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Bio/Research
Kay's research addresses the quantification and management of financial risks. He is particularly interested in the stochastic modeling, valuation and hedging of financial risks; the development of statistical tools to estimate and predict these risks; and the methods for solving the significant ...
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Bio/Research
Kay's research addresses the quantification and management of financial risks. He is particularly interested in the stochastic modeling, valuation and hedging of financial risks; the development of statistical tools to estimate and predict these risks; and the methods for solving the significant computational problems that arise in this context. Kay's research contributions enable more effective hedging of financial risks, better risk management at financial institutions, and more accurate measurement of systemic risk in financial markets.
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