Ben Hambly's Home Page
Professor Ben Hambly
University Lecturer in Mathematics
Tutorial Fellow in Applied
Mathematics at St Anne's
My Contact details are:
University of Oxford,
24-29 St Giles, Oxford OX1 3LB, UK
Email: hambly `at' maths.ox.ac.uk
tel: +44 (0) 1865 616 617 (institute)
tel: +44 (0) 1865 274 856 (college)
fax: +44 (0) 1865 270 515
I am a member of the
stochastic analysis group and the
computational finance group
My research interests are in probability, stochastic processes,
financial mathematics and fractals. In particular:
Financial Mathematics: Pricing American style options, interest rate
modelling, credit and correlated default, electricity price
modelling and swing options, R&D real options.
Fractals: Diffusion processes on fractals, spectral
problems for fractal domains, fractal models for soil, geometry of
Rough paths and Levy area.
Branching processes, general branching processes, branching
random walk, epidemics.
Particle systems and random matrices.
Recent publications and preprints
Please note I do not have places for internships in mathematical finance.
I teach on the full time MSc course in Mathematical and Computational
Finance and also on the part time MSc in Mathematical Finance.
I am co-editor in chief (with Christoph Reisinger) of
I am an associate editor for
Acta Applicandae Mathematicae
Stochastic Processes and their Applications
Journal of Fractal Geometry