Portrait of Dr Ioannis Kyriakou

Dr Ioannis Kyriakou

Reader in Actuarial Finance

Bayes Business School, Faculty of Actuarial Science and Insurance

Contact

Visit Ioannis Kyriakou

Room BR5094, Bunhill Row

Postal address

Bayes Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom

About

Overview

Ioannis works in quantitative methods on both the development of numerical techniques and applications in the fields of operations research and management science, finance, actuarial science and sector studies, including derivatives, risk management, shipping, commodities, pension product design and communication, stock returns forecasting and machine learning.

His recent research contributions have appeared in Operations Research, the European Journal of Operational Research, Mathematics of Operations Research, Tourism Management, Transportation Research Parts A and E, Review of Finance, European Financial Management, and others. He has served as a special editor for Risks, the International Journal of Finance & Economics and the Annals of Operations Research, as well as a reviewer for world-leading journals in the fields. He is currently Associate Editor of the Annals of Actuarial Science and member of the management chair committee of the Quantitative Finance and Risk Analysis (QFRA) Symposium.

He is the Director of the world-renowned MSc in Actuarial Science and MSc in Actuarial Management of Bayes Business School (formerly Cass). In addition to his work at City, he has been a visiting professor at the Università del Piemonte Orientale and an affiliate faculty at Cyprus International Institute of Management. Previously he worked for Lloyd’s Treasury and Investment Management.

Ioannis obtained his PhD in Finance from City, following his MSc in Risk and Stochastics from LSE with distinction, and his first-class BSc (Hons) degree in Actuarial Science from City. He holds the Diploma in Actuarial Techniques, is an affiliate member of the Institute and Faculty of Actuaries and acts as an independent examiner at several universities.

Qualifications

  • Diploma in Actuarial Techniques, Institute and Faculty of Actuaries, United Kingdom, 2016
  • Introductory Certificate in Teaching in Higher Education, City, University of London, United Kingdom, 2009
  • BSc (Hons) Actuarial Science, City, University of London, United Kingdom
  • MSc Risk and Stochastics, London School of Economics and Political Science, United Kingdom
  • PhD Finance, City, University of London, United Kingdom

Administrative roles

  • MSc Actuarial Management, Course Director, 2019 – present
  • Bayes London Summer School, Director, 2018 – 2019
  • MSc Actuarial Science, Course Director, 2016 – present
  • MSc Actuarial Science, Admissions Tutor, 2014 – present
  • Executive Advisor, The Actuarial Network at City, 2013 – present

Employment

  • Affiliated Faculty, Cyprus International Institute of Management, 2018 – 2019
  • Visiting Professor, Università del Piemonte Orientale, Jan 2016 – present

Memberships of professional organisations

  • Fellow, Higher Education Academy, 2020 – present
  • Affiliate member, Institute and Faculty of Actuaries, 2016 – present

Awards

  • European Journal of Operational Research (2020) Editors' Award for Excellence in Reviewing
  • Cass Business School (2014) Prize for Excellence in Teaching and Learning
  • Dimitris N. Chorafas Foundation (2009) Prize for outstanding PhD research work
  • EPSRC (Engineering and Physical Sciences Research Council) (2008) Doctoral Training Award

Languages

Greek, Modern (1453-).

Expertise

Primary topics

  • Commodities
  • Mathematical & Quantitative Methods
  • Simulation Methods
  • Asset Pricing
  • Mathematical Finance
  • Financial Markets
  • Actuarial Science
  • Quantitative Finance
  • Derivatives
  • Stochastic Processes

Research

Research topics

Stochastic Asset Modelling

Exotic Derivatives

Freight Market and Energy Commodity Markets

Numerical Methods and Computational Finance

Transform Techniques and Monte Carlo Simulation

Investor Sentiment

Real Assets

Research students

Brian Wesley Muganda

Attendance: 2020 – present

Thesis title: A Dynamic Parallel Algorithm for Derivatives Pricing and Hedging on GPU-CPU Heterogeneous Systems

Role: External Supervisor

Further information: PhD Mathematical Finance and Computing, Institute of Mathematical Sciences, Strathmore University

Zixuan Zhang

Attendance: 2019 – present, full-time

Role: 2nd Supervisor

Cristina Bertolosi

Attendance: 2018 – present, full-time

Role: 2nd Supervisor

Riccardo Brignone

Attendance: 2017 – 2020, full-time

Thesis title: Moment-based approximations for arithmetic averages with applications in derivatives pricing, credit risk and Monte Carlo simulation

Role: External Supervisor

Further information: PhD Statistics and Mathematical Finance, Università degli Studi di Milano-Bicocca

Peter Vodička

Attendance: 2017 – present, full-time

Thesis title: Investment Risk Minimization and Optimization of Future Pension Plans

Role: 2nd Supervisor

Parastoo Mousavi

Attendance: 2017 – present, full-time

Thesis title: Forecasting Benchmarks of Long-Term Stock Returns via Machine Learning

Role: 1st Supervisor

Salvatore Scognamiglio

Attendance: 2016 – 2019, full-time

Thesis title: Machine Learning in Actuarial Science and Insurance: Relevant Applications and New Developments

Role: External Supervisor

Further information: PhD Economics, Statistics and Sustainability, Università degli Studi di Napoli Parthenope

Publications

Books (2)

  1. (2020). Machine Learning in Insurance. MDPI. ISBN 978-3-03936-447-3.
  2. Kyriakou, I. (2015). Introduction to Probability and Statistics. McGraw-Hill Education. ISBN 978-0-07-717765-2.

Internet publication

  1. Nomikos, N., Kyriakou, I., Papapostolou, N. and Pouliasis, P. (2013). A New Framework for Pricing Freight Option A New Model for Freight (2012).

Journal articles (38)

  1. Gerrard, R., Kyriakou, I., Nielsen, J.P. and Vodička, P. (2023). On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. European Journal of Operational Research, 307(2), pp. 948–962. doi:10.1016/j.ejor.2022.10.003.

    [publisher’s website]

  2. Kyriakou, I., Brignone, R. and Fusai, G. (2023). Unified Moment-Based Modeling of Integrated Stochastic Processes. Operations Research. doi:10.1287/opre.2022.2422.

    [publisher’s website]

  3. Pilbeam, K., Beckmann, J., Kyriakou, I. and Liu, J. (2023). Celebrating the 27th anniversary of International Journal of Finance and Economics and shaping the future. International Journal of Finance & Economics, 28(1), pp. 5–8. doi:10.1002/ijfe.2743.

    [publisher’s website]

  4. Zhao, J., Dong, K., Dong, X., Shahbaz, M. and Kyriakou, I. (2022). Is green growth affected by financial risks? New global evidence from asymmetric and heterogeneous analysis. Energy Economics, 113, pp. 106234–106234. doi:10.1016/j.eneco.2022.106234.

    [publisher’s website]

  5. Asimit, A.V., Kyriakou, I., Santoni, S., Scognamiglio, S. and Zhu, R. (2022). Robust Classification via Support Vector Machines. Risks, 10(8), pp. 154–154. doi:10.3390/risks10080154.

    [publisher’s website]

  6. Das, M.K., Tsai, H., Kyriakou, I. and Fusai, G. (2022). Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions. Operations Research, 70(4), pp. 1984–1995. doi:10.1287/opre.2021.2257.

    [publisher’s website]

  7. Kyriakou, I. and Tsanakas, A. (2022). Efficient evaluation of alternative reinsurance strategies using control variates. European Actuarial Journal, 12(1), pp. 425–431. doi:10.1007/s13385-022-00304-6.

    [publisher’s website]

  8. Gomez-Valle, L., Kyriakou, I., Martinez-Rodriguez, J. and Nomikos, N. (2021). Estimating risk-neutral freight rate dynamics: A nonparametric approach. Journal of Futures Markets, 41(11), pp. 1824–1842. doi:10.1002/fut.22244.
  9. Kyriakou, I., Mousavi, P., Nielsen, J.P. and Scholz, M. (2021). Short-Term Exuberance and Long-Term Stability: A Simultaneous Optimization of Stock Return Predictions for Short and Long Horizons. Mathematics, 9(6), pp. 620–620. doi:10.3390/math9060620.

    [publisher’s website]

  10. Kyriakou, I., Mousavi, P., Nielsen, J.P. and Scholz, M. (2021). Forecasting benchmarks of long-term stock returns via machine learning. Annals of Operations Research, 297(1-2), pp. 221–240. doi:10.1007/s10479-019-03338-4.

    [publisher’s website]

  11. Brignone, R., Kyriakou, I. and Fusai, G. (2021). Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models. Insurance: Mathematics and Economics, 96, pp. 232–247. doi:10.1016/j.insmatheco.2020.12.002.

    [publisher’s website]

  12. Kyriakou, I., Mousavi, P., Nielsen, J.P. and Scholz, M. (2020). Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case. Mathematics, 8(6), pp. 927–927. doi:10.3390/math8060927.

    [publisher’s website]

  13. Asimit, V., Kyriakou, I. and Nielsen, J.P. (2020). Special Issue “Machine Learning in Insurance”. Risks, 8(2), pp. 54–54. doi:10.3390/risks8020054.

    [publisher’s website]

  14. Marchese, M., Kyriakou, I., Tamvakis, M. and Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 88, pp. 104757–104757. doi:10.1016/j.eneco.2020.104757.
  15. Gambaro, A.M., Kyriakou, I. and Fusai, G. (2020). General lattice methods for arithmetic Asian options. European Journal of Operational Research, 282(3), pp. 1185–1199. doi:10.1016/j.ejor.2019.10.026.

    [publisher’s website]

  16. Ballotta, L., Fusai, G., Kyriakou, I., Papapostolou, N.C. and Pouliasis, P.K. (2020). Risk management of climate impact for tourism operators: An empirical analysis on ski resorts. Tourism Management, 77, pp. 104011–104011. doi:10.1016/j.tourman.2019.104011.

    [publisher’s website]

  17. Kyriakou, I., Pantelous, A.A., Sermpinis, G. and Zenios, S.A. (2019). Preface: application of operations research to financial markets. Annals of Operations Research, 282(1-2), pp. 1–2. doi:10.1007/s10479-019-03400-1.

    [publisher’s website]

  18. Cuthbertson, K., Kyriakou, I., Sermpinis, G. and Pantelous, A.A. (2019). Special issue of the
    International Journal of Finance and Economics
    innovations in finance, economics, risk management, and policy.     International Journal of Finance & Economics, 24(4), pp. 1407–1408. doi:10.1002/ijfe.1738.

    [publisher’s website]

  19. Gerrard, R., Hiabu, M., Kyriakou, I. and Nielsen, J.P. (2019). Communication and personal selection of pension saver’s financial risk. European Journal of Operational Research, 274(3), pp. 1102–1111. doi:10.1016/j.ejor.2018.10.038.

    [publisher’s website]

  20. Corsaro, S., Kyriakou, I., Marazzina, D. and Marino, Z. (2019). A general framework for pricing Asian options under stochastic volatility on parallel architectures. European Journal of Operational Research, 272(3), pp. 1082–1095. doi:10.1016/j.ejor.2018.07.017.

    [publisher’s website]

  21. Gerrard, R., Hiabu, M., Kyriakou, I. and Nielsen, J.P. (2018). Self-selection and risk sharing in a modern world of lifelong annuities-Abstract of the London Discussion. British Actuarial Journal. doi:10.1017/S1357321718000272.
  22. Pouliasis, P.K., Papapostolou, N.C., Kyriakou, I. and Visvikis, I.D. (2018). Shipping equity risk behavior and portfolio management. Transportation Research Part A: Policy and Practice, 116, pp. 178–200. doi:10.1016/j.tra.2018.06.016.

    [publisher’s website]

  23. Kyriakou, I., Pouliasis, P.K., Papapostolou, N.C. and Nomikos, N.K. (2018). Income uncertainty and the decision to invest in bulk shipping. European Financial Management, 24(3), pp. 387–417. doi:10.1111/eufm.12132.

    [publisher’s website]

  24. Gerrard, R., Hiabu, M., Kyriakou, I. and Nielsen, J.P. (2018). Self-selection and risk sharing in a modern world of life-long annuities. British Actuarial Journal, 23. doi:10.1017/s135732171800020x.

    [publisher’s website]

  25. Kyriakou, I., Pouliasis, P.K., Papapostolou, N.C. and Andriosopoulos, K. (2017). Freight derivatives pricing for decoupled mean-reverting diffusion and jumps. Transportation Research Part E: Logistics and Transportation Review, 108, pp. 80–96. doi:10.1016/j.tre.2017.09.002.

    [publisher’s website]

  26. Pouliasis, P., Kyriakou, I. and Papapostolou, N. (2017). On equity risk prediction and tail spillovers. International Journal of Finance & Economics, 22(4), pp. 379–393. doi:10.1002/ijfe.1594.

    [publisher’s website]

  27. Papapostolou, N.C., Pouliasis, P.K. and Kyriakou, I. (2017). Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity. Transportation Research Part E: Logistics and Transportation Review, 104, pp. 36–51. doi:10.1016/j.tre.2017.05.007.

    [publisher’s website]

  28. Ballotta, L., Gerrard, R. and Kyriakou, I. (2017). Hedging of Asian options under exponential Lévy models: computation and performance. The European Journal of Finance, 23(4), pp. 297–323. doi:10.1080/1351847x.2015.1066694.

    [publisher’s website]

  29. Papapostolou, N.C., Pouliasis, P.K., Nomikos, N.K. and Kyriakou, I. (2016). Shipping investor sentiment and international stock return predictability. Transportation Research Part E: Logistics and Transportation Review, 96, pp. 81–94. doi:10.1016/j.tre.2016.10.006.

    [publisher’s website]

  30. Kyriakou, I., Nomikos, N.K., Papapostolou, N.C. and Pouliasis, P.K. (2016). Affine-Structure Models and the Pricing of Energy Commodity Derivatives. European Financial Management, 22(5), pp. 853–881. doi:10.1111/eufm.12071.

    [publisher’s website]

  31. Kyriakou, I., Pouliasis, P.K. and Papapostolou, N.C. (2016). Jumps and stochastic volatility in crude oil prices and advances in average option pricing. Quantitative Finance, 16(12), pp. 1859–1873. doi:10.1080/14697688.2016.1211798.
  32. Fusai, G. and Kyriakou, I. (2016). General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options. Mathematics of Operations Research, 41(2), pp. 531–559. doi:10.1287/moor.2015.0739.

    [publisher’s website]

  33. Ballotta, L. and Kyriakou, I. (2015). Convertible bond valuation in a jump diffusion setting with stochastic interest rates. Quantitative Finance, 15(1), pp. 115–129. doi:10.1080/14697688.2014.935464.

    [publisher’s website]

  34. Kyriakou, I. (2015). Number crunching (2015). Finance & Management Magazine, (Issue 234, July/August 2015), pp. 12–13.

    [publisher’s website]

  35. Papapostolou, N.C., Nomikos, N.K., Pouliasis, P.K. and Kyriakou, I. (2014). Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market*. Review of Finance, 18(4), pp. 1507–1539. doi:10.1093/rof/rft037.

    [publisher’s website]

  36. Ballotta, L. and Kyriakou, I. (2014). Monte Carlo Simulation of the CGMY Process and Option Pricing. Journal of Futures Markets, 34(12), pp. 1095–1121. doi:10.1002/fut.21647.
  37. Nomikos, N.K., Kyriakou, I., Papapostolou, N.C. and Pouliasis, P.K. (2013). Freight options: Price modelling and empirical analysis. Transportation Research Part E: Logistics and Transportation Review, 51. doi:10.1016/j.tre.2012.12.001.
  38. Černý, A. and Kyriakou, I. (2011). An improved convolution algorithm for discretely sampled Asian options. Quantitative Finance, 11(3), pp. 381–389. doi:10.1080/14697680903397667.

    [publisher’s website]

Media

  1. Papapostolou, N.C., Nomikos, N.K., Pouliasis, P.K. and Kyriakou, I. (2013). Sentiment index guides asset play (2013).

Scholarly edition

Thesis/dissertation

Working papers (5)

  1. Wei, M., Kyriakou, I., Sermpinis, G. and Stasinakis, C. (2023). Cryptocurrencies and Lucky Factors: The value of technical and fundamental analysis.
  2. Marchese, M., Kyriakou, I., Tamvakis, M. and Di Iorio, F. (2023). Structural changes in asset correlations and macroeconomic fundamentals.
  3. Fusai, G., Kyriakou, I. and Marena, M. (2021). Quantifying model estimation error by regression analysis and resampling.
  4. Hsu, P.-.H., Kyriakou, I., Ma, T.D. and Sermpinis, G. (2021). Informative Covariates, False Discoveries and Mutual Funds Performance.
  5. Muganda, B., Kyriakou, I. and Shibwabo, B. Modelling asymmetric dependence in stochastic volatility: A conditional copula approach.

Professional activities

Consultancy (2)

  1. Lloyd's (Treasury & Investment Management) (Private Sector) (Nov – Dec 2014)
    Review additional products and processes and form an independent opinion as to whether the models are up to date, detailed and parsimonious, and transparent.
  2. Lloyd's (Treasury & Investment Management) (Private Sector) (Dec 2012 – Jan 2013)
    Review specific products and processes and form an independent opinion as to whether the models are:

    Up to date – the methodology is based on the best evidence available to the academic community at the time the models are reviewed

    Detailed and parsimonious – the methodology used results in a model structure that is as simple as possible, while still capturing all essential characteristics and producing the essential and necessary level of detail; that there is a balance between the inclusion of additional characteristics and the need to keep the model manageable, interpretable and evidence-based

    Transparent – the methodology used is transparent. The model results are valuable for the users and the methodology reveals the logical connection between inputs and outputs and does not turn the model into a “black box”

Editorial activity (31)

  1. International Journal of Finance & Economics, Editor, Sep 2021 – present.
  2. Annals of Actuarial Science, Associate Editor, 2021 – present.
  3. Decision Analysis, Referee, 2021 – present.
  4. European Financial Management, Special Co-editor, 2020 – present.
  5. Risks, Topic Editor, 2020 – present.
  6. Machine Learning in Insurance, Special Co-editor, 2018 – 2020.
  7. International Journal of Finance & Economics, Special Co-editor, 2018 – present.
  8. Annals of Operations Research, Special Co-editor, 2017 – 2019.
  9. INFORMS Journal on Computing, Referee, 2017 – present.
  10. Financial Innovation, Referee, 2017 – present.
  11. European Financial Management, Referee, 2017 – present.
  12. Annals of Operations Research, Referee, 2016 – present.
  13. Applied Mathematics and Computation, Referee, 2016 – present.
  14. European Journal of Operational Research, Referee, 2016 – present.
  15. Finance Research Letters, Referee, 2016 – present.
  16. Financial Analysts Journal, Referee, 2016 – present.
  17. Operations Research, Referee, 2016 – present.
  18. International Symposium on Mathematical Sciences and Computing, Referee, 2015.
  19. Journal of Systems Science and Systems Engineering, Referee, 2015 – present.
  20. Mathematics of Operations Research, Referee, 2015 – present.
  21. Quantitative Finance, Referee, 2015 – present.
  22. Palgrave Macmillan Higher Education, Book Reviews Editor, 2014 – present.
  23. Journal of Banking and Finance, Referee, 2014 – present.
  24. Journal of Risk Finance, Referee, 2014 – present.
  25. International Journal of Financial Engineering and Risk Management, Special Co-editor, 2013.
  26. The Engineering Economist, Referee, 2013 – present.
  27. Applied Mathematical Finance, Referee, 2012 – present.
  28. International Journal of Financial Engineering and Risk Management, Referee, 2012 – present.
  29. Review of Derivatives Research, Referee, 2012 – present.
  30. SIAM Journal on Financial Mathematics, Referee, 2012 – present.
  31. Journal of Computational Finance, Referee, 2010 – present.

Events/conferences (19)

  1. Advancing Machine Learning in Finance, Insurance and Economics. (Workshop) (2020). Organising Committee.
    Description: https://www.cass.city.ac.uk/faculties-and-research/actuarial-science-and-insurance/education-and-events/advancing-machine-learning-in-finance-insurance-and-economics
  2. Planning for the end of LIBOR. (Workshop) (2019). Organising Committee.
    Description: https://www.cass.city.ac.uk/faculties-and-research/finance/education-and-events/planning-for-the-end-of-libor
  3. Spring 2016 Conference of the Multinational Finance Society. (Conference) Lemesos, Cyprus (2016).
    Paper: Vessel Valuation: Model Formulation, Estimation and Optimal Investment Decision
    Author: Kyriakou I.
    Co-authors: P. K. Pouliasis, N. C. Papapostolou, N. K. Nomikos
  4. 9th World Congress of the Bachelier Finance Society. (Conference) New York (2016).
    Paper: General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
    Author: Fusai G.
    Co-authors: I. Kyriakou
  5. 2nd Symposium on Quantitative Finance and Risk Analysis (QFRA 2016). (Conference) Rhodes, Greece (2016).
    Paper: Vessel Valuation: Model Formulation, Estimation and Optimal Investment Decision
    Author: Kyriakou I
    Co-authors: P. K. Pouliasis, N. C. Papapostolou, N. K. Nomikos
  6. Energy Finance Conference 2015. (Conference) Bayes Business School (formerly Cass) (2015).
  7. 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015). (Conference) Santorini, Greece (2015).
    Paper: Jumps and stochastic volatility in crude oil prices with application in option pricing
    Author: Kyriakou I.
    Co-authors: I. Kyriakou, P. K. Pouliasis, N. C. Papapostolou
  8. 19th International Congress on Insurance: Mathematics and Economics. (Conference) Liverpool, UK (2015).
    Paper: Pricing Asian options in a general tree model with varying skewness and kurtosis
    Author: Kyriakou I.
    Co-authors: G. Fusai, I. Kyriakou
  9. 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015). (Conference) Santorini, Greece (2015).
    Paper: Real assets investor sentiment and the predictability of stock returns
    Author: Papapostolou N. C.
    Co-authors: N. C. Papapostolou, P. K. Pouliasis, N. K. Nomikos, I. Kyriakou
  10. 4th Energy Finance Christmas Workshop (EFC14). (Workshop) St. Gallen, Switzerland (2014). Invited speaker.
    Paper: Affine-structure models and the pricing of energy commodity derivatives
    Author: Nomikos N. K.
    Co-authors: I. Kyriakou, P. K. Pouliasis, N. C. Papapostolou
  11. Winter 2014 Conference of the Multinational Finance Society. (Conference) Athens, Greece (2014).
    Paper: Affine-structure models and the pricing of energy commodity derivatives
    Author: Pouliasis P. K.
    Co-authors: I. Kyriakou, N. K. Nomikos, N. C. Papapostolou
  12. 8th Conference in Actuarial Science & Finance. (Conference) Samos, Greece (2014).
    Paper: General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options
    Author: Kyriakou I.
    Co-authors: G. Fusai
  13. Investor Sentiment for Real Assets: The Case of Dry-Bulk Shipping Market. (Conference) Bayes Business School (formerly Cass) (2013). Organising Committee.
  14. Investor Sentiment for Real Assets: The Case of Dry-Bulk Shipping Market. (Seminar) London, UK (2013).
    Paper: Investor Sentiment for Real Assets: The Case of Dry-Bulk Shipping Market
    Author: Papapopostolou N. C.
    Co-authors: N. K. Nomikos, P. K. Pouliasis, I. Kyriakou
  15. Cass-ESCP 51st Meeting of the Euro Working Group on Commodities and Financial Modelling. (Conference) London, UK (2013).
    Paper: Pricing of Asian-style options with discrete sampling under affine models: Application and analysis in oil markets
    Author: Kyriakou I.
    Co-authors: N. K. Nomikos, N. C. Papapostolou, P. K. Pouliasis
  16. 17th International Congress on Insurance: Mathematics and Economics. (Conference) Copenhagen, Denmark (2013).
    Paper: Evaluation of discretely sampled Asian option Greeks by convolution
    Author: Kyriakou I.
    Co-authors: L. Ballotta, R. J. Gerrard
  17. Managing the Risks of Commodities and Food Prices Conference. (Conference) London, UK (2012).
    Paper: Freight options: price modelling and empirical analysis
    Author: Nomikos N. K.
    Co-authors: I. Kyriakou, N. C. Papapostolou, P. K. Pouliasis
  18. 2011 Shipping Risk Management Symposium. (Conference) Hamburg, Germany (2011).
    Paper: Freight options: price modelling and empirical analysis
    Author: Nomikos N. K.
    Co-authors: I. Kyriakou, N. C. Papapostolou, P. K. Pouliasis
  19. Third Conference on Numerical Methods in Finance, École des Ponts ParisTech. (Conference) Paris, France (2009).
    Paper: An improved convolution algorithm for discretely sampled Asian options
    Author: Černý A.
    Co-authors: I. Kyriakou

Keynote lectures/speeches (2)

  1. Finance & Stochastics Seminars, University of Sussex. University of Sussex (2017).
  2. 5th NUS Workshop on Risk and Regulation, National University of Singapore. National University of Singapore (2017).

Media appearances (2)

  1. Sentiment index guides asset play. (2013) Lloyd's List (newspaper).
  2. Gauging the mood of shipping. (2013) Lloyd's List (newspaper).

Online article

  1. Wetterderivate für Skiorte ohne Schnee. (2020). Frankfurter Allgemeine