Dr Martin Forde
Telephone: +44 020 7848 1191
Email: martin.forde@kcl.ac.uk
Office: S5.38, Strand Building, Strand Campus
Title: Lecturer in Financial Mathematics
Personal Website
Biography
Martin Forde joined King's College London in 2011 as a Lecturer. He has mainly focused on asymptotics for stochastic volatility models and Lévy processes with an emphasis on large deviations theory, and diffusion-type processes. Previously Dr Forde worked as a Research Fellow for Dublin City University, and before that as a visiting Assistant Professor at the University of California at Santa Barbara
Research Interests
Asymptotics for stochastic volatility models and Lévy processes with an emphasis on large deviations theory, and diffusion-type processes.
Selection of Publications
A list of recent publications is available here.