Ben Hambly's Home Page

Professor Ben Hambly
Professor of Mathematics
Tutorial Fellow in Applied Mathematics at St Anne's College

My Contact details are:

Mathematical Institute,
University of Oxford,
Radcliff Observatory Quarter
Woodstock Road, Oxford, OX2 6GG

Email: hambly `at'
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 for systemic risk and limit order books.
  • Fractals: Diffusion processes on fractals, spectral problems for fractal domains, geometry of random fractals.
  • Rough paths and Levy area.
  • Branching processes, general branching processes, branching random walk.
  • Particle systems and random matrices.
  • Recent publications and preprints

    PhD Students

    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 Editor-in-chief of Probability Surveys

    I am an Associate Editor for

  • Annals of Applied Probability
  • Journal of Fractal Geometry