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Overview

Professor Julian Williams

Professor in Accounting and Finance

BSc, MSc, PhD


Affiliations
AffiliationRoom numberTelephone
Professor in Accounting and Finance in the Business SchoolMHL 144+44 (0) 191 33 45301
Executive Director in the Institute of Hazard, Risk and ResilienceW225, IHRR+44 (0) 191 33 45301

Biography

Since 2019 I have been the executive director of the Durham University Institute of Hazard Risk and Resilience, and was co-director from 2016. My main research is in the area of risk management, risk mitigation and the design of fair institutional structures.

My research training was in applied mathematical modelling and applied stochastic modelling of financial instruments and the valuation of risk. Since 2014 I have been a Professor of Accounting and Finance at Durham university in the Business School specialising in the theory of risk management and in particular the interaction between technology and physical and cyber hazards.

My research interests span from valuation of financial models to understanding the security of physical systems such as transport and critical infrastructure. I have been the scientific director of the European Commission project SECONOMICS, worked on the Technology Strategy Board funded project Cloud Stewardship Economics, lead on Durham’s participation in the SESAR SJU, principle investigator on two industry Fintech projects on international currency risk and derivatives pricing and co-investigator on several other projects including the Living Deltas GCRF hub, where I am co-workpackage lead.

Research interests

  • Market Microstructure
  • Liquidity
  • Trading Behaviour and Algorithmic Trading
  • Information security and operational security for financial firms and governments

Awarded Grants

  • 2017: Bilateral ESRC/FNR: Experimental assessment fo the societal impact of alogrithmic traders in asset markets(£318959.63 from ESRC Centre for Social and Economic Research on Innovation in Genomics (INNOGEN))

Esteem Indicators

  • Futures Mex Patent Application:
    FuturesMEX technologies are the object of the following patent applica- tions: US62/625,428 and PG448130GB ;

Publications

Chapter in book

Conference Paper

Journal Article

Working Paper

Supervision students