Industrial Mathematics
Archive

 
Finance


Financial markets are complex systems. Quantifying uncertainties and risks in financial markets helps to identify business opportunities. A challenge in the simulations of financial market behaviour is the creation of models for the prediction of extreme and unusual events and their impact. Very many large financial datasets exist and are collected routinely, sophisticated analysis of which can yield business-critical information in the form of trends, relationships and patterns.


Current and completed projects in this sector include:

2010/08/11 Earthquake risk
2010/06/18 Modelling hurricane track memory
2010/06/04 Allowing for changing mix of business in pooled insurance data
2009/10/12 Placement strategy optimisation for reinsurance programmes
2009/10/12 Reinsurance strategy optimisation
2009/10/01 Network analysis of foreign exchange markets
2009/07/28 The Credit Crunch - A discussion
2009/07/22 Fault rate analysis and contingency modelling for the electricity transmission system
2009/02/16 Special Interest Group in Environmental Risk Management
2008/06/18 Estimating the volatility of property assets
2008/05/06 Optimal portfolio mix using insurance market data
2008/04/07 Simulation of the underwriting cycle in the liability-property insurance market
2008/01/14 Capital asset maintenance and support
2007/07/04 Modelling and simulation for finance
2004/06/28 Enterprise portfolio optimisation
2004/02/08 New and emerging themes in industrial and applied mathematics
2003/04/20 Integrated real options techniques
2003/04/20 Customer population modelling
2003/04/20 Price dynamics and extreme market events
2003/04/20 Pricing financial securities
2003/04/20 Pricing of energy derivatives