Newcastle University London

Staff Profiles

Adrian Euler

Dean of Academic Affairs (Interim)


Adrian, is a finance theorist and practitioner with extensive industry and academic expertise in various disciplines, including areas of finance, mathematical finance, and financial trading, combined with extensive academic leadership. He applies his academic and management skills at the capacity of acting dean of academic affairs and a senior lecturer / associate professor in Finance with scholarship. His current position with the university involves both management and academic responsibilities. 

Adrian’s former education includes  Hon. BSc in Physics (Imperial College), Hon.  ARCS (Royal School of Science), MSc in Semiconductor Science and Technology (Imperial College,  EPSRC studentship - fully funded ), Research D.I.C (Imperial College,  EPSRC studentship - fully funded), and prior to his engagement with doctorate research in Finance as part of an optimal alignment of his research interests in the domain, studied for an MSc in Quantitative Finance.

Adrian’s research  is based on an  axiomatically driven  probabilistic asset and stochastic contingent-claim pricing model, moving both asset and financial derivative pricing to a unified framework, while considering real-time financial trading assumptions, with complimented  empirical testing on various financial instruments, ranging from financial securities, to vanilla options, exotic/barrier options, option trading strategies, and structured products. His research interblends elements of mathematical finance and financial trading with extensive algorithmic finance utilisations that has led to a new set of testable pricing analytics. Adrian  holds a PgCert in Advanced Education,   CCMI  in Management and Leadership. Further more, he   is  FHEA, FRSA, and   Chartered Fellow  of  CMI (CMgr FCMI).

His early industry involvement was highly noted on an industrial optical fibre engineering  programme(recognized with an excellence award) interfacing with  major industry players (i.e. Celestica, Nortel Networks), including  applications of scientific numerical methods, algorithmic modelling, banking operating risk system development lead (in collaboration with Microsoft and interfacing with various potential banking centres in City, such as HSBC, Barclays), and financial software engineering, technology levered management, working for city of London clients on projects including financial computing, commodities trading brokerage, and has legally represented (seller’s tier) various companies in international trade. Adrian’s roles have ranged from engineer, consultant, trainer, lead developer/project manager, financial trader/broker.

Adrian has also an extensive academic experience, holding roles, ranging from lecturer, lead teaching fellow, senior lecturer in various Universities such as Cass Business School (MScs), Coventry University(BSc & MSc), University of London(BScs & MScs), Regent’s University (BScs and MAs), Harriet Watt University (MSc & MBA), and delivered Corporate Finance and Econometrics for Kaplan and London School of Economics. In addition, Adrian has also held successfully programme directorships, and has directly and notably contributed on specific modules, entire programmes (Fibre Options, Computing, Finance-related MScs), enhanced curriculum development, participated (appreciation award) on various programme validation panels and has been noted in various leadership and management aspects.  

Adrian has supervised a considerable number of postgraduate dissertations and has a long track record of excellent delivery across all the universities he has worked. While the first decade of Adrian’s contribution were noted mostly in engineering(electronics, fibre optics,  software / IT& management), his last 11 years were a direct shift and contribution in finance-related domains, following a cross-disciplinary approach in part and  by often combining management with technology and   finance with computing or with a very proactive use of Bloomberg and/or Thomson Reuters Eikon platforms  in a very applied  form of  practice. His leadership roles have often been noted and led to successful exposure and growth of the programmes he contributed and/or led.

Adrian’s areas of expertise:

  • mathematical methods in finance / stochastic finance 
  • numerical recipes / computational finance (VBA/VB/Matlab/C/C /Python /Java/ C#),
  • financial derivatives / structured products,
  • asset pricing / portfolio management / financial risk management,
  • valuation of securities: equity / fixed income /fx /commodities/ funds,
  • corporate finance / financial management, 
  • international finance / global finance,
  • financial modelling / econometrics,
  • business requirements modelling
  • central banking / investment banking,
  • financial  trading / algorithmic trading / simulation,
  • financial software engineering,
  • investment and wealth management,
  • project management / business process management (Oracle EBS / ARIS), 
  • business intelligence solutions / EAI/ERP & business intelligence corporate strategy,
  • artificial intelligence / knowledge based engineering,
  • entrepreneurship and IT / corporate governance.


(a)  Module leader of the MSc in Banking and Finance modules:

    i. LBS8333:Financial Derivatives

   iii. LBS8249 :International Finance

  iv.  LBS8336: Portfolio Management

  iv.. LBS8020: Dissertation

(b)  Supervisor of MSc dissertations


Adrian's current research  is based on a new axiomatic  abstract  stochastic finance asset price  and contingent claim  valuation system  with additional requirements and outlooks of the probability density admixing and measurable price  behavior with expanded degrees of freedom.  It is an axiom-based framework that moves both asset and financial derivative pricing to a unified  and high-level abstraction in its mathematical finance framework, then  tested  through  specific  real-time financial trading scenarios.

The context of  the model is a realistic market, made up of a network of financial intermediaries and products whose prices follow an enhanced  stochastic process, measurable through transformable random variables, and a network of investors (individuals and firms) with rational and measurable preferences and expectations, seeking to maximize the expected utility of their final wealth in a multi-period time horizon.