The Oxford Mathematical and Computational Finance Group is one of the world's leading research groups in the area of mathematical modeling in finance.
Research Topics include stochastic processes, derivative pricing, multi-level Monte Carlo methods, computational methods for PDEs, credit risk modelling, quantitative risk management, data-driven modeling and machine learning, market microstructure and high-frequency modeling, macro-financial modelling, agent-based modelling and systemic risk.
The group is a partner in the EPSRC Centre for Doctoral Training in Mathematics of Random Systems.
Seminars, workshops and short-courses
Conference on Machine Learning in Finance (Sept 25, 2020)
Stochastic Analysis and Mathematical Finance Seminar (Monday 14:15-16:45)
Mathematical & Computational Finance internal seminar (Thursday 16:00-17:00)