Mike Giles wins Best Simulation Publication award.
View Article
Research
We have categorised our research in two ways, by broad topics and disciplines. The broad topics organise research and activities in terms of general themes within the financial industry and the disciplines by traditional academic areas of research.
By clicking on Broad Topics or Disciplines below you can view people working in this area, related events, publications and news items.
Broad Topics
Including: forward performance measures and human decision making
Including: robust hedging strategies and high dimensional computational methods
Including: hedge fund performance and data analysis
Including: high frequency data analysis, realised volatility estimation and limit order books models
Including: market making, algorithmic trading and liquidity, and stock returns
Including: risk management of complex portfolios, measures of risk and portfolio robustness
Including: regulating financial innovation, law and finance, and measuring systemic risk
