Senior Lecturer of Finance and Director, MSF Program
Martin Widdicks is a Senior Lecturer in Finance at at the University of Illinois and is currently the Director of the MS Finance program. 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 papers on executive compensation, looking at the valuation of executive stock options and the incentives that they provide.