Quantitative finance

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Quantitative finance is a very broad field which is continually expanding as new mathematical and statistical models are developed for analysing the “big” data sets that are increasingly available in financial markets.

The department’s research in quantitative finance currently focuses on all types of financial markets, especially stock markets and complex equity derivatives. But we also apply mathematical and statistical models to exchange rates, energy and renewables and crypto assets. The group is unified by the techniques applied which are highly quantitative, because most of our faculty have a strong mathematical or statistical background.

Our research spans a variety of theoretical and applied topics in financial econometrics, derivatives pricing and hedging and asset pricing as well as financial market microstructure, investment decisions and other problems related to portfolio optimization.

  • Asset pricing models
  • Derivatives pricing, hedging and trading
  • Risk analysis and financial econometrics (theory and applied)