BEGIN:VCALENDAR
PRODID:-//eluceo/ical//2.0/EN
VERSION:2.0
CALSCALE:GREGORIAN
BEGIN:VEVENT
UID:d18d6d7ec8c27002b0ed7d176434ca86
DTSTAMP:20260920T161412Z
SUMMARY:Numerics for finance: from stochastics to quantum
DESCRIPTION:How are financial models built from complex and uncertain data\
 , and what tools do we need to make sense of them? \nProfessor Jack Jacqui
 er\, Professor of Mathematics\, brings together the theory and application
  of mathematical finance\, from stochastic analysis and numerical modellin
 g to the potential of quantum computing. \nPlease register to attend in pe
 rson. A live stream link for online attendance is available here.  \nWe 
 look forward to seeing you on Wednesday 25 November!\nImperial Inaugurals
  are term-time lectures that celebrate our newest professors\, recognisi
 ng their academic journey and showcasing their research.\nAbstract\n\nMath
 ematical Finance deals with providing rigorous theoretical foundations and
  numerical tools to understand and manage financial data. In this sense\, 
 it is both extremely applied and deeply theoretical. Financial data are ch
 aracterised by uncertainty (in the dynamics of a share price\, in the beha
 viour of market participants) and time evolution\, thus finding in Stochas
 tic Analysis the perfect set of tools.\nProfessor Jacquier’s research ha
 s been wandering between these two worlds\, often kept separate. This lect
 ure will aim at showing how financial models are built\, starting from dat
 a\, and juggling with the theoretical tools as they are brought along by n
 ecessity. We will highlight the richness of Mathematical Finance as a wide
 ly encompassing field\, required tools as diverse as stochastic analysis
 \, sub-Riemannian geometry and numerical analysis.\nAs the Finance world
  is always on the lookout for new technologies and new tools (to handle la
 rger datasets\, to improve customers’ security\, …)\, we will pave the
  way for the future of the field\, in particular showing how Quantum Compu
 ting might come to the rescue of some computational challenges.\n\nBiograp
 hy\nJack Jacquier is a Professor of Mathematics at Imperial College London
 . His research focuses on stochastic analysis and volatility modelling in 
 mathematical finance\, as well as quantum computing algorithms.  Profess
 or Jacquier also serves as a scientific consultant and advisor to various 
 finance and technology companies. \n\n\n\n
URL:https://www.imperial.ac.uk/events/212320/numerics-for-finance-from-stoc
 hastics-to-quantum/
DTSTART;TZID=Europe/London:20261125T173000
DTEND;TZID=Europe/London:20261125T183000
LOCATION:Lecture theatre 200\, City and Guilds Building\, South Kensington 
 Campus\, Imperial College London\, London\, SW7 2AZ\, United Kingdom
END:VEVENT
BEGIN:VTIMEZONE
TZID:Europe/London
BEGIN:STANDARD
DTSTART:20261125T173000
TZNAME:GMT
TZOFFSETTO:+0000
TZOFFSETFROM:+0000
END:STANDARD
END:VTIMEZONE
END:VCALENDAR