Dr Nazem Khan

Nazem Khan, Assistant Professor in the Department of Statistics

About

I am an Assistant Professor in the Department of Statistics at the University of 海角社区. My research lies in mathematical finance, with strong links to risk management, decentralised finance and network theory.

Before returning to 海角社区 in September 2026, I was a Departmental Lecturer at Oxford and a postdoctoral researcher at Dublin City University with Paolo Guasoni. I completed my PhD at 海角社区, supervised by Vicky Henderson and Martin Herdegen.

Contact and links

Email: nazem.khan.1@warwick.ac.uk

Office: 3.12, Mathematical Sciences Building

Office hours: To be confirmed

Academic links

Curriculum vitaeLink opens in a new window

Intercalated Years

In the academic year 2026鈥�27, I am the Intercalated Year Coordinator for the Department of Statistics.

Current 海角社区 Statistics students who are interested in undertaking a year in industry or studying abroad during the 2027鈥�28 academic year are welcome to contact me.

Further information is available in the Intercalated Year Handbook and from the University鈥檚 Student Mobility team.

Teaching

In the academic year 2026鈥�27 I will be:

Tutorial leader for
Module leader for
Delivering a lecture for ST921: Statistical FrontiersLink opens in a new window

Research

Much of my research asks how financial decisions and financial systems can be made robust to adverse outcomes. My work is organised around two principal strands.

Risk, utility and portfolio choice

I study how risk measures and utility functionals shape portfolio choice, arbitrage and pricing. A recurring question is whether a financial criterion responds adequately to the accumulation of large losses, and how this determines the existence, robustness and economic meaning of optimisation problems.

Decentralised finance and resilient networks

I study the design of financial infrastructure when payments, links and failures are costly. This includes payment-channel optimisation and the construction of decentralised networks that balance short routes and strong connectivity against maintenance costs and the concentration of activity at a small number of hubs.

Papers

Publications

(with Martin Herdegen and Cosimo Munari) Mathematical Finance (Forthcoming)
(with Martin Herdegen) Mathematics of Operations Research (2025)
(with Martin Herdegen) Mathematical Finance (2022)

Preprints

(with Paolo Guasoni)
(with Martin Herdegen and Cosimo Munari)
(with Leonardo Baggiani and Martin Herdegen)