Professor Nicholas Bingham, PhD Imperial College London, London School of Economics (LSE)

Professor Bingham is currently a Senior Research Investigator at Imperial College London, and Visiting Professor at the London School of Economics. He is a member of the CFM-Imperial Institute of Quantitative Finance, a partnership between Imperial College's Mathematical Finance Group and Capital Fund Management (CFM) aimed at promoting interdisciplinary research focusing on understanding  financial market complexity and quantitative modelling and management of financial risks. He is also a member of the Mathematical Finance Section of the Department of Mathematics at Imperial College London, the largest research group in Mathematical Finance in the UK and one of the world's leading research groups in this field, devoted to research on mathematical modeling and computational methods in finance.

Following his undergraduate studies in mathematics at Trinity College at the University of Oxford where he achieved a first class honours degree, he was a research student at Churchill College, University of Cambridge, where he obtained his PhD in 1969 under the supervision of David George Kendall. In 1996 he also obtained a ScD from the University of Cambridge.

He is the author of four books: Regular Variation (with C.M. Goldie and J.L. Teugels), Risk-neutral Valuation: Pricing and Hedging of Financial Derivatives (with Rüdiger Kiesel), Regression (with J. M. Fry) and Topological regular variation (with A. J. Ostaszewski).