Quantitative Finance
The principal objective of the Centre for Quantitative Finance is to develop quantitative models based on stochastic calculus, optimisation and operational research which address problems in financial planning, treasury and capital markets. Of particular interest are problems related to the pricing and use of derivatives and portfolio theory to the management of risk in trading and investment, especially in imperfect market settings. Academic and business finance experts work in the Centre, concentrating on problems supplied by the sponsoring organisations as well as on purely theoretical questions.
The director of the Centre is Professor Nicos Christofides. For further information please contact, Michelle Dean. Telephone: +44 020 7594 9166. Fax: +44 020 7581 8809. Email: cqf@imperial.ac.uk
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