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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

  • Sundstrom Scholarships for 2017/18 Entry

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

  • PhD Studentships for 2017/18 Entry

    Applications are invited for full-time PhD studentships in the Department of Economics, Mathematics and Statistics, starting in the academic year 2017/18.

  • PhD Scholarships for 2017

    ESRC PhD Scholarships for 2017 entry are available via UCL, Bloomsbury and East London Doctoral Training Partnership (DTP) for suitable candidates.