College of Business: University of Illinois at Urbana-Champaign

Lecturer of Finance

Ph.D., Mathematical Finance, University of Manchester, 2002
B.Sc., Mathematics, University of Manchester, 1999

Visiting Assistant Professor of Finance, The University of Illinois at Urbana-Champaign, 2011-2012
Senior Lecturer in Finance, Lancaster University, 2007-2012
Visiting Assistant Professor of Finance, University of Illinois at Urbana-Champaign, 2005-2007
Senior Lecturer in Finance, University of Manchester, 2004-2007
Lecturer in Finance, University of Manchester, 2003-2004

Widdicks, M., Newton, D., Duck, P., Yang, C. 2009. Singular Perturbation Techniques Applied to Multiasset Option Pricing. Mathematical Finance, 19: 457 - 486

Widdicks, M., Andricopoulos, A., Duck, P., Newton, D. 2007. Extending quadrature methods to value multi-asset and complex path-dependent options. Journal of Financial Economics, 83: 471-499

Widdicks, M., Andricopoulos, A., Duck, P., Newton, D. 2005. The Black-Scholes equation revisited: asymptotic expansions and singular perturbations. Mathematical Finance, 15: 373 - 391

Financial derivatives, Financial engineering.

Derivative pricing models, Mathematical finance.