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![]() Finance - Centre for Financial Research
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Founded in 1996 the Centre for Financial Research (CFR) is based in the Statistical Laboratory at the Centre for Mathematical Sciences of the University of Cambridge. It is a centre of academic excellence with interests in mathematical and computational finance (including derivatives, risk management, trading systems, real options, foreign exchange, stock and commodity markets, fund management and hedge funds). In 2008 it amalgamated with the Centre for Research in Quantitative Finance (CRQF) and moved from the Judge Business School to the Centre for Mathematical Sciences. If you have a question about this list, please contact: HoD Secretary, DPMMS; mrt31. If you have a question about a specific talk, click on that talk to find its organiser. 0 upcoming talks and 4 talks in the archive. Volatility and arbitrage: short- and long-term relative arbitrage in stochastic portfolio theory
On the support of extremal martingale measures with given marginals: the countable case
Robust calibration of models in finance
Hunting down the Black Swan: Correlation, Contagion & Endogenous Risk in Financial Markets
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