Andrew Cairns's Home Page
Recent papers and talks:
Teaching
F71EM: Enterprise Risk Management II - module home page.
F71RM and F71ER: Financial Risk Management and
Enterprise Risk Management I - module home page.
MSc in Quantitative Risk Management home page
MSc in Financial Maths home page
MSc in Actuarial Science home page
Gilts Database (UK government bonds data: prices, amounts,
indices)
     
Book: Interest Rate Models: An Introduction, published
by Princeton University Press.
     
"Best of 2004":
Riskbook.com top 10 books in Finance for 2004.
List of recent publications.
Download recent presentations.
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:
Consultancy:
There are possibilities to hire me on a
consultancy basis.
How to find the Department of Actuarial Mathematics and Statistics:
Campus Map: The Colin Maclaurin building is
number 1 on the map.
Selected Photographs:
News and
selected financial links.
E-mail: A. Cairns@ma.hw.ac.uk