Book: Interest Rate Models: An Introduction, published by Princeton University Press.

      "Best of 2004": Riskbook.com top 10 books in Finance for 2004.

• Short biography:

Research: Principal research interests are:

• models for the term structure of interest rates;
• arbitrage-free multi-asset-class models;
• equilibrium versus risk-minimising pricing of new securities;
• asset/liability modelling for pension funds;
• stochastic mortality modelling;
• securitisation of mortality risk.

Teaching: Financial and actuarial mathematics.

Professional:

• Corresponding Member of the Swiss Association of Actuaries (Elected in 2005)
• Editor in Chief of ASTIN Bulletin from 2005 (co-editor/editor 1996-2005).
  • Bulletin home page (IAA website)
• 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.

Consultancy:

There are possibilities to hire me on a consultancy basis.

Selected Photographs:

• My home.
• My front driveway
• My south facing back garden and summer house.
• An aerial view of where I live.