Claire McDonald (Finance)
markets, asset pricing,
behavioral finance, loss
aversion and ambiguity aversion
Michael Monoyios (Mathematical Finance)
control in hedging,
transaction costs, numerical methods
for singular control
Dr Celine Rochon (Finance)
International finance, monetary economics,
market microstructure, strategic market games
New Research in
See all papers in Financial Economics
New Research in Mathematical
See all papers in Mathematical Finance
The OFR Summer Symposium is a major event in the
academic and financial community. It attracts worldwide interest
and prestigious speakers from the whole spectrum of financial
research. The fifth Summer Symposium will take place between
Tuesday 6 June and Thursday 15 June 2006 at Said Business School.
New Centre on Taxation
A unique research centre focusing on taxation
policies and policy options affecting business in the UK is to be
established at Oxford University, Said Business School.
The University and The Hundred Group, representing the largest
listed companies in the UK, are to co-operate in setting up the
Centre. The Hundred Group will be making £5 million available to
support the work of the Centre over an initial five-year period.
For more info click here.
: Robert W. Purcell Professor of Management, Professor of Finance
New Masters in Financial
Oxford University is to launch a new Masters in Financial Economics in
2005. The MFE is a unique course, providing an intensive nine-month
professional training in financial economics, and provides its graduates
with a headstart in the worlds of business finance and financial
More information is available on the Said Business School
in Financial Econometrics
Tuesdays, 2.45-3.45, Clay Room,
Nuffield College. Organised by Jeremy Large, Kevin Sheppard and
Neil Shephard. Click
here for further info.
Members of the OFRC
have access to the WRDS datasets
which contains a large amount of all kinds of
financial data. Anyone who wants
to use WRDS just needs to go to
click on Account Request and fill in
their details. Faculty, D.Phil. students and post-docs can all
register for individual accounts on WRDS.