College of Business: University of Illinois at Urbana-Champaign

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Martin Widdicks

Senior Lecturer of Finance and Director, MSF Program

Biographical Sketch

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.


 


 

Contact Information:

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


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UIUC College of Business