Members

  • Harjoat Bhamra

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    Harjoat Bhamra Professor of Finance

    Research keywords

    Asset pricing

    Credit risk

    Inflation

  • Enrico Biffis

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    Enrico Biffis Associate Professor of Actuarial Finance, Academic Director of Centre for Climate Finance and Investment

    Research keywords

    Insurance

    Risk Management

    Climate Risk Analytics

  • Damiano Brigo

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    Damiano Brigo Chair of Mathematical Finance

    Research keywords

    Asset pricing and risk management

    Credit risk and valuation adjustments

    Market impact and optimal execution

  • Tom Cass

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    Tom Cass Professor of Mathematics, Director CDT of Random Systems

    Research keywords

    Rough analysis

    Data science for streams

    Stochastic analysis

  • Lara Cathcart

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    Lara Cathcart Professor of Finance

    Research keywords

    Credit risk

    Behavioural finance

    Climate risk

  • Colin Cotter

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    Colin Cotter Head of Applied Mathematics, Professor of Computational Mathematics

    Research keywords

    Numerical analysis

    Finite elements

    Data assimilation

  • Dan Crisan

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    Dan Crisan Professor of Mathematics

    Research keywords

    SPDEs

    Nonlinear filtering

    BSDEs

  • Pasquale Della Corte

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    Pasquale Della Corte Professor of Finance

    Research keywords

    International finance

    Empirical asset pricing

    Bayesian methods

  • Marco Di Maggio

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    Marco Di Maggio Professor of Finance

    Research keywords

    Fintech

    AI

    Machine learning

  • Philip Ernst

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    Philip Ernst Chair in Statistics, Royal Society Wolfson Fellow

    Research keywords

    Optimal stopping

    Stochastic control

  • Lukas Gonon

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    Lukas Gonon Senior Lecturer in Machine Learning and Mathematical Finance

    Research keywords

    Deep learning

    Reservoir computing

    Quantum machine learning

  • Martin Haugh

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    Martin Haugh Associate Professor of Analytics and Operations

    Research keywords

    Portfolio optimization

    Risk management

  • Rustam Ibragimov

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    Rustam Ibragimov Professor of Finance and Econometrics

    Research keywords

    Risk measures

    Crises and extremes

    Robust inference

  • Marcin Kacpercyck

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    Marcin Kacpercyck Professor of Finance

    Research keywords

    Climate finance

    Information economics

    Asset management

  • Dante Kalise

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    Dante Kalise Reader in Computational Optmisation and Control

    Research keywords

    High-dimensional optimisation and control

    Mean-field games and control

    Large-scale agent-based models

  • Myungshik Kim

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    Myungshik Kim Chair in Theoretical Quantum Information Sciences

    Research keywords

    Quantum computing

  • William Knottenbelt

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    William Knottenbelt Professor of Applied Quantitative Analysis

    Research keywords

    Cryptocurrencies

    Blockchains

    Distributed Ledgers and Smart Contracts

  • Sylvain Laizet

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    Sylvain Laizet Professor of Computational Fluid Dynamics

    Research keywords

    Quantum algorithms

    Neural networks

    High peformance computing

  • Xiaocheng Li

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    Xiaocheng Li Assistant Professor of Analytics and Operations

    Research keywords

    Stochastic Modelling

    Uncertainty Quantification

    Generative AI and LLMs

  • Alessandra Luati

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    Alessandra Luati Chair in Statistics

    Research keywords

    Dynamic models for heavy tailed data

    Financial econometrics

    Robust methods

  • Alexander Michaelides

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    Alexander Michaelides Professor of Finance

    Research keywords

    Asset pricing

    Macro-finance

    Household finance

  • Guy Nason

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    Guy Nason Chair in Statistics

    Research keywords

    Time series

    Forecasting

    Second-order nonstationarity

  • Eyal Neuman

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    Eyal Neuman Reader of Mathematics

    Research keywords

    Market microstructure

    Market making

    Price impact 

  • Sheehan Olver

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    Sheehan Olver Reader in Applied Mathematics and Mathematical Physics

    Research keywords

    Fractional differential equations

    Random matrix theory

    Free probability

  • Mikko Pakkanen

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    Mikko Pakkanen Reader in Data Science and Quantitative Finance

    Research keywords

    Machine learning in finance

    High-frequency financial data

    Volatility modelling

  • Panos Parpas

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    Panos Parpas Reader in Computational Mathematics

    Research keywords

    Computational finance

    Stochastic control

    Machine learning 

  • Greg Pavliotis

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    Greg Pavliotis Professor of Applied Mathematics

    Research keywords

    Interacting particle systems

    Inference for diffusion processes

    Algorithms for sampling and optimization

  • Cris Salvi

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    Cris Salvi Lecturer in Mathematics

    Research keywords

    Rough analysis

    Information theory

    Deep learning

  • Felipe Tobar

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    Felipe Tobar Senior Lecturer in Machine Learning

    Research keywords

    Statistical signal processing

    Optimal transport

    Generative models

  • Almut Veraart

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    Almut Veraart Professor of Statistics, Head of Statistics

    Research keywords

    Statistics

    Financial econometrics

    Energy markets

  • Wolfram Wiesemann

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    Wolfram Wiesemann Professor of Analytics & Operations

    Research keywords

    Decision-Making under Uncertainty

    Tractable Approximation Schemes

    Rigorous Error Bounds

  • Paolo Zaffaroni

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    Paolo Zaffaroni Professor of Financial Econometrics

    Research keywords

    Cross-sectional asset pricing

    Factor models

    Portoflio choice

  • Yufei Zhang

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    Yufei Zhang Senior Lecturer in Mathematical Finance and Machine Learning

    Research keywords

    Computational finance

    Machine learning

    Data-driven decision making

  • Harry Zheng

    Personal details

    Harry Zheng Professor of Mathematics

    Research keywords

    Stochastic control

    Utility maximization

    Mathematical finance