Mathematical Finance in Manchester
About the Mathematical Modelling in Finance and Economics Group
The Mathematical Modelling in Finance and Economics Group was established in 1999 after Peter Duck from the School of Mathematics and David Newton, then of Manchester Business School, agreed to cosupervise two PhD students. This mixing of mathematics and business resulted in innovative research that was more applied than is usually found in a School of Mathematics. This more applied approach to the subject has continued with a steady stream of PhD students.
The group now has four academics members who work mainly in this area: Peter Duck, Geoffrey Evatt, Paul Johnson and Sydney Howell. We also collaborate with other academics in the school, such as John Moriarty and Goran Peskir from the Probability Group, and with colleagues from other departments such as the Business School, School of Engineering and School of Physics.
The group has strong links with industry and is interested in any problem in which the models and techniques from Mathematical Finance might be applied. Some examples of the more interesting research topics investigated by the group are highlighted in our applied research topics page. There is a similar page for research in mathematical finance by members of the Probability Group, see probability research topics.
The school currently offers two well established and popular MSc programmes in the area of Mathematical Finance (see here), as well as an MSc in Applied Maths with Industrial Modelling (see here). We always welcome applications to study for a PhD in Mathematical Finance and encourage you to (apply online). For a list of potential supervisors, please visit our group members page. For available postdoctoral positions, please see the School job vacancies page, or contact the group to hear about future possibilities.