About the London Graduate School in Mathematical Finance 

The London Graduate School in Mathematical Finance is a consortium of the mathematical finance groups of Birkbeck College, Brunel University, Cass Business SchoolImperial College, King's College, LSE and UCL. Its main purpose is to provide a programme of advanced courses in mathematical finance, primarily but not exclusively for first-year PhD students in the various groups. The programme started in October 2006 and continues for its eighth year in October 2013

Courses start in October 2013 and take place throughout the academic year.

A further activity of the School is the organisation of an annual PhD Day at LSE, in which students have the opportunity to present their work. The next PhD Day will take place on Friday 14 March 2014.

For general enquiries and to reserve your place to attend any of the courses offered please contact Ian Marshall, Department of Statistics, LSE.

Please note that the programme is only available to PhD students, post-docs and staff in the constituent groups. It is not available to MSc students or to research students in other subjects.



LGS group committee members

Professor Pauline Barrieu (LSE - Statistics)
Professor Damiano Brigo (Imperial)
Professor Dorje Brody (Brunel)
Professor Ales Cerny (Cass Business School)
Dr Albina Danilova (LSE - Mathematics)
Professor Hélyette Geman (Birkbeck)
Dr Andrea Macrina (UCL)

Professor Teemu Pennanen (KCL)
Dr Albina Danilova (LSE - Mathematics)

Other members:
Dr Tomaso Aste (UCL)
Dr Laura Ballotta (Cass Business School)
Professor Raymond Brummelhaus (Birkeck)
Dr Alvaro Cartea (UCL)
Dr Umut Cetin (LSE - Statistics)
Professor Rama Cont (Imperial)
Professor Mark Davis (Imperial)
Dr Tiziana di Matteo (KLC)
Professor Philip Treleaven (UCL - UK PhD Centre in Financial Computing)
Professor Mihail Zervos (LSE - Mathematics)


Ian Marshall
Tel: 020 7955 7511