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 ninth year in October 2014

Courses start in October 2014 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.

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.

Welcome reception

Imperial College hosts the opening ceremony and welcome reception, which will take place on 8 October 2014 in Room LT340, Huxley Building, Imperial College London, 180 Queen's Gate, London SW7 2AZ. This starts at 6.15pm.

There will be an overview of the London Graduate School in Mathematical Finance (LGS) and current research topics and a presentation of the 2014-15 LGS course programme. This is followed by a drinks reception. All are welcome to attend and there is no need to register.

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

To be confirmed