Accessibility statement

Alet Roux



I studied at the University of Pretoria (South Africa) as an undergraduate, obtaining degrees in Insurance Science, Applied Mathematics and Mathematical Statistics. After completing an MPhil in Statistical Science at the University of Cambridge, I moved to Hull and then York for my PhD studies. Before joining York in 2007, I was a lecturer at the University of Stellenbosch.

Departmental roles

  • Deputy Head of Department for Teaching
  • Chair, Teaching Committee
  • GTA Coordinator
  • Associate Programme Leader of BSc in Actuarial Science



I have two main areas of interest:

  • The pricing and hedging of options in models with imperfections such as transaction costs and trading constraints, and optimal stopping problems arising from the pricing of American and game options.
  • Novel financial models, for example, models for cryptocurrencies which behave differently from traditional financial assets such as stock prices.

Research group(s)

Mathematical Finance and Stochastic Analysis Research Group

Available PhD research projects

  • Developing efficient algorithms for computing option prices, hedging strategies and optimal stopping times.
  • Developing the option pricing theory in terms of the modern pricing paradigms offered by utility maximization, indifference, expected shortfall, etc.
  • New developments in models for cryptocurrencies, eg incorporation of market attention, delay, calibration to market data.



  • Computational Finance with Python


  • Mathematical Methods of Finance




Contact details

Dr Alet Roux

Tel: +44 1904 32 4596