Professor of Mathematical Finance and Financial Engineering; Director of MSc Mathematical Trading & Finance
John Hatgioannides joined City University in 1996 and was instrumental in the launch by the City University Business School, subsequently became Cass Business School, and with the generous financial support of the Corporation of London, of the prestigious MSc in Mathematical Trading and Finance which he directs.
His teaching experience, research interests and professional expertise lie in the valuation and risk management of derivatives, credit risk modelling and management, yield curve modelling, trading strategies, financial engineering, energy markets and functioning of the global market economy and the Eurozone.
In 2006, he became one of the founders of the electronic scientific journal Quantitative and Qualitative Analysis in Social Sciences (QASS), www.qass.org.uk., in which he acts the Finance Editor.
In 2001 he was appointed as a Visiting Professor of Financial Engineering at the Athens University of Economics and Business (AUEB), Greecee, a post that he maintained up to 2009. In 2005 he was appointed as a Visiting Professor of Financial Engineering at the Athens Laboratory of Business Administation (ALBA), Greece, a post that runned up to 2010.
He is an active member of the International Association of Financial Engineers (IAFE) and the Futures and Options Association (FOA). He is a regular speaker at both academic and professional audiences, leader of a number of executive courses and has a long experience as a consultant to business organizations.
BSc Economics (Athens), MSc Economics (London) and PhD Finance (London).
Greek, Modern (1453-).
My research evolves around the LIBOR/SABR models and the pricing of interest rate-sensitive securities along with fixed income portfolio construction. Satistical arbitrage and the modelling of credit spreads and implied probabilities of default are also of interest. In parallel, I am working on the state of the global market economy and the economics of the Eurozone.
- 1996 - present, MSc Mathematical Trading & Finance, Director