About us
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.