Dr Ding Chen BSc PhD

Dr Ding Chen

School of Mathematics
Associate Professor in Financial Mathematics

Contact details

School of Mathematics
Watson Building
University of Birmingham
B15 2TT

Ding Chen is an associate professor in financial mathematics. He has previously held academic positions in the University of Sussex. Ding Received his PhD in Finance from the University of Nottingham in 2014, and BSc in Mathematics from Imperial College in 2007. His research interests include Asset Pricing, Derivative Pricing, Term-Structure Modelling, Volatility Dynamics, etc. He has published papers in the Journal of Financial Economics, Journal of Financial Markets, Mathematical Finance, among others.


  • BSc in Mathematics, Imperial College, London, 2007
  • PhD in Finance, University of Nottingham, 2014


Semester 2

LM Advanced Mathematical Finance


Recent publications


Alexander, C, Chen, D & Imeraj, A 2023, 'Crypto quanto and inverse options', Mathematical Finance, vol. 33, no. 4, pp. 1005-1043. https://doi.org/10.1111/mafi.12410

Chen, D, Guo, B & Zhou, G 2023, 'Firm fundamentals and the cross-section of implied volatility shapes', Journal of Financial Markets, vol. 63, 100771. https://doi.org/10.1016/j.finmar.2022.100771

Zhang, Q, Ding, R, Chen, D & Zhang, X 2023, 'The effects of mandatory ESG disclosure on price discovery efficiency around the world', International Review of Financial Analysis, vol. 89, 102811. https://doi.org/10.1016/j.irfa.2023.102811

Zhang, Q, Zhang, X, Chen, D & Strange, R 2022, 'Market discipline or rent extraction: Impacts of share trading by foreign institutional investors in different corporate governance and investor protection environments', International Review of Financial Analysis, vol. 79, 101965. https://doi.org/10.1016/j.irfa.2021.101965

Shi, Y, Chen, D, Guo, B, Xu, Y & Yan, C 2022, 'The information content of CDS implied volatility and associated trading strategies', International Review of Financial Analysis, vol. 83, 102295. https://doi.org/10.1016/j.irfa.2022.102295

Zhang, X, Zhang, Q, Chen, D & Gu, J 2019, 'Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets', International Review of Financial Analysis, vol. 64, pp. 38-56. https://doi.org/10.1016/j.irfa.2019.04.006

Su, H, Chen, D & Newton, DP 2017, 'Option pricing via QUAD: From Black-Scholes-Merton to heston with jumps', Journal of Derivatives, vol. 24, no. 3, pp. 9-27. https://doi.org/10.3905/jod.2017.24.3.009

Chen, D, Härkönen, HJ & Newton, DP 2014, 'Advancing the universality of quadrature methods to any underlying process for option pricing', Journal of Financial Economics, vol. 114, no. 3, pp. 600-612. https://doi.org/10.1016/j.jfineco.2014.07.014

View all publications in research portal