Quantitative Methods for Finance
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
Grants and projects within the School of Mathematics
The School of Mathematics has received a number of research grants from funding bodies over the years. Learn more about the current grants and projects on offer through our Research Portal.
Seminars and events
Seminars in Mathematical Finance usually take place every week during term time. For more information, or to be added to the mailing list, please contact maths-seminars@contacts.bham.ac.uk.