Email: l.m.carver@soton.ac.uk
Address: B2, West Highfield Campus, University Road, SO17 1BJ (View in Google Maps)
Laurie Michael Carver is Lecturer in Banking and Finance in Southampton Business School, at the University of Southampton.
Laurie is an interdisciplinary researcher, working at the intersection of finance, mathematics, and computer science. His main research is on derivatives contracts, especially 'pathwise' or model-independent methods of valuation and risk management. He is interested in many aspects of financial economics -- especially market microstructure, equilibrium, efficiency, and regulation. On the pure mathematical side, Laurie also works in functional analysis, especially optimization on locally convex convergence vector spaces.
2021-22
Stock Market Analysis
Advanced Corporate Finance
Time Series Analysis
Financial Risk Management
Computational Finance (Department of Electronics & Computer Science)
2020-21
Computational Finance (Department of Electronics & Computer Science)
2019-20
Financial Risk Management
Laurie Michael Carver joined Southampton Business School as permanent faculty in August 2022, after two years as an Adjunct Lecturer. Prior to that, he earned a PhD in Computer Science from the University of Southampton, and worked as a journalist and editor at Risk magazine. He holds master's degrees from UCLA and Imperial College, and a first class degree in Mathematics from UCL.
PhD, Computer Science. University of Southampton, 2019. Thesis: Pathwise Derivatives Valuation as a Cauchy Problem on the Space of Monte Carlo Paths.
MSc, Mathematics and Finance. Imperial College, 2007.
MA, Pure Mathematics. University of California at Los Angeles, 2005.
MSci, First Class Honours. Mathematics with Theoretical Physics, University College London, 2003.
Senior Staff Writer and Deputy Technical Editor at Risk magazine, 2008-14.