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WELCOME TO THE HOMEPAGE OF PROFESSOR RICHARD C. STAPLETON
I am Professor of Finance at Manchester
University, UK. I am also a Professorial
Fellow at the University
of Melbourne, Australia.
My main activities are Research and Teaching.
You can see a brief description of the main areas of my research
and download my current working papers in the research area.
You can view my current teaching activities and course
outlines here.
I am an active consultant mainly to financial institutions.
You can view a list of organisations and topics here.
RECENT PUBLICATIONS
[for full list, you can download my cv]
'Risk taking with additive and multiplicative background risk'
(with G. Franke and H. Schlesinger)
Journal of Economic Theory 146, 4, July 2011, 1275-1732 Download here
'Asset Pricing in Discrete Time: A Complete Market Approach'
(with Ser-Huang Poon)
Oxford University Press 2005 Buy Online here
'Multiplicative Background Risk'
(with G. Franke and H. Schlesinger)
Management Science January 2006, 52, 1, 146-153
'Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options'
(with G Franke and J Huang)
Review of Derivatives Research 2006, 9, 213-237
'Richardson Extrapolation Techniques for the pricing of American-style options'
(with CC Chang and SL Chung)
The Journal of Futures Markets 2007, 27, 8, 791-817
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