Dr Henry Chiu PhD

Dr Henry Chiu

School of Mathematics
Assistant Professor of Mathematical Finance

Contact details

Email
h.chiu@bham.ac.uk
Address
School of Mathematics
Watson Building
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Edgbaston
Birmingham
B15 2TT
UK

Henry Chiu is an Assistant Professor of Mathematical Finance. His research interests are Stochastic Analysis and Mathematical Finance.

Qualifications

  • PhD in Mathematics, Imperial College, London.
  • Diploma in Mathematics, Humboldt University of Berlin.

Teaching

Semester 2

LM Algorithmic and High Frequency Trading

Postgraduate supervision

Data-driven, model-free methods and applications in Mathematical Finance.

Publications

Recent publications

Article

Chiu, H & Cont, R 2023, '', Mathematical Finance, vol. 33, no. 2, pp. 257–273.

Chiu, H & Cont, R 2022, '', Transactions of the London Mathematical Society, vol. 9, no. 1, pp. 237-269.

Chiu, H & Cont, R 2018, '', Electron. Commun. Probab., vol. 23, no. 85.

Chiu, H 2015, '', Stochastic Analysis and Applications.