Quantitative Finance International Network

QFIN network

The Quantitative Finance International Network is an outcome of a broader initiative to establish a new network of university centres researching in the field of Quantitative Finance. The network encourages the exchange of ideas, joint research activities, students, courses or even faculty.

The QFIN network was set up with the primary objectives of:
  • promoting student and faculty exchange between members’ Universities.
  • enhancing access to research funding through international collaboration.
  • enhancing networking capabilities by acting as a group
The founding team consists of research centres in universities across the United Kingdom, Spain, Canada, Australia, Greece, South Africa, Norway and Germany.

Members Profiles

 
Professor Rudi Zagst (Mathematical Finance - Germany)

Professor of Mathematical Finance at Technische Universität München (TUM), Germany. He is Director of the Centre of Mathematics and Head of the Chair of Mathematical Finance. Member of the Faculty for Economics. President of risklab GmbH. Deputy Chairman of the joint Elite graduate program "Finance & Information Management" of TUM and Augsburg University. Here is a link to his personal page.

 

Professor Jose-Maria Sarabia (Statistical Finance - Spain)

Jose-Maria is Professor of Statistics in the Department of Economics at the University of Cantabria, Spain. Here is a link to his personal page. He has written several books in statistics.

Professor George Skiadopoulos (Quantitative Finance - Greece)

George is Associate Professor in Financial Derivatives in the Department of Banking and Financial Management of the University of Piraeus. http://en.wikipedia.org/wiki/University_of_Piraeus. He holds a Ph.D. in Financial Derivatives from the University of Warwick, and an M.Sc. in Econometrics and Mathematical Economics from the London School of Economics. George has recently published several papers in 4* Finance and Management journals. He is a regular speaker at international industry conferences, seminars and workshops related to quantitative finance. Here is a link to his personal page.

Professor David Taylor (Financial Mathematics - South Africa)

David is an Associate Professor in the Department of Actuarial Science in University of Cape Town. Prior to that he was at Wittwaterstrand University, Johannesburg. David organises a regular mathematical Finance conference in the Kruger Park and a Ph.D. summer school in mathematical finance for the African Institute for Mathematical Sciences. Through these activities he has established a large international network with many of the top academics in mathematical finance.

Professor Elizabeth Sheedy (Financial Risk Management - Australia)

Elizabeth is Associate Professor in the Department of Applied Finance and Actuarial Studies, at Macquarie University in Sydney. Prior to joining the university in 1993 she worked in the finance industry for a number of institutions including Macquarie Bank and Westpac. She has since undertaken several consulting roles relating to the use of derivatives by investors and fund managers. Here is a link to her personal page.

Professor Sjur Westgaard (Energy Markets - Norway)

Sjur is Associate Professor in the Department of Industrial Economics and Technology Management of the Norwegian University of Science and Technology. He holds a Phd in Industrial Economics from Norwegian University of Science and Technology and MSc in Finance from Norwegian School of Business and Economics. He has worked as an investment portfolio manager for an insurance company, a project manager for a consultant company and as a credit analyst for an international bank. His is now an associate professor at the Norwegian University of Science and Technology, Department of Industrial Economics and Technology Management. His main research interests include risk modelling of finance and commodity markets, in particular energy markets. At the time being he is a project manager for two research projects involving four different power companies. Here is a link to his personal page.

Professor Luis Seco (Mathematical Finance - Canada)

Luis is Professor, Department of Mathematical and Computational Sciences, Rotman School of Management, http://en.wikipedia.org/wiki/Rotman_School_of_Management, and Director, Master in Mathematical Finance, University of Toronto. Prior to this he was at Princeton, where he also obtained his PhD. Here is a link to his personal page.