Martin Widdicks
Lecturer of Finance
Martin Widdicks is currently a visiting assistant Professor of Finance
at the University of Illinois, he has a permanent position as a Senior
Lecturer in Finance at Lancaster University Management School. Martin has a BSc in
Mathematics and a PhD in Mathematical Finance both from the University
of Manchester.
His research interests concern the mathematics of derivative pricing
with particular emphasis upon numerical techniques. In his research he
has made improvements upon existing derivative pricing methods as well
as developing new ones. He also has an interest in the underlying
mathematics of options pricing - particularly with regards to singular
perturbations.
He has recent working papers on executive compensation, looking at the valuation of executive stock options and the incentives that they provide.
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106 Wohlers Hall
1206 South Sixth Street
Champaign, IL, 61820
(217) 244-6856
widdicks@illinois.edu
Faculty Profile
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