School of Business
University College Dublin

T: +353 1 716 8900


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John is the Director of the Financial Mathematics and Computation Research Cluster (FMC2) as well as a Professor in Finance and the Chair in Quantitative Finance at University College Dublin. He is a Research Fellow at the UCLA Ziman Research Center for Real Estate. John has previously had visiting positions at UCLA, London School of Economics and ESSEC Business School. John is Associate Editor of the Journal of Banking and Finance and the Journal of International Financial Markets, Institutions & Money. His research, teaching and consultancy interests are in the areas of Volatility modelling and measuring, risk management and investment analysis with applications in equity, currency, derivative, fixed income and real estate markets.

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