Newcastle University London

Staff Profiles

Adrian Euler

Senior Lecturer in Accounting and Finance

Background

Adrian, is a finance theorist and practitioner with extensive industry and academic expertise in various disciplines, including areas of finance, mathematical finance, computational finance,  and financial trading, combined with extensive academic leadership. He applies his academic and management skills as Senior Lecturer / Associate Professor in Accounting and Finance (teaching and scholarship). His current position with the university involves both  academic  and senior project  management responsibilities. He served as Dean of Academic Affairs from July 2017 till June 2019.

Adrian’s former education includes  Hon. BSc & Arcs (Imperial College London - UOL), , MSc & D.I.Sc  (Imperial College London - UOL), and PhD in Finance  (Coventry University).  He  holds a PgCert in Higher Education,   CCMI  in Management and Leadership, Fellowship of HEA, Fellowship  of RSA,  and  is a Chartered Fellow  of  CMI.

His early industry involvement was highly noted on an industrial optical fibre engineering  programme (recognized with the excellence award)  collaborating  with various  industry. partners.

Adrian has  an extensive academic experience in various Universities, among others,   Cass Business School - City University of London, Coventry University, University of London, Regents University London.  In addition, Adrian has also held  programme directorships, and has directly contributed on specific modules,  entire programmes,  programme validation panels,  and has been noted in various leadership and management aspects.  

Adrian has supervised a considerable number of undergraduate and 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), the last 11 years were a direct shift and contribution in finance-related domains, following a cross-disciplinary approach by often combining management with technology  or  finance with computing in an industry immersive  form of  practice. His leadership roles have often been noted and led to successful exposure and growth of the programmes he has contributed and led.


        Adrian’s areas of expertise:
  • mathematical methods in finance / stochastic finance 
  • numerical recipes / computational finance (VBA/VB/Matlab/C/C /Python /R/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.

Teaching

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

           i.          LBS8333:Financial Derivatives

          ii.          LBS8336: Portfolio Management

         iii.          LBS8332 Financial Theory



(b) Module leader of the BSc Accounting and Finance modules:

           i.          LAC2007 Corporate Finance

          ii.           LAC3006 International Financial Management



(c)  Supervisor of BSc  and MSc dissertations



(d) Previously led and taught:

           i.          LBS8204 Central Banking

          ii.          LBS8249 International Finance

         iii.          LBS8020 Dissertation





Research

       Working papers:



  • An Axiom-Driven Stochastic Asset Pricing and Contingent Claim Valuation Framework with Schrodinger PDE Augmentation. 


  • Asset Price Rapprochement with Split PDF Identities and Sturm-Liouville Quantum Fitting. 


  • Computation of Asset Prices in Forward-Time with Eigen-Value Conversion. 


  • Comparative Valuation of Financial Options with Eigen-Value Conversion and Classical Models.


  • A  Newton-Raphson Approach to Cut-Off Time in the Discount Payback Model with Stochastic Payback Expectations. 


  • Peer Learning with Double Flipped Teaching and Learning through Technology, Culture, and Real Time Effects (TCT).