Ben Hambly's Home Page
Professor Ben Hambly
Professor of Mathematics
Tutorial Fellow in Applied
Mathematics at St Anne's
My Contact details are:
University of Oxford,
Radcliff Observatory Quarter
Woodstock Road, Oxford, OX2 6GG
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
computational finance group
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
Rough paths and Levy area.
Branching processes, general branching processes, branching
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 Editor-in-chief of Probability Surveys
I am an Associate Editor for
Annals of Applied Probability
Journal of Fractal Geometry