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Dr Dudley Gilder

Finance Group

Mr Dudley Gilder

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.

Position: Lecturer in Finance 
Phone: 0121 204 3358
Email: d.gilder@aston.ac.uk
Room: ABS423

  • Ph D in Finance, Lancaster University,2011. 

  • MSc in Finance, Lancaster University, 2006
  • BSc in Biology and Finance, Keele University, 2005
  • Lecturer in Finance, Aston Business School. (2011 - Present) 

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

  • BFM114, Quantitative Methods for Finance
  • BFM206, Business Finance
  • BFMDISS, MSc Dissertation
  • BUP100, Undergraduate Placement Assessment
  • Financial Econometrics
  • Jumps in financial time series
  • Volatility and Covariance forecasting
  • Option-implied risk-neutral distributions
  • Asset price dynamics

  • Gilder, Dudley, De Cesari, Amedeo (Co-Principal), De Nahlik, C (Principal), "Ethical behaviour and academic integrity: contemporary practice," Sponsored by Sponsored by The Higher Education Academy - BMAF Subject Centre, £ (GBP) 5,000.00. (September 27, 2011 - February 29, 2012) 
  •  Fellow, The Higher Education Academy. (2013 - Present) 

Journal Publications

  • Gilder, D., Shackleton, M. B., Taylor, S. J. (2014). Cojumps in stock prices: Empirical evidence. Journal of Banking and Finance. 

 Presentations Given

  • Gilder, D., ., International Conference on Computational and Financial Econometrics, "Covariance forecasting using high-frequency data and a single factor model," Oviedo, Spain. (December 2012)
  • Gilder, D., International Conference of the Financial Engineering and Banking, "Cojumps in stock prices: Empirical evidence," London,UK. (June 2012)
  • Gilder, D., International Symposium: “Living with volatility: Time varying correlation and volatility, "Cojumps in stock prices: Empirical evidence," Wolverhampton, UK. (May 2012)
  • Gilder, D., High Frequency Research Training Workshop, "Jumps and cojumps in stocks: Empirical evidence and properties," Marie Curie Initial Training Network, Berlin. (May 2011)
  • Gilder, D., European Financial Management Association Annual Meeting, "Covariance Forecasting using High-Frequency Return, Daily Return and Option Data.," Aarhus, Denmark. (June 2010)
  • Gilder, D., European Financial Management Association Annual Meeting, "An empirical investigation of jumps and cojumps in US equities," Milan. (June 2009)

 

Administrative Roles and Responsibilities

  • Finance Group Representative on the Research Committee, University. (2014 - Present)

Employable Graduates; Exploitable Research