Dr Dudley Gilder

Lecturer in Finance

Finance & Accounting Group

• Phone: 0121 204 3358
• email: d.gilder@aston.ac.uk
• Room: ABS423

Profile

I joined Aston Business School as a Lecturer in Finance in September 2010. Prior to this I was a PhD student at Lancaster University. My thesis investigated the application of high-frequency data in the identification of jumps in stock prices and in improving forecasts of the covariance matrix.

Qualifications & Education  

• MSc in Finance, Lancaster University, 2006

• BSc in Biology and Finance, Keele University, 2005
  

Teaching activity

In the academic year 2010-2011 I am responsible for the following modules:

• BFM206 – Business Finance

• BFM114 – Quantitative Methods for Finance
  

Research interests

My research interests are:

• Financial econometrics

• Jumps in financial time series

• Volatility and Covariance forecasting

• Option-implied risk-neutral distributions