The Institute of Quantitative Finance promotes interdisciplinary research activities related to the quantitative modeling of financial risks. Current topics of research of our team include:
- Statistical modelling of financial time series
- Counterparty risk and its implications for pricing and risk management
- Quantitative models of systemic risk and financial stability
- Network models of interbank markets
- Price dynamics in limit order markets
- Agent-based models of financial markets
The Institute supports doctoral training in topics related to mathematical modeling of financial markets through CFM-Imperial PhD Fellowship and is a partner of the EPSRC Centre for Doctoral Training in Financial Computing and Analytics.