Former Postdoctoral Research Staff

2007-10: E Bassouls

Sequential Monte Carlo Inference

(Supported by Cambridge Endowment for Research in Finance (CERF))

2000-03: J E Scott

Stochastic Optimization

(Supported by Cambridge Systems Associates Ltd)

1999-02: G W P Thompson

Dynamic Risk Management

(Supported by DTI and Algorithmics Inc)

1999-02: D G Richards

Dynamic Risk Management

(Supported by DTI and Algorithmics Inc)

1999-00: A Moresino

Stochastic Optimization in Finance

(Supported by Swiss National Research Council)

1998-00: N Hicks Pedrón

Asset Liability Management Modelling

(Supported by EU)

1998-99: R Sarkissian

Optimization Algorithms Exploiting Problem Structure

(Supported by Swiss National Research Council and EU)

1997: R T Thompson

Applications of High Performance Computing

(Supported by BT Laboratories and Fujitsu Systems)

1996-97: Z Chen

Parallel Optimization of Dynamic Stochastic Programming

(Supported by EPSRC)

1996: J P Hutton

PDE Solution of Optimal Dynamic Portfolio Management

(Supported by the Frank Russell Company)