Mathematical and Computational Finance Lab
The Laboratory is a centre for research, training and technology development in mathematical finance working with academic and industrial partners to serve the needs of the community.
Our researchers
More imformation about our researchers, students, and alumni can be found in People
Research themes
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Computational Methods
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Exotic Derivative Pricing
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Energy Price Modelling
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Portfolio Optimisation
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Simulation Technologies
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Algorithmic and High-Frequency Trading Methods
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Machine learning and Deep learning in Financial Mathematics
Please go to the Research page to learn more about our researches.
Mathematical Finance Program
The department of mathematics and statistics currently offer both a master’s degree and a doctorate in mathematical finance. The program provides a clear pathway for students wishing to pursue graduate-level research and education in the field of mathematical finance.
Lunch at the Lab Seminar
Lunch at the Lab is a weekly lunch time gathering of members of the Laboratory and anyone else interested. We meet for a brown-bag lunch and an informal seminar and discussion. For previous lunch at the lab seminars, view the Achive of events.
Partners
In recent years, we've worked on projects with:
We're grateful for support from the following organizations:
- The Pacific Institute for the Mathematical Sciences (PIMS)
- Mathematics of Information Technology and Complex Systems (MITACS)
- The Government of Alberta and capital grant funding via the Research Excellence Envelope and the Intellectual Infrastructure Partnership
- Fin-ML CREATE
- Natural Sciences and Engineering Research Council of Canada (NSERC)
The Mathematical and Computational Finance Laboratory is based in the Department of Mathematics and Statistics of the University of Calgary. The Laboratory brings together mathematical and business expertise, with members from the Haskayne School of Business and collaborations with experts in mathematical finance from universities across Canada through MITACS.
If you would like to be kept informed of upcoming activities being run by the Laboratory, or if you would like to find out how you can make use of the opportunities the Laboratory provides, please contact us.