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., Zhao, J. Forthcoming. A Model of Equity Based Compensation with Tax.. Journal of Business Finance and Accounting

Teaching and Research Interests

I teach classes in Financial Engineering (FIN514, FIN516) and Financial Derivatives (FIN512) on the MSF and MSFE programs as well as classes in Statistics (FIN502) and general finance (FIN500) I have been included on the list of excellent teachers (* = 'outstanding') in: Fall 2011*(FIN500, FIN516), Spring 2012 (FIN514), Fall 2012* (FIN500, FIN512, FIN516), Spring 2013 (FIN514), Fall 2013* (FIN500, FIN512, FIN516), Spring 2014* (FIN514)

My research interests cover what could broadly be described as mathematical finance problems. I have developed new and adapted existing derivative pricing methodologies, applied singular perturbation theory to derivative pricing problems, and developed models for executive stock options to determine their value and the incentives that they provide.


Contact Information:

331 Wohlers Hall
1206 South Sixth Street
Champaign, IL, 61820
(217) 244-6856

More Information

All Publications
Biographical Sketch

Office Hours:

Monday & Wednesday 3:30-4:30 PM

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