Alex Cox is a member of the Department of Mathematical Sciences. Prof Cox has worked in Probability, Stochastic Control Theory, and connections to Mathematical Finance. He has made important contributions to the theory of model-independent methods for derivative pricing, and the Skorokhod Embedding problem. Recently, as part of a Bath-based nuclear research group, he has been working on Monte Carlo methods for the Neutron Transport Equation in collaboration with the ANSWERS nuclear software service at Jacobs Engineering Group. As part of his fellowship in the IMI, he will be working on developing these ideas, as well as pushing into new applications in medical therapy (Proton Therapy) with IMI Fellow T. Pryer and IMI Director A. Kyprianou.
Prof. Alex Cox