Worldwide Directory of Finance Faculty
Mark H Salmon
University of Warwick

Contact Information

Phone: 44 (0)2476 574168
Fax: 44(0)2476 523779
Email: Mark.Salmon@wbs.ac.uk

Mailing Address:
Mark H Salmon
University of Warwick
Financial Econometrics Research Centre
Warwick Business School
Coventry, Warwickshire CV4 7AL
United Kingdom

Web Presence

Official Home Page
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Information

Background: Mark H Salmon graduated from London Business School in 1971 with a Masters.

Primary Area of Interest: Econometrics

"His current research interests lie in Empirical Finance, Financial Econometrics and International Macroeconomics -- particularly policy issues relating to European Monetary Union. In the finance area he is pursuing research on the application of mixture models in finance, Extreme Value Theory, VaR and coherent measures of Risk, time deformation and modelling information flow , empirical aspects of micro market structure in foreign exchange markets and the application of nonparametric methods in finance particularly option pricing. "

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