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 tenth year in October 2015

Courses start in October 2015 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.

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.

Welcome reception at Imperial College

Imperial College hosts the 2015-16 opening ceremony and welcome reception, which will take place on 8 October 2015, starting at 4.30pm. All are welcome to attend and there is no need to register.

  • 4.30pm to 5.45pm: Opening speech and introduction to the 2015-16 course programme.
  • 6pm to 7pm: Seminar talk by Martin Clarke (UK Government Actuary) on Financial Risks in Government.
  • 7pm onwards: Drinks reception, providing an excellent opportunity to network.

The 4.30pm speech will take place in Room 503 on the 5th floor of the Huxley building. The main access point is at 180 Queen's Gate, through the elevators.

The nearest underground stations are South Kensington and Gloucester Road. From South Kensington station either follow the subway sign-posted to the museums or walk north up Exhibition Road. From Gloucester Road station walk north up Gloucester Road and turn right at Queen's Gate Terrace. Please enter the Huxley Building via the street entrance, 180 Queen's Gate.


LGS group members

Dr Tomaso Aste (UCL)
Dr Laura Ballotta (Cass Business School)
Professor Pauline Barrieu (LSE)
Professor Damiano Brigo (Imperial)
Professor Dorje Brody (Brunel)
Professor Raymond Brummelhaus (Birkbeck)
Dr Alvaro Cartea (UCL)
Professor Ales Černý (Cass Business School)
Dr Umut Cetin (LSE)
Professor Rama Cont (Imperial)
Dr Albina Danilova (LSE)
Professor Mark Davis (Imperial)
Dr Tiziana di Matteo (KCL)
Professor Hélyette Geman (Birkbeck)
Professor Lane Hughston (Brunel)
Dr Andrea Macrina (UCL)

Professor Teemu Pennanen (KCL)
Professor Philip Treleaven (UCL)
Professor Mihail Zervos (LSE)

Administration support and Contact

Senbao Jiang (King's College London)

Email: lgs-fm@kcl.ac.uk