Dr Henry Chiu In 'Staff and Students' Staff and Research StudentsAcademic staffResearch and Teaching FellowsPhD studentsHonorary staff Back to 'School of Mathematics' School of MathematicsAssistant Professor of Mathematical Finance Contact details Emailh.chiu@bham.ac.uk View my research portal AddressSchool of MathematicsWatson BuildingUniversity of Birmingham Edgbaston Birmingham B15 2TT UK Henry Chiu is an Assistant Professor of Mathematical Finance. His research interests are Stochastic Analysis and Mathematical Finance. Personal webpage. Qualifications PhD in Mathematics, Imperial College, London. Diploma in Mathematics, Humboldt University of Berlin. Postgraduate supervision Data-driven, model-free methods and applications in Mathematical Finance. Publications Recent publications Article Chiu, H & Cont, R 2023, 'A model‐free approach to continuous‐time finance', Mathematical Finance, vol. 33, no. 2, pp. 257–273. https://doi.org/10.1111/mafi.12370 Chiu, H & Cont, R 2022, 'Causal functional calculus', Transactions of the London Mathematical Society, vol. 9, no. 1, pp. 237-269. https://doi.org/10.1112/tlm3.12050 Chiu, H & Cont, R 2018, 'On pathwise quadratic variation for càdlàg functions', Electron. Commun. Probab., vol. 23, no. 85. https://doi.org/10.1214/18-ECP186 Chiu, H 2015, 'Subordination of Predictable Compensators', Stochastic Analysis and Applications. https://doi.org/10.1080/07362994.2015.1086657 View all publications in research portal
School of MathematicsAssistant Professor of Mathematical Finance Contact details Emailh.chiu@bham.ac.uk View my research portal AddressSchool of MathematicsWatson BuildingUniversity of Birmingham Edgbaston Birmingham B15 2TT UK Henry Chiu is an Assistant Professor of Mathematical Finance. His research interests are Stochastic Analysis and Mathematical Finance. Personal webpage. Qualifications PhD in Mathematics, Imperial College, London. Diploma in Mathematics, Humboldt University of Berlin. Postgraduate supervision Data-driven, model-free methods and applications in Mathematical Finance. Publications Recent publications Article Chiu, H & Cont, R 2023, 'A model‐free approach to continuous‐time finance', Mathematical Finance, vol. 33, no. 2, pp. 257–273. https://doi.org/10.1111/mafi.12370 Chiu, H & Cont, R 2022, 'Causal functional calculus', Transactions of the London Mathematical Society, vol. 9, no. 1, pp. 237-269. https://doi.org/10.1112/tlm3.12050 Chiu, H & Cont, R 2018, 'On pathwise quadratic variation for càdlàg functions', Electron. Commun. Probab., vol. 23, no. 85. https://doi.org/10.1214/18-ECP186 Chiu, H 2015, 'Subordination of Predictable Compensators', Stochastic Analysis and Applications. https://doi.org/10.1080/07362994.2015.1086657 View all publications in research portal