Prof.
Alex Cox

Alexander Cox is a Professor of Probability at the University of Bath. Broadly, he is interested in any problems relating to optimisation under uncertainty. Previous work includes applications in economics and finance.

 

Alexander has done important theoretical work on the Skorokhod Embedding problem, including groundbreaking work establishing connections to Optimal Transport. He has also developed applications of these methods to model-independent pricing and hedging of financial derivatives. In the area of Neutron Transport, he is interested in the mathematics that underpins Monte Carlo methods used in modern software, and developing new simulation techniques.