Dr. Brian Byrne
Lecturer in Finance
Email: brian.byrne@tudublin.ie
Tel: +353 1 220 6427
Brian is a lecturer at Technological University Dublin's Aungier Street campus, specialising in Financial Derivatives and Lattice Modelling. His research and teaching focuses on numerical methods for pricing American and Employee Stock Options. He has supervised Ph.D. students in Derivatives Pricing and Bank Fines and developed, in with international partners, an Erasmus+ SME hub for Data Analytics. Brian is the programme coordinator for the MSc in Finance programme.
| Primary Research | Derivatives Pricing, Data Science and Python, |
| Modules | DERI 9000 Derivatives| ACCT 9027 Fixed Income| FNCE 9021 Python for Financial Data Analysis and Modelling |
| Qualifications | PhD in Finance, DCU |MSc in Economics, University College Dublin |
Brian's Research Profile on TU Dublin PURE
Shang, Q., & Byrne, B. (2021). American option pricing: Optimal Lattice models and multidimensional efficiency tests. Journal of Futures Markets, 41(4), 514-535.
Shang, Q., & Bryne, B. (2019). An efficient lattice search algorithm for the optimal exercise boundary in American options. SSRN Electronic Journal.
Byrne, B., Shang, Q., & Zhang, Y. (2018). Accounting for Employee Stock Options: Accelerating Convergence. Available at SSRN 3098879.