Frontiers in Quantitative Finance Seminar Series

Frontiers in Quantitative Finance is a monthly seminar series which brings novel research on quantitative modelling in finance and risk management to a broad audience of academic researchers, industry professionals and regulators.  

The  seminar provides a forum for academics and practitioners to discuss and debate new ideas in the modelling, management and regulation of financial risks and an opportunity for networking. Students, academics and professionals from the finance and government sector are welcome to attend the seminar and the reception. Attendance is free of charge but requires prior online registration.

Frontiers in Quantitative Finance is brought to you by the Oxford Mathematical and Computational Finance Group and sponsored by CitiGroup.

Upcoming events

To obtain more information and to register please click on the seminar title:

23 January 2020: Robert Almgren (Quantitative Brokers): Execution Cost Analysis for Futures Trading


Past events

12 December 2019: Antoine Savine (Danske Bank): Deep analytics for risk management

21 November 2019:  Pierre Henry-Labordere (SocGen) Some Applications of Machine Learning in Quantitative Finance

17 October 2019: Matthias Arsndorf (JP Morgan)  Credit Value adjustments for central clearing

13 June 2019: Lisa Goldberg (Aperio Group) Better Betas

22 May 2019: Roel Oomen (Deutsche Bank) Price signatures

24 April 2019: Hans Bühler (JP Morgan) Deep Hedging: from theory to practice

26 March 2019: Mathieu Rosenbaum (Ecole Polytechnique) Ranking the market makers

27 Feb 2019: Mourad Berrahoui (Lloyds) Counterparty trading limits revisited