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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 theoryJohannes Ruf, LSE. Thursday 01 November 2018, 13:00-14:00 On the support of extremal martingale measures with given marginals: the countable caseLuciano Campi. Tuesday 27 October 2015, 15:00-16:00 Robust calibration of models in financeProfessor Josef Teichmann (ETH University of Zurich). Tuesday 05 March 2013, 17:00-18:00 Hunting down the Black Swan: Correlation, Contagion & Endogenous Risk in Financial MarketsProfessor Rama Cont (Imperial College London). Tuesday 27 November 2012, 17:00-18:00 Please see above for contact details for this list. |
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