Professor Michael Dempster is Professor Emeritus at the Department of Pure Mathematics and Statistics, University of Cambridge.
BA (Tor) MA (Oxon) MA (Cantab) MS PhD (CMU) Linceo FIMA Hon FIA
Michael A H Dempster is Managing Director of Cambridge Systems Associates Limited and Professor Emeritus, Centre for Financial Research, Department of Pure Mathematics and Statistics, University of Cambridge.
Michael Dempster has taught and researched in leading universities on both sides of the Atlantic, including Oxford, Cambridge, Stanford, California-Berkeley, Princeton, Toronto and Rome, and is currently founding Editor-in-Chief of Quantitative Finance and an Associate Editor of Stochastics, Computational Finance and the Journal of Risk Management in Financial Institutions. He founded the Centre for Financial Research in Cambridge University, has been consultant to a number of global financial institutions and several governments and is regularly involved in executive education in financial engineering and risk management around the world. Author of over 110 published research articles in leading international journals; his books include Stochastic Programming, Derivative Securities (with S R Pliska), Risk Management: Value at Risk and Beyond, Quantitative Fund Management (with G Mitra and G Pflug), Stochastic Optimization Methods in Finance and Energy (with M Bertocchi and G Consigli) and Commodities (with K Tang, in press). His work has won several awards and he is an Honorary Fellow of the UK Institute of Actuaries and a foreign member of the Accademia Nazionale dei Lincei (Italian Academy)