Biography
Benjamin Smith is a PhD student in Financial Mathematics in the Department of Mathematics, King's College London.
Benjamin studies how rough volatility models and robust methods can be used to address finer features of financial markets henceforth unexplained by classical markovian diffusion models.
Thesis
Rough and Robust methods in finance
Research Interests
- Rough Volatility models
- Gaussian Multiplicative Chaos
- Exotic derivatives
- Robust Finance
PhD supervision
Principal supervisor: Dr Martin Forde
Further Information