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about us
Professor Richard Stapleton is at Manchester University, UK,
where he is Professor of Finance. Previously, he was Professor
of Finance at Strathclyde Universty, Lancaster University, Manchester
Business School, a fellow of Churchill College, Cambridge, and
Associate Professor of Finance at New York University. He is
a previous President of the European Finance Association. He
has published more than 40 articles and has published in all
the major journals in Finance, including the Journal of Finance,
the Review of Financial Studies, the Journal of Financial Economics,
the Journal of Banking and Finance, the Journal of Financial
and Quantitative Analysis, Econometrica, the Journal of Economic
Theory, as well as in the Journal of Derivatives and other practitioner
related journals.
His main area of expertise is the theory of finance, specialising
in capital market theory and the valuation of derivative securities.
Recently he has been concentrating on two areas of research,
within this broad area. The first, aims at establishing and
implementing a multi-factor model of the term structure of
interest rates. This is of both academic and practical importance.
The second, explores the relevance of non-hedgeable risks
for the demand and pricing of contingent claims.
Dick works closely with banking institutions and practitioners
in his research, and is an expert on risk management systems
for banks. He is currently an advisor to a major Japanese
bank and has been a consultant to a number of major banking
institutions in New York, London and Frankfurt. He has devised
a number of software products for banking institutions. These
include a cap/floor pricing and hedging model, a swaption
pricing and hedging model, a market risk management system
and a credit risk management system.
Dick works closely with Dan Stapleton, his son, who provides
all programming and development services. After three years
developing in the software industry, he currently works as a
freelance programmer and web developer.
www.rstapleton.com
Professor Stapleton's Homepage
www.danstapleton.com
Dan Stapleton's Homepage
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