Department of Mathematical Sciences
Professor Alex Cox
Alex is interested in questions arising in Probability and their applications in Mathematical Finance, particularly questions which relate to robustness and model-independence when considering the pricing and hedging of financial derivative contracts. His research uses tools such as optimal control, optimal stopping, optimal Skorokhod embedding, optimal martingale transport, Brownian motion, and related Markov processes.
Alex Cox on the University of Bath Research Portal
Andreas was instrumental in the development of SAMBa and was Co-Director from its inception until the end of 2022. He has left the University of Bath to take up the role of Chair of Probability at the University of Warwick.
Tom’s research interest is in medical statistics, with a particular focus on the design and analysis of adaptive clinical trials.