Ben Hambly

Ben Hambly is a Professor of Mathematics and Tutorial Fellow in Applied Mathematics at St Anne's College, University of Oxford. He is affiliated with the Mathematical Institute and holds editorial roles at Probability Surveys and Annals of Applied Probability. His research focuses on probability, stochastic processes, financial mathematics, and fractals, with specific interests in financial derivatives modeling, fractal geometry, rough paths, and particle systems. He teaches on both the full-time and part-time Mathematical and Computational Finance MSc programs.

His research spans financial mathematics (e.g., credit risk, electricity pricing), fractal analysis (diffusion on fractals, spectral problems), and stochastic modeling (branching processes, SPDEs). Recent work includes studies on reinforcement learning in finance and stochastic models for systemic risk. He collaborates with the Stochastic Analysis Group and Mathematical and Computational Finance Group at Oxford.

Despite not listing specific awards here, his extensive publication record and editorial roles reflect his scholarly impact. His PhD supervision includes students working on topics like SPDEs and financial modeling, though specific advisee names are not provided. His work often bridges theoretical probability with applications in finance and complex systems.