Michael J Phillips
Senior Lecturer · Financial Mathematics
Queen Mary University of LondonAbout
Dr. Michael J Phillips is a Senior Lecturer in Financial Mathematics and Programme Director for the MSc in Financial Mathematics and MSc in Financial Computing at Queen Mary University of London's School of Mathematical Sciences. Previously, he served as Director of Postgraduate Taught Studies. His academic career follows over a decade as a quantitative analyst and software engineer at City of London investment banks, where he developed pricing models for derivatives and commodities. He holds a PhD in Mathematical Physics from Brunel University and a Cambridge University degree.
- Research Interests: Applied Mathematics, Random Matrix Theory, Quantum Chromodynamics modeling, Financial Mathematics, and Computational Finance.
- Teaching: Teaches modules like Foundations of Mathematical Modelling in Finance (MTH771P) and Advanced Computing in Finance (MTH773P). Runs workshops on Excel/VBA and Modern C++.
- Supervision: Supervised over 60 MSc projects on topics like option pricing, credit derivatives, and computational finance techniques.
Research Contributions: Focuses on Random Matrix Theory applications in physics and finance, including QCD modeling and financial derivative pricing. Key publications explore universality in kernel systems and chiral matrix ensembles.
Find Michael J Phillips elsewhere
Related Searches
You Might Also Like
- LLorenz SCHNEIDERRennes School of Business · Professor
Frédéric GodinConcordia University · Associate Professor
Gianluca FusaiCity, University of London · Professor
Roza GaleevaJohns Hopkins University · Senior Lecturer- BBlanka HorvathUniversity of Oxford · Professor
Kristian MiltersenCopenhagen Business School · Professor