Mathematical Finance Research Groups

1
Mathematical Finance Research Groups

• H-W was one of the first universities in the UK
  to establish a financial maths (as distinct from
  finance, probability or statistics) research
  group.
• It is currently 2 in the UK based on full time
  members (Oxford is the biggest with 12, H-W has
  10, LSE 8, IC has 7, Cambridge 6, Kings 6)
• An important centre with links to all the other
  research groups (incl Birkbeck, Warwick,
  Manchester, City, etc.)
• Has a history of industrial interaction
  (especially in insurance)

2
Teaching

• We offer post-graduate courses in Financial
  Mathematics (with UoE), Quantitative Risk
  Management, Actuarial Science
• Typically 20 students study FM, 50 in Actuarial
  Science, QRM starts Sept 2008.
• We are the only UK institution to teach financial
  mathematics (i.e. stochastic processes applied to
  financial markets) at BSc level.
• Historical restrictions on student numbers mean
  there are only a handful of students taking the
  BSc in FM, this is to grow

3
Energy

• The ERP links leading research groups in
  financial maths and energy
• Both subjects are key strategic areas to the
  university
• UoE/H-W are a Beacons for Public Engagement
• encourage participation and understanding of
  areas of research relevant to public policy such
  as health and life sciences, energy and
  environment

4
Collaboration

• Looking to link with the energy industry and
  academia
• Knowledge Transfer Networks, Knowledge Transfer
  Partnerships, MSc dissertations, BSc
  projects/internships, CPD, consultancy
• NOT cheap labour looking for partnerships and a
  dialogue
• Not exclusive to the ERP
• EPSRC / Smith Institute
• Involvement of Manchester, Strathclyde, Warwick,
  Birkbeck, etc.
• Internationally, Norway, Switzerland, Germany,
  France, etc.