Mathematical and Computational Finance @ Oxford

About us

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 derivative pricing, computational methods, credit risk, quantitative risk management,  market microstructure and high-frequency modeling, macro-financial modeling and systemic risk.

The group is a partner in the EPSRC Centre for Doctoral Training in Mathematics of Random Systems.