The PhD in Mathematical Finance curriculum is tailored to each incoming student, based on their academic background. Students choose from a range of courses offered at Questrom and other Boston ...

The hype around generative AI (GenAI) is undeniable. Tools like ChatGPT have captivated the public imagination, demonstrating an impressive ability to generate human-like text, create content and ...

If you’re a hacker you may well have a passing interest in math, and if you have an interest in math you might like to hear about the direction of mathematical research. In a talk on this topic [Kevin ...

Financial mathematics combines probability theory, stochastic processes and optimisation to model asset prices, manage risk and value complex derivatives. Classical approaches employ Brownian-motion ...

Martingale optimal transport (MOT) has emerged as a unifying framework for model-independent pricing and hedging of financial derivatives. By combining the classical theory of optimal mass transport ...