Stephen Taylor (economist)


Stephen John Taylor is a semi-retired British professor of Finance at Lancaster University Management School, an authority on stochastic volatility models and option prices, a researcher in the areas of financial econometrics and mathematical finance, and an author who has published academic books and influential learned papers in Mathematical Finance, the Journal of Financial and Quantitative Analysis, the Journal of Econometrics and several other academic journals

Early years

Stephen John Taylor was born in 1954 and educated at Bedford Modern School, Trinity College, Cambridge and the University of Lancaster.

Career

Taylor has spent his academic career at Lancaster University where he has been Lecturer in Operational Research, Lecturer in Finance, Reader in Finance and professor of Finance since 1993.
Taylor's current interests include one-minute stock index returns, jumps in asset prices, model-free measures of volatility and forward-looking information revealed by option prices.
He has been an associate editor of several journals including the Journal of Banking and Finance and Mathematical Finance.
He has also been a Visiting Professor at several universities around the world including Beijing University, National Taiwan University, Monash University, University of Queensland, University of Canterbury, University of Auckland, Institute for Advanced Studies , the Norwegian University of Science and Technology and the University of Coimbra.

Selected works

Books