Quantitative Methods for Finance 

Computer terminal displaying asset price graph

The QMF research group utilises mathematical, statistical, and numerical methods to solve complex problems in finance.

Research topics include

  • pricing and hedging of derivative securities,
  • interest rate modelling and structured debt products,
  • algorithmic/automated trading strategies,
  • asset pricing and portfolio management,
  • risk measurement and management (credit risk, Basel Accord, etc),
  • stochastic analysis and stochastic differential equations,
  • real options,
  • numerical methods and Monte-Carlo techniques,
  • pattern recognition and machine learning in financial time series,
  • real estate derivatives,
  • energy derivatives,
  • applications to a variety of FinTech products.
The group has a number of PhD studentships available:  Please contact Professor Jamie Alcock for further information.

Group members