He has a PhD from the University of Cambridge and previously had lectureships in Edinburgh and Bristol. He is Co-editor in Chief of Applied Mathematical Finance.
His research interests in mathematical finance are in the modelling and pricing of financial derivatives. In particular he has worked on electricity spot price models and the pricing of complex derivative contracts in energy markets.
He is also interested in credit markets and the pricing of large portfolio credit baskets contracts. His other research interests include random walks and diffusion in random and fractal environments, rough paths, branching processes, random matrices and particle systems.
Hambly, B.M. (2011) Asymptotics for functions associated with heat flow on the Sierpinski carpet, Canadian Journal of Mathematics. 63 (1), 153-180.
Hambly, B.M. and Croydon, D.A. (2010) Spectral asymptotics for stable trees. Electronic Journal of Probabilities. 15, 1772—1801.