Dr Henry Chiu PhD

Dr Henry Chiu

School of Mathematics
Assistant Professor of Mathematical Finance

Contact details

Email
h.chiu@bham.ac.uk
Address
School of Mathematics
Watson Building
University 麻豆精选
Edgbaston
Birmingham
B15 2TT
UK

Henry Chiu is an Assistant Professor of Mathematical Finance. His research interests are Stochastic Analysis and Mathematical Finance.

Qualifications

  • PhD in Mathematics, Imperial College, London.
  • Diploma in Mathematics, Humboldt University of Berlin.

Teaching

Semester 2

LM Algorithmic and High Frequency Trading

Postgraduate supervision

Data-driven, model-free methods and applications in Mathematical Finance.

Publications

Recent publications

Article

Chiu, H & Cont, R 2023, '', Mathematical Finance, vol. 33, no. 2, pp. 257鈥�273.

Chiu, H & Cont, R 2022, '', Transactions of the London Mathematical Society, vol. 9, no. 1, pp. 237-269.

Chiu, H & Cont, R 2018, '', Electron. Commun. Probab., vol. 23, no. 85.

Chiu, H 2015, '', Stochastic Analysis and Applications.