Ben Hambly's Home Page

I am a lecturer in Mathematics and 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 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 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, 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 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.

    Journals

    I am co-editor in chief (with Prof William Shaw) of Applied Mathematical Finance