Transcript Dr Tim Johnson - Mathematical & Computer Sciences

Mathematical Finance Research
Groups
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H-W was one of the first universities in the UK
to establish a financial maths (as distinct from
finance, probability or statistics) research group.
It is currently #2 in the UK based on full time
members (Oxford is the biggest with 12, H-W
has 10, LSE 8, IC has 7, Cambridge 6, Kings 6)
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An important centre with links to all the other
research groups (incl Birkbeck, Warwick,
Manchester, City, etc.)
Has a history of industrial interaction (especially
in insurance)
Teaching
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We offer post-graduate courses in Financial
Mathematics (with UoE), Quantitative Risk
Management, Actuarial Science
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Typically 20 students study FM, 50 in Actuarial
Science, QRM starts Sept 2008.
We are the only UK institution to teach financial
mathematics (i.e. stochastic processes applied
to financial markets) at BSc level.
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Historical restrictions on student numbers mean
there are only a handful of students taking the BSc
in FM, this is to grow
Energy
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The ERP links leading research groups in
financial maths and energy
Both subjects are key strategic areas to the
university
UoE/H-W are a Beacons for Public Engagement:
“encourage participation and understanding of areas of
research relevant to public policy such as health and
life sciences, energy and environment”
Collaboration
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Looking to link with the energy industry and
academia
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Knowledge Transfer Networks, Knowledge Transfer
Partnerships, MSc dissertations, BSc
projects/internships, CPD, consultancy
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NOT cheap labour: looking for partnerships and a
dialogue
Not exclusive to the ERP
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EPSRC / Smith Institute
Involvement of Manchester, Strathclyde, Warwick,
Birkbeck, etc.
Internationally, Norway, Switzerland, Germany, France,
etc.