معرفی
Manh Pham is a Lecturer (equivalent to Assistant Professor) in Finance at Lancaster University's Management School, Department of Accounting and Finance. His research focuses on developing advanced econometric methods for financial markets, including risk-neutral density estimation, high-frequency trading analysis, and options pricing frameworks. He has published in leading journals including the Journal of Econometrics and Journal of Financial Econometrics.
Pham's research interests center on financial market microstructure and empirical asset pricing. He investigates the complex dynamics of high-frequency trading, develops time series models for market behavior, and creates innovative option pricing methodologies. His recent work on lognormal-Weibull mixtures provides new approaches to estimating risk-neutral densities in derivatives markets.
His publications demonstrate consistent focus on improving quantitative methods in finance. The 2024 Journal of Econometrics article advances parametric estimation techniques for financial derivatives, building on his expertise in mixture models and risk-neutral valuation. This work contributes significantly to options pricing literature and financial risk management practices.
Pham has received recognition for his research contributions, including a best paper award. He actively participates in major finance and econometrics conferences globally, including the Asian Meeting of the Econometric Society, SoFiE Conference, and International Conference on Accounting and Finance.
