My research interests can be summarized as follows:

1980 - 1995: Algebra and Game Theory

1992 -1995: Applied Mathematics and Econometrics

1995 - current: Financial Econometrics

2000 - current: Quantitative Financial Risk Management

2000 - current: Mathematical Finance

The publications pages list all my publications in academic and professional journals, books and book chapters. For most journal publications since 2000 there are files to download, although for copyright reasons these are not in final form.

The discussion paper page contains downloadable versions of recent discussion papers that have not yet appeared in print.  For a full list of my discussion papers since 2000 see the ICMA Centre Discussion Papers in Finance.

Short bios of my past and present PhD students are available on the PhD Students page.