The Mathematical Finance section is part of the Department of Mathematics of Imperial College London. Members of the Mathematical Finance section carry out research in the mathematics of financial markets. Many different areas of research are being pursued in the section, including fundamental work in stochastic analysis, the development of new models for the dynamics of asset prices, and the solution of specific problems arising in the finance industry, such as those associated with the pricing and hedging of complex financial instruments. Some of this research is undertaken in association with investment banks and other financial institutions. In the Department of Mathematics there is related research in probability theory, numerical analysis, and statistics. We also collaborate with other units at Imperial College carrying out finance-related research, including the Imperial College Business School. Click here for a summary of some current research topics.
The Mathematical Finance section offers an MSc in Mathematics and Finance, designed to prepare graduates in mathematics or other science-based subjects with a high mathematical content for careers as quantitative analysts in the financial services industry. We also offer places for PhD research, some financed by bursaries from the banking industry.
The Mathematical Finance section organises a regular seminar programme in Finance and Stochastics, as well as occasional conferences and workshops. We are a partner in the European research network AMaMeF (Advanced Mathematical Methods in Finance). We are also a partner in the London Graduate School in Mathematical Finance, a consortium of research groups at four London colleges, formed to provide high-level education for PhD students in the area.
