Stochastic processes provide a probabilistic framework to model the time-evolving uncertainty intrinsic to financial markets. By characterising random movements such as asset prices, interest rates ...

With geopolitics increasingly uncertain, many are seeking ways to navigate through challenging times. Nowhere is this more true than in the financial markets, where stakes are high and the future ...

The area of financial mathematics is concerned with the development and the analysis of models that can be of use to the valuation of investments in financial assets. Since the pioneering days of ...

This course is available on the MPhil/PhD in Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available with permission as an outside ...