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Edgeworth Centre is an interdisciplinary project in Financial Mathematics bringing together teams of researchers in mathematics and finance at Dublin City University, University College Cork and University Limerick, and practitioners from financial institutions. Research teams of the Centre will investigate the modelling of financial markets and the pricing and hedging of financial instruments, using a broad spectrum of methods in stochastic analysis, econometrics and computational finance.

This research Centre will attract further funding from both private and public agencies. By showing the relevance of mathematics to real-world problems, and demonstrating the possibility of prestigious jobs in high finance, it will raise the profile of mathematics among school leavers and the wider public. The Centre also attracts high-calibre international research visitors, and will raise the profile of mathematics in Ireland through educational and outreach initiatives to the school, university and business communities.

The Centre is representative of the breadth of research in modern Theoretical Finance, and covers the full spectrum of the financial modelling process. We study:
• new theoretical results in stochastic analysis, motivated by financial models;
• mathematical models of financial markets;
• simulation techniques for these models;
• econometric analysis of financial data;
• the modelling and development of new financial products, using realistic assumptions;
• the calibration of new and existing financial products, to match market data.
The potential for the success of the Centre’s research plans is greatly strengthened by the number of world–leading researchers that the Centre has attracted among its international collaborators. These researchers have published seminal work in the topical fields of Financial Mathematics which encompass the Centre’s research: applied probability, stochastic analysis, mathematical finance, and financial econometrics.

Last Updated on Friday, 11 March 2011 20:33