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Simon Hubbert

PhD (Lond)

Senior Lecturer in Mathematical Finance
Programme Director:
MSc Financial Risk Management
MSc Finance with advanced Pathways

Research interests

  • Approximation theory
  • optimisation and mathematical finance

Before joining Birkbeck Simon worked for the Debt Management Office, a branch of HMTreasury, as a risk analyst. He has also engaged in consultation work with IBM-global service on a range of projects covering risk management and pricing.

RBF Finance Network

Publications include

  • S. Hubbert, (2006) ‘Analytical Approaches to Non-Linear Value at Risk’ an educational series in Risk Management, Henry Stewart Publications, London, to appear
  • S. Hubbert and S. Muller (2006) ‘Interpoaltion using Circular Basis Functions’ Numerical Algorithms, to appear
  • S. Hubbert and T. Morton (2004) ‘Error Estimates for Radial Basis Function Interpolation on the Sphere’ J. Approx. Theory, Volume 129, Number 1, 58–77


Contact details

Phone: +44 (0) 20 7631 6404
Room: 756
Office Hours: email by appointment

Current news

  • ESRC Postdoctoral Fellowships

    The UCL, Bloomsbury and East London DTP invites applications for three postdoctoral fellowships (PDFs) to be based within departments at the partner institutions within the Doctoral Training Partnership (DTP): University College London, Birkbeck, the London School of Hygiene & Tropical Medicine, the School of Oriental and African Studies, and the University of East London.

  • Competition for ESRC Studentships for October 2018 entry is now open

    ESRC PhD Scholarships for 2018 entry are available via UCL, Bloomsbury and East London Doctoral Training Partnership (DTP) for suitable candidates.

  • Sundstrom Scholarships for 2017/18 Entry

    Two Home/EU scholarships for MSc programmes are available in the Department of Economics, Mathematics and Statistics.