The London Graduate School in Mathematical Finance is a consortium of the mathematical finance groups of Birkbeck College, Imperial College, King's College and the London School of Economics. Its primary purpose is to provide a programme of advanced courses in mathematical finance, primarily for first-year PhD students in the various groups. The programme started in October 2006 and continues for its second year in October 2007. A further activity of the School is organization of PhD Seminar Days, in which students have the opportunity to present their work.

The Organising Committee and other contact details are listed here. Contact your local organizer to check the arrangements at your College. 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.

The courses given in the Autumn Term 2007 are MF1 and MF2.  There is a welcome reception at Birkbeck College early in the term.

NEW PhD seminar day 12 May 2008

NEW A new course on Interest Rate Models, to be given in the Summer Term 2008 at the Tanaka Business School. has been added to the programme.