Dr. Finbarr MURPHY is Head of Department, Accounting and Finance, and Senior Lecturer in Quantitative Finance and Emerging Risk at the University of Limerick. A computer engineering graduate, Finbarr worked for over 10 years in investment banking before returning to academia and completing his PhD in 2010. Finbarr has authored or co-authored over 70 refereed journal papers, edited books and book chapters. His research has been published in leading research journals in his discipline such as Nature Nanotechnology, Small, Transportation Research A-F and the Review of Derivatives Research. A former Fulbright Scholar and Erasmus Mundus Exchange Scholar, Finbarr has delivered numerous guest lectures in America, mainland Europe, Israel, Russia, China and Vietnam. His research interests include quantitative finance and more recently, emerging technological risk. He is currently engaged in several EU H2020 projects and Irish Science Foundation Ireland (SFI) projects.
I am involved in a number of research areas, approximately divided into two main areas;
Quantitative Finance: I worked for ten years as an analyst and derivative trader in investment banking. As such I have a lot of professional experience and this supports an natural interest in quantitative finance. I have published in the areas of econometric finance, empirical and quantitative finance. I am collaborating with a number of colleagues from the University of Texas at Austin in the area of commodity finance models. I also have two PhD students working on a range of areas from fixed income empirics to commodity jump diffusions.
Emerging Risk Analysis: Since 2012 I have collaborated on a number of EU Framework 7 projects in the area of emerging risk analysis. I am involved in two++ active projects and have completed two H2020 submissions with another two in the process of submission. These projects have resulted in a number of high impact journal publications, notably in Nature Nanotechnology and Nanomedicine & Nanobiotechnology. This research area between emerging technology and the insurance industry is of particular interest to a number of stakeholders and requires a good deal of cross disciplinary research activity.
++ SUN (Sustainable Nanotechnologies) - European Commission Framework Programme 7 (FP7) project. Project number 604305, Call (part) identifier FP7-NMP-2013-LARGE-7. Estimated project cost is 13,520,634.40
++ SANOWORK (Safe Nano Worker Exposure Scenarios) - European Commission Framework Programme 7 (FP7) project. Project number 280716, Call (part) identifier FP7-NMP-2011-SMALL-5. Estimated project cost is 4,787,694.70
- 2014 - Scholarship within the Erasmus Mundus Action 2 (EMA2) Lotus Unlimited project
- 2014 - Postgraduate Course of the Year - Business - Short Listed
- 2012 - Fulbright Scholar
- 2012 - Postgraduate Course of the Year - Business - Short Listed
- 2011 - Postgraduate Course of the Year - Business - Winner
- 2004 University of Limerick - Master of Arts
- 1992 University of Limerick - Bachelor of Engineering
- 2001 UBS Warburg - Fixed Income Quantitative Product Specialist
- 1999 Alatto Technologies Ltd - CEO
- 1995 Merrill Lynch (London) - Vice President and Senior Convertible Bond Arbitrage trader
- 1994 Merrill Lynch (Japan). - Lead Systems Developer
- 1993 Credit Suisse First Boston (CSFB) Japan - Back Office IT Developer
- 2000 Member, Institute of Engineers of Ireland (IEI)
- 1997 Member, National Association of Securities Dealers (NASD)
- 1997 Member, Securities & Investment Institute (UK)
A Bayesian Regression Methodology for Correlating Noisy Hazard and Structural Alert Parameters of Nano-Materials
McAlea, E., Murphy, F and Mullins, M.
Managing Risk in Nanotechnology - Topics in Governance, Assurance and Transfe
Nanomaterials and Nanotechnology Firms: A typology
Carroll, A., Mullins, M., Murphy, F., McAlea, E. and Hester, K.
Managing Risk in Nanotechnology - Topics in Governance, Assurance and Transfer
Insurance market perception of nanotechnology and nanomaterials risks
Baublyte, L.; Mullins, M.; Murphy, F.; Tofail, S. A. M
Handbook of Clinical Nanomedicine: Law, Business, Regulation, Safety and Risk
Implied Risks from the Credit Curve - Evidence from European Credit Derivatives
Murphy, F., Murphy, B.
Journal of Business & Policy Research
Convertible Bonds: Valuation Principles and Arbitrage Trading Strategies
Murphy, B; Murphy, F
Peer Reviewed Journal
Common Law and Nanotechnology: The issue of toxicity in tort litigation
Hester, K; Mullins, M; Murphy, F; Tofail S. A. M.
The link between jet fuel prices, carbon credits and airline firm value
Murphy, F., Li, N., Murphy, B. M., and Cummins, M.
Journal of Energy Markets
CDOs The Zenith of Moneterisation: Some Ideas from Simmel's Philosophy of Money
Mullins, M., Murphy, F
Philosophy of Management
The Forecasting Efficiency of the Dynamic Nelson Siegel Model on Credit Default Swaps
Shaw, F; Murphy F; O'Brien, F
Research in International Business and Finance DOI: 10.1016/j.ribaf.2012.08.007
Financial Integration in the Americas, Changing Geopolitics and Brazilian Foreign Policy
Mullins, M.; Murphy, F.
Journal of Globalization, Competitiveness and Governability DOI: 10.3232/GCG.2011.V5.N3
The Drivers of European Credit Spread Changes
Murphy, F; Murphy, B
International Review of Business Research Papers
A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets
Murphy F., Murphy B.
Journal Of Economics And Finance DOI: 10.1007/s12197-010-9122-2
Implied Risks from the Credit Curve Evidence from European Credit Derivatives
Murphy, F; Murphy, B
Journal of Business & Policy Research
Financial Globalisation, State Autonomy and Modern Financial Instruments: The Case of Brazil
Mullins, M; Murphy, F
Globalizations DOI: 10.1080/14747730903298645
Do Credit Derivatives Dampen Political Risk: The Case of Brazil Post 1998
Mullins, M; Murphy, F; Garvey JF
Journal of Globalization, Competitiveness and Governability DOI: 10.3232/GCG.2008.V2.N2.02