Oxford-Man Institute

Oxford-Man Institute
Oxford-Man Institute
Established 2007
Location Oxford, England
Research Director Terry Lyons
Affiliations University of Oxford
Website www.oxford-man.ox.ac.uk

The Oxford-Man Institute of Quantitative Finance is an interdisciplinary research institute of the University of Oxford, England. Founded in June 2007, it brings together faculty, post-docs and students throughout the University who are interested in quantitative analysis of finance problems.

The current head of the Oxford-Man Institute is Terry Lyons, a Professor of Mathematics at Oxford University.

A number of its members are famous researchers in a variety of fields. These include:

  • Georg Gottlob, FRS, computer science
  • Sam Howison, mathematical finance
  • Terry Lyons, FRS, FRSE, stochastic analysis
  • Neil Shephard, FBA, econometrics
  • Thaleia Zariphopoulou, mathematical finance

Departments of the University currently represented in the membership of the Institute include the Computing Lab, Economics, Engineering Science, Mathematics Institute, Said Business School and Statistics.

The Institute is based at Eagle House, on the former Lucy's Ironworks site in Walton Well Road, Jericho.[1]

Funding

In June 2007, Man Group Plc announced it would provide £10.45M to the University to cover the core costs of the Institute for its first five years. In addition in July 2007, Man Group gave the University £3.3M to permanently endow the Man Professor of Quantitative Finance, who will be associated with the Institute.

External links

References

Coordinates: 51°45′41″N 1°16′12″W / 51.7615°N 1.270°W / 51.7615; -1.270


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