Dr. Jo Kennedy

Biography

Jo Kennedy is an Associate Professor in the Department of Statistics at the University of Warwick, where she has been a faculty member since 1998. Prior to her current position, she held roles at the University of Oxford and the University of Bristol. Her recent research focuses on interest rate derivatives, with particular attention to modeling requirements for market practitioners. She is the co-author of 'Financial Derivatives: Theory and Practice', published by John Wiley & Sons in its second edition in 2004. Jo Kennedy earned her PhD in probability theory from the University of Cambridge, and she completed her undergraduate and MSc degrees at the University of Sydney. Her work has contributed to several publications in the field, including studies on pricing collateralized derivatives, stochastic volatility, and various Markov-functional models.

Research Interests