## Ben Hambly's Home Page

Professor Ben Hambly

University Lecturer in Mathematics

Tutorial Fellow in Applied
Mathematics at St Anne's
College
My Contact details are:

Mathematical Institute,

University of Oxford,

24-29 St Giles, Oxford OX1 3LB, UK
Email: hambly `at' maths.ox.ac.uk

tel: +44 (0) 1865 615175 (institute)

tel: +44 (0) 1865 274856 (college)

I am a member of the
stochastic analysis group and the
mathematical and
computational finance group

#### Research Interests

My research interests are in probability, stochastic processes,
financial mathematics and fractals. In particular:

Financial Mathematics: Pricing American style options, credit and
correlated default, electricity price
modelling and swing options, stochastic partial differential equations
models.
Fractals: Diffusion processes on fractals, spectral
problems for fractal domains, fractal models for soil, geometry of
random fractals.
Rough paths and Levy area.
Branching processes, general branching processes, branching
random walk, epidemics.
Particle systems and random matrices.
Recent publications and preprints

PhD Students
Please note I **do not** have places for internships in mathematical finance.

#### Teaching

I teach on the full time MSc course in Mathematical and Computational
Finance and also on the part time MSc in Mathematical Finance.
Here is an adverstisement for a Graduate Development Scholarship
at St Anne's College

#### Journals

I am editor in chief of Probability Surveys

I am an associate editor for

Acta Applicandae Mathematicae
Annals of Applied Probability
Journal of Fractal Geometry