Mathematical Finance on 1st October 2007, and was appointed the centre director in November 2008.
Nomura Junior Research Fellows
Dr Lukas Szpruch - Dr Szpruch's research interests include theoretical and applied probability theory, stochastic analysis and numerical methods for stochastic processes, with a particular interest in multi-level Monte Carlo methods.
Other academics collaborating with the Nomura Centre's work
- Prof Mike Giles: Monte Carlo methods and high performance scientific computing
- Prof Ben Hambly: stochastic analysis and modelling and pricing in credit and commodities markets
- Dr Raphael Hauser: robust portfolio optimization and risk management
- Prof Sam Howison: energy option pricing, applications of asymptotics in mathematical finance
- Dr Hanqing Jin: stochastic optimisation and control
- Prof Terry Lyons: applications of stochastic analysis in finance
- Dr Mike Monoyios: incomplete market models
- Dr Jan Obloj: stochastic analysis and applications in mathematical finance
- Dr Christoph Reisinger: numerical solution of high dimensional PDEs
- Prof Thaleia Zariphopoulou: investment theory and optimal asset allocation