John Hatgioannides

John Hatgioannides is a Professor of Mathematical Finance and Financial Engineering at the Bayes Business School, University of London, where he directs the prestigious MSc in Mathematical Trading & Finance program. He holds visiting professorships at Athens University of Economics and Business (2001–2009) and Athens Laboratory of Business Administration (2005–2010). He co-founded the electronic journal Quantitative and Qualitative Analysis in Social Sciences (QASS) in 2006, serving as Finance Editor. His expertise spans derivatives valuation, credit risk modeling, yield curve analysis, and Eurozone economics.

Education: BSc Economics (Athens), MSc Economics (London), PhD Finance (London).

Research Interests: LIBOR/SABR models, statistical arbitrage strategies, fixed income portfolio construction, and the economics of the Eurozone. His work addresses topics such as credit spread dynamics, implied default probabilities, and market risk measurement.

Professional Activities: Active member of the International Association of Financial Engineers (IAFE) and Futures and Options Association (FOA). He has presented at major conferences including the European Financial Management Association and World Scientific and Engineering Academy and Services (WSEAS). His recent work includes analysis of fiscal inequality coefficients and the Greek economic crisis.

Labs/Teams: Leads the MSc Mathematical Trading & Finance program and supervises doctoral research in financial engineering and risk management. Over 13 students have been supervised since 1997, focusing on topics like credit risk, interest rate dynamics, and portfolio construction.