Mark Cummins

Prof, Professor of Financial Technology

  • United Kingdom

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  • 2023

    Financing building renovation: financial technology as an alternative channel to mobilise private financing

    Cummins, M., Lynn, T. & Rosati, P., 30 Jul 2023, Disrupting Buildings: Digitalisation and the Transformation of Deep Renovation. Lynn, T., Rosati, P., Kassem, M., Krinidis, S. & Kennedy, J. (eds.). Cham, p. 153-172 20 p. (Palgrave Studies in Digital Busness and Enabling Technologies).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Open Access
    File
    5 Downloads (Pure)
  • 2020

    Exploring open banking and banking-as-a-platform: opportunities and risks for emerging markets

    Lynn, T., Rosati, P. & Cummins, M., 11 Aug 2020, Entrepreneurial Finance in Emerging Markets: Exploring Tools, Techniques, and Innovative Technologies. Klonowski, D. (ed.). Cham, p. 319-334 16 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    4 Citations (Scopus)
  • 2018

    Addressing information asymmetries in online peer-to-peer lending

    Cummins, M., Lynn, T., Mac an Bhaird, C. & Rosati, P., 7 Dec 2018, Disrupting Finance: Fintech and Strategy in the 21st Century. Lynn, T., Mooney, J. G., Rosati, P. & Cummins, M. (eds.). Cham, Switzerland, p. 15-32 18 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Open Access
    File
    9 Citations (Scopus)
    5 Downloads (Pure)
  • 2015

    Electricity Markets and Products

    Fiorenzani, S., Murphy, B. & Cummins, M., 1 Apr 2015, Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management. Roncoroni, A., Fusai, G. & Cummins, M. (eds.).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    2 Citations (Scopus)
  • Natural Gas Markets and Products

    Cummins, M. & Murphy, B., 1 Feb 2015, Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management. Roncoroni, A., Fusai, G. & Cummins, M. (eds.). p. 135-180 46 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    4 Citations (Scopus)
  • Quantitative spread trading on crude oil and refined products markets

    Cummins, M. & Bucca, A., 1 Jan 2015, Commodities. Dempster, M. A. H. & Tang, K. (eds.). 1st ed. p. 119-147 30 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • 2014

    Econometric Analysis of Energy and Emissions Markets: Multiple Hypothesis Testing Techniques

    Cummins, M., 5 Dec 2014, Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Managemen. Roncoroni, A., Fusai, G. & Cummins, M. (eds.). p. 939-966 28 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Estimating Commodity Term Structure Volatilities

    Roncoroni, A., Brik, R. I. & Cummins, M., 5 Dec 2014, Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management. Roncoroni, A., Fusai, G. & Cummins, M. (eds.). p. 635-657 23 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    2 Citations (Scopus)
  • 2012

    Fast fourier transform option pricing: efficient approximation methods under multi-factor stochastic volatility and jumps

    Charpin, J. P. F. & Cummins, M., 1 Jan 2012, Topics in Numerical Methods for Finance. Cummins, M., Murphy, F. & Miller, J. J. H. (eds.). New York: Springer, p. 115-137 23 p. (Springer Proceedings in Mathematics and Statistics; vol. 19).

    Research output: Chapter in Book/Report/Conference proceedingChapter

    1 Citation (Scopus)
  • 2007

    An Efficient Numerical Method for Pricing Interest Rate Swaptions

    Cummins, M. & Murphy, B., 21 Sept 2007, Numerical Methods for Finance. Miller, J., Edelman, D. & Appleby, J. (eds.). 1 ed. p. 113-147 36 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    1 Citation (Scopus)