AProf Toby Daglish

AProf Toby Daglish profile picture

Honours Programme Director School of Economics and Finance

Courses

Teaching in 2019

Qualifications

BSc (Hons) University of Canterbury
PhD University of Toronto

Research interests

Derivatives, Financial Engineering, Risk Management, Financial Econometrics, Portfolio Theory, Energy Economics and Auctions.

Publications

  • 'Auctioning the digital dividend: A model for spectrum auctions’ (with Yigit Saglam and Phuong Ho), International Journal of Industrial Organization, 53 (2017), pp. 63-98.
  • 'Can market power in the electricity spot market translate into market power in the hedge market?' (with Gabriel F. de Braganca), Energy Economics, 58 (2016), pp. 11-26.
  • 'Consumer governance in electricity markets', Energy Economics, 56 (2016), pp. 326-337.
  • 'Sailing the illiquid seas of foreign exchange markets' (with Phuong Ho), Competition and Regulation Times, Issue 44 (2014), pp. 3.
  • 'The grape escape' (with Guy Robinson), Competition and Regulation Times, Issue 44, 2014, pp. 6-7.
  • 'ISCR research agenda for 2013' (with Christine Southey), Competition and Regulation Times, Issue 43, 2014, pp. 1-3.
  • 'The valuation of equity futures on the Tokyo stock exchange: 1920- 1923' (with Lyndon Moore), Journal of Futures Markets, 33, 7 (2013), pp. 601-628.
  • 'Is the 'digital dividend' spectrum overpriced' (with Phuong Ho and Yigit Saglam), Competition and Regulation Times, Issue 41, 2013, pp. 12.
  • 'The fun(ding) of farming's future', Competition and Regulation Times, Issue 40 (2013), pp. 3.
  • 'Fixed come hell or high water: Selection and prepayment of fixed rate mortgages outside the US' (with Nimesh Patel), Real Estate Economics, 40, 4 (2012), pp. 709-743.
  • 'Divvying up the "Digital Dividend" ' (with Phuong Ho and Yigit Saglam), Competition and Regulation Times, Issue 38 (2012), pp. 1-2.
  • 'Valuing an SOE's equity', Competition and Regulation Times, Issue 37 (2012), pp. 1-3.
  • 'Does the dog wag the tail or...?' (with Lyndon Moore), Competition and Regulation Times, Issue 34 (2011), pp. 6-7.
  • 'Breaking the bank' (with Nimesh Patel), Competition and Regulation Times, Issue 32 (2010), pp. 1-3.
  • 'Lattice methods for no-arbitrage pricing of interest rate securities', Journal of Derivatives, 18, 2 (2010), pp. 7-19.
  • 'What motivates a subprime borrower to default?', Journal of Banking and Finance, 33, 4 (2009), pp. 681-693.
  • 'Volatility Surfaces; Theory, Rules of Thumb and Empirical Evidence' (with John Hull and Wulin Suo), Quantitative Finance, 7, 5 (2007), pp. 507-524.
  • 'A Pricing and Hedging Comparison of Parametric and Nonparametric Approaches for American Index Options', Journal of Financial Econometrics, 1, 3 (2003), pp. 327-364.

Courses

Teaching in 2019