MSc in Quantitative Risk Management home page
Gilts Database: (UK government bonds data: prices, amounts,
indices)
Book: Interest Rate Models: An Introduction, published
by Princeton University Press.
Research: Principal research interests are:
- enterprise risk management;
- models for the term structure of interest rates;
- arbitrage-free multi-asset-class models;
- asset/liability modelling for pension funds;
- stochastic mortality modelling;
- securitisation of mortality risk.
Teaching: Financial and actuarial mathematics.
Professional:
- Chairman of the ST9 syllabus (CERA)
on Enterprise Risk Management (2007-2009). Member of the international
CERA syllabus committee.
- Corresponding Member of the Swiss Association of Actuaries (Elected
in 2005)
- Editor in Chief of ASTIN Bulletin from 2005 (co-editor/editor 1996-2005).
- Section Editor (Financial Economics),
Encyclopaedia
of Actuarial Science
- Fellow of the Faculty of Actuaries since 1993.
- Member of Council, 2004-7.
- Fellow of the Pensions
Institute.
- Honorary Research Associate,
Centre
for Risk and Insurance Studies, University of Nottingham.
- Honorary professor, the University of Edinburgh.
How to find the Department of Actuarial Mathematics and Statistics:
Campus Map: The Colin Maclaurin building is
number 1 on the map.
Selected Photographs and other links:
Cairns, A.J.G. (2011)
