Chris Rogers
took up the Chair of Statistical Science in September 2002,
after almost nine years at the University of Bath,
where he was Professor of Probability in the
Department of Mathematical Sciences.
Before that, he had held teaching positions
at Queen Mary & Westfield College (University of London),
the University of Cambridge, the University College of Swansea, and
the University of Warwick.

Chris works in the theory of probability and its applications,
particularly in quantitative finance.
His work in finance includes the potential approach to the
term structure of interest rates, complete models of stochastic
volatility, portfolio turnpike theorems, improved binomial pricing,
robust hedging, liquidity modelling, axiomatics of valuation operators,
the equity premium puzzle, duality in optimal investment/consumption,
and Monte Carlo valuation of American options.

Chris has served the community as
a past or present editor of Finance & Stochastics, Mathematical
Finance, Annals of Applied Probability , Stochastic Processes and
their Applications, and Stochastics.
Additionally, he organised two major international
programmes at the Isaac
Newton Institute ,
Financial
Mathematics in 1995, and
Developments
in Quantitative Finance in 2005.

Together with Professor
David Williams,
Chris wrote the two volume work `Diffusions, Markov Processes,
and Martingales', originally published by Wileys, Chichester,
and now re-released by
Cambridge University
Press

Chris has participated in several Risk training courses,
and has consulted for a number of clients
in the financial services industry, including the Cambridge-based hedge fund
Cantab Capital Partners.