معرفی
Dr. Jo Kennedy is an Associate Professor in the Department of Statistics at the University of Warwick, where she has been since 1998. Previously, she held positions at the University of Oxford and the University of Bristol. Her research focuses on financial derivatives, particularly interest rate derivatives and modeling requirements for market practitioners. She co-authored the influential book Financial Derivatives in Theory and Practice (2nd ed., 2004) with Phil Hunt. Kennedy holds a PhD in probability theory from the University of Cambridge, following her undergraduate and MSc degrees from the University of Sydney.
Her work emphasizes advanced stochastic models, including Markov-functional models, stochastic volatility, and the SABR framework. Recent publications explore cross-currency models, non-Gaussian drivers, and the implications of model choice for hedging strategies. Her research bridges theoretical finance with practical applications in derivatives pricing and risk management.
Despite her prolific output, no scientific awards are explicitly mentioned in the provided text. She collaborates actively with colleagues like J. Gogala, D. Pham, and L. Kaisajuntti, contributing to computational finance and applied mathematical finance journals. Her office is located in Room 3.06 of the MSB building at the University of Warwick.
