College of Business: University of Illinois at Urbana-Champaign

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Martin Widdicks

Senior Lecturer of Finance and Director, MSF Program

Educational Background

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

Positions Held

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

Recent Publications

Widdicks, M., Pinto, H. Forthcoming. Do compensation plans with performance targets provide better incentives? Journal of Corporate Finance

Widdicks, M., Taylor, S., Tzeng, C. Forthcoming. Bankruptcy probabilities inferred from option prices. Journal of Derivatives

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

Teaching and Research Interests

Financial derivatives, Financial engineering.

Derivative pricing models, Mathematical finance.

 

Contact Information:

331 Wohlers Hall
1206 South Sixth Street
Champaign, IL, 61820
(217) 244-6856
widdicks@illinois.edu


More Information

All Publications
Biographical Sketch

Office Hours:

Monday & Wednesday 3:30-4:30 PM

 
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