Mathematical Finance: from model to data and back

Mathematical Finance event

public lecture

In an age where data are ubiquitous and computing is essential in the financial industry, are Mathematics still relevant?

Dr Antoine Jacquier - Reader in Mathematics and Director MSc Mathematics and Finance, Imperial College London and Visiting Researcher, the Alan Turing Institute.

The field of Mathematical Finance is relatively young (around 50 years old) yet is extraordinarily wealthy in terms of scope: at its core lie fields such as Stochastic Analysis, Numerical Analysis, PDEs and Statistics and its tentacles reach many other areas of Mathematics (geometry, graph theory, control theory, computing,…). The attraction between Mathematics and Finance has always been fruitful to both sides, the former providing models for the latter, while the industry comes up with insightful questions.

The goal of this talk is to discuss this camaraderie over the past decades with an emphasis on the fundamental changes happening these days: stricter regulations and recent advances in computing have turn a model-based philosophy into a new data-based paradigm, switching the industry’s interests from core Mathematical techniques to more applied and data-oriented tools.

We shall see how Mathematics are nevertheless still (and even more so) relevant in a field where Computer Science, Data Analysis and Quantum technologies are becoming essential.

Book your tickets below for this in-person event at Imperial. You will then receive a confirmation email with the venue details and timings. This will act as your entrance ticket. The lecture will finish around 8.30pm and then refreshments will be available for Friends networking and Q&A with the speaker.

We hope you enjoy this live in-person lecture, part of our programme of events for the academic year 2021-22.

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  • Sir Alexander Fleming lecture theatre
  • South Kensington Campus, Imperial College London
  • London SW7 2BX

Event Schedule

  • 9 June 2022 7:00 pm - 8:30 pm
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