Dr John Armstrong Academics Senior Lecturer in Financial Mathematics, Probability and Statistics Research subject areas Mathematics Contact details +44 020 7848 2855 john.armstrong@kcl.ac.uk
Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility 01 April 2019 Optimal approximation of SDEs on submanifolds: the Ito-vector and Ito-jet projections 01 July 2019 Pricing index options by static hedging under finite liquidity 27 September 2018 Basel risk limits will not curb rogue traders 01 May 2018 The Markowitz Category 01 August 2018 Curbing Rogue Behaviour 01 April 2018 Rogue traders versus value-at-risk and expected shortfall 01 April 2018 C++ for Financial Mathematics 01 January 2017 Intrinsic Stochastic Differential Equations as jets 28 February 2018 Itô stochastic differential equations as 2-jets 24 October 2017