Dr. Andrew Peter CARVERHILL

Adjunct Professor

Dr. Andrew Peter CARVERHILL

Contact Information

E-mail:
candrewp@cityu.edu.hk
Public CV: Download

Research Areas

  • Option pricing, term structure of interest rates, econometrics, corporate finance

Andrew Carverhill was awarded a PhD in Mathematics in 1983, and after working as a research fellow and assistant professor in Mathematics, he switched to Finance in 1987, working as a research fellow at the Financial Option Research centre, Warwick Univesity, England. In 1991 he moved to the Hong Kong University of Science and Technology, then to Hong Kong University in 2001, and then to City University in 2013.  His research interests cover derivatives pricing, term structure of interest rates, econometrics and corporate finance.

Teaching Areas

  • option pricing, fixed income securities, corporate risk management, financial management

Publications

Journal Publications and Reviews