Meet the team

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Probability, stochastic modelling and financial mathematics research at the University of Leeds
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PhD project opportunities

We offer PhD projects spanning a wide range of topics

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Student in the School of Mathematics
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Probability and Financial Mathematics

Probability and Financial Mathematics

Our research focuses on the study and modelling of systems and processes featuring uncertainty and complexity.

These have applications in economics and finance, insurance, big data, machine learning, earth science, energy and physics. The methods and tools we use come from probability theory, stochastic analysis and statistics.

We are engaged in collaborative work with academia and industry across engineering, power system management, investment management, predictive analytics, software development. 

Our research interests include:

  • Stochastic control, optimal stopping and stochastic games
  • Forward and backward stochastic differential equations and stochastic partial differential equations 
  • Numerical methods for stochastic control, stochastic differential equations and (stochastic) partial differential equations
  • Filtering
  • Queuing theory, including communication systems and networks
  • Risk theory and Extreme value analysis.

Applications

  • Mathematical finance and economics, including portfolio management, derivative pricing and hedging, and evolutionary finance
  • Energy markets and scheduling
  • Physics, including transport-diffusion phenomena and atmospheric dynamics 
  • Actuarial mathematics, including modelling and pricing in insurance.

Seminars

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24 Jan

Orderings of Gibbs random samples

Roger Stevens LT 16 (12.16) | 12:00 - 13:30