Welcome to the Center for Financial Mathematics and Actuarial Research

The goal of the Center for Financial Mathematics and Actuarial Research (CFMAR) at UCSB is to encourage interdisciplinary research, and to provide national and international leadership in quantitative finance from different perspectives. The Center brings together faculty, students, and visitors affiliated with the departments of Statistics and Applied Probability, Economics (Econometrics and Finance), Mathematics (Applied Mathematics), Computer Science and others on the UCSB campus and facilitates interdepartmental cooperation in mathematical modeling, statistical and actuarial data analysis and efficient computational methods specific to financial and actuarial data.

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About the Center

Announcements

This week, a large contingent of CFMAR faculty, postdocs and students are in Toronto for the...

Michael Zhang has successfully defended his thesis on 6/13/2019. At the end of this summer he...

Liangchen Li has successfully defended his dissertation on January 11, 2019 entitled "Stochastic...

The Department of Statistics and Applied...

Upcoming Events

Speaker: Silvia Lavagnini (University of Oslo) 
 
Title: Correlators of...
  1. October 14, 2019 - 3:30pm to 4:30pm

Speaker: Prof. Holger Kraft, Professor of Finance Goethe University Frankfurt (Germany);...

  1. October 18, 2019 - 2:00pm to 3:00pm
Title: A two-player price impact game
 
Abstract:
We study...
  1. October 28, 2019 - 3:30pm to 4:30pm

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