AProf Toby Daglish
Teaching in 2020
- as Course Coordinator and Lecturer
BSc (Hons) University of Canterbury
PhD University of Toronto
Derivatives, Financial Engineering, Risk Management, Financial Econometrics, Portfolio Theory, Energy Economics and Auctions.
- '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.