This course is available on the MSc in Financial Mathematics, MSc in Quantitative Methods for Risk Management, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial ...

The Annals of Probability, Vol. 41, No. 3, B (May 2013), pp. 1978-2012 (35 pages) Applying probabilistic techniques we study regularity properties of quantum master equations (QMEs) in the Lindblad ...

The Annals of Applied Probability, Vol. 18, No. 2 (Apr., 2008), pp. 591-619 (29 pages) The paper is devoted to the study of nonlinear stochastic Schrödinger equations driven by standard cylindrical ...

This course is compulsory on the BSc in Actuarial Science and BSc in Actuarial Science (with a Placement Year). This course is available on the BSc in Data Science, BSc in Financial Mathematics and ...

A major goal of microbial community ecology is to understand the forces that structure community composition. Deterministic selection by specific environmental factors is sometimes important, but in ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...

The spread between two related energy prices is a very important quantity throughout energy finance. Of particular interest are spreads between different energy types, different delivery points ...