The research of this group is mainly concerned with mathematical and statistical modeling of systems evolving randomly in space and time. The group has a particularly strong reputation and interest in developing and applying the theory and methods of stochastic processes to financial risk management.

Stochastic Differential Equations and Applicatons. For further information, please contact Ben Goldys.

Seminar Timetable 2008

The research interests of Stochastic Processes and Financial Mathematics group cover a number of different inter-related areas.