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Ryan Donnelly

Dr Ryan Donnelly

Lecturer in Financial Mathematics

Research interests

  • Banking
  • Finance
  • Mathematics

Biography

Ryan joined the Department of Mathematics in 2019 as a Lecturer of Financial Mathematics. In the past Ryan has been a Postdoctoral Researcher in the Swiss Finance Institute at Ecole polytechnique fédérale de Lausanne and a Research Associate in the Department of Applied Mathematics at the University of Washington. Ryan completed his PhD in Mathematics at the University of Toronto.

Research Interests:

  • Mathematical Finance
  • Stochastic Control
  • Algorithmic Trading
  • Limit Order Book Models
  • Market Microstructure

More information:

    Research

    FEATURE Finance
    Financial Mathematics

    King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence. 

    aq ioppn mathstats
    Probability

    The Probability group in the Department of Mathematics at King's College London.

      Research

      FEATURE Finance
      Financial Mathematics

      King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence. 

      aq ioppn mathstats
      Probability

      The Probability group in the Department of Mathematics at King's College London.