PhD Students
- Lisette Frias: Market Surveillance and Alert Construction
- Carlo Piccari: Credit Analysis in the Oil Industry
- Ezio Lauro: Commodity Risk in the Airline Industry
- Roland Amagbo: Creating Climate Change Indexes
Past PhD students
- **Yuanye Ma, JHU 2022, ‘**Crude Oil and Electricity Storage ; currently a Quantitative Strategist at Morgan Stanley New York
- Sofia Philippou, Birkbeck 2020, ’ LNG Markets and Valuation of the Tanker Rerouting Option
- Brendan McLear, JHU 2019, ‘Valuation of Oil Reserves and Debt Refinancing", currently at a Debt Restructuring company
- Matthias Scheiber, Birkbeck (2017): Shanghai Copper Futures Contracts and Warehouse Monitoring, currently a Portfolio Manager at Schroders London
- Tara Velez, Birkbeck (2017): Searching for Yield in Real Assets, currently a Lecturer in Finance at Queen Mary - Universityof London
- Bo Liu, JHU (2016): High Frequency Trading of Pairs of Crude Oil Equities, currently a Quant at Citi
- Patrick O’Driscoll, Birkbeck (2016): Crude Oil Refined Products: Optimization using Stochastic methods, currently CTO of a software company
- Pedro Vergel Eleuterio, Birkbeck (2015): Agricultural Commodities and Fertilizers, currently a Lecturer in Finance at Queen Mary
- Lovjit Thukral, Birkbeck, (2015): ETF and ETN Trading strategies in the Commodities Space, currently a Quant at JP Morgan Asset Management
- Oliwia Koslowska, Birkbeck (2014): Modelling Missing Data in Oil Refined Products. Application to the Valuation of Derivatives, currently on the Model Validation Team at UBS Singapore
- Seth Sarfo (2014): Stochastic Modelling of the Forward Curve—The Case of Cocoa, currently a Senior Lecturer at Queen Mary University of London
- Will Smith, Birkbeck (2012): Fundamentals factors affecting commodity price and volatility: inventory and spare capacity, currently an Economist/Quant at Sungard Systems Ltd
- Benoit Guilleminot, Birkbeck (2010): Seasonal and Stochastic Features of Agricultural Commodities, currently Director of Research and Innovation at Riskelia
- Yih-Fong Shih, Birkbeck, (2010): Calibrating Skews and Volatility Surfaces in Metals and Gold markets, currently Head Quant at UBS Shanghai
- John Theal, university della Svizzera Italiana (2009): Convenience Yield, Lease Rate and Inventories in Gold Markets, currently at Central Bank of Luxembourg
- Stelios Kurouvakalis, Univ Paris Dauphine (2008): Optimization of Physical Assets in the Energy Industry currently Director, Model Risk Management at Bank of America /Merrill Lynch.
- Marc Atlan (2007): Sato and Bessel Processes For Equity, Interest Rates and Credit, currently at BlueCrest Capital Management
- **Steve Ohana, Univ Dauphine, 2006, ‘**Management of a Portfolio of Natural Gas contracts, currently Portfolio Manager in an Electricity Company
- Delia Coculescu, Univ Paris Dauphine (2005): Pricing Credit Derivatives under Asymmetric Information, currently Associate Professor at University of Zurich
- Alois Kanyinda, Univ Paris Dauphine (2005): Water and Water Risk Management, currently a Professor at Ecole Superieure de Reims
- Aymeric Kalife (2004): Impact of a large trader on the market microstructure and option pricing, currently a Director at AXA
- Marie-Pascale Leonardi, Univ Paris Dauphine (2004) Pricing and Hedging in Incomplete Markets, currently Principal Supervisor at European Central Bank, Frankfurt
- Vu-Nhat Nguyen (2004): Commodity Forward Curves Modelling: the Case of Soybeans, currently at Noble Energy, Singapore
- Cecile Kharoubi (2003): Hedge Funds and Extreme Market Moves: The Benefits of Copulas, currently a Professor at ESCP Europe
- Andrea Roncoroni (2002): Electricity Prices Revisited: A Jump-Reverting model, currently Professor at ESSEC
- Thierry Ane, Univ Paris Dauphine (2001): Stochastic Subordination and Empirical Finance, Professor of Finance
- Jean-Noel Dordain (1999): Valuation of Swing Options in Electricity and Natural Gas Markets, currently Head of Software Development at Sophis
- Nassim Taleb (1998): The Microstructure of Dynamic Hedging, currently a Philosopher and Essayist, Author of the Black Swan
- Fabio Trojani, Univ of Zurich (1997): Parity to the Identification of Exchange Rates Risk Premia, currently Professor at the University of Lugano
- Remy Souveton, Univ Paris Dauphine (1996): Illiquidity and The Probability of Default of an Exchange
- Marie-Odile Albizzati (1995): The Surrender Option and other Optionalities in Life-Insurance Products, currently Professor at the University Paris 2
- Jacques Friggit (1994): Business Time and Stochastic Volatility in Equity Markets, currently Director at the French Ministry in charge of Housing
