The Finance Research and Industry Group

The Finance Research and Industry Group was set up with financial support from the University of Leicester, the Departments of Mathematics, Economics, Computer Science, and the School of Management.

The Finance Research and Industry Group is established at the University of Leicester to serve as an international center of excellence for research and teaching in Finance and as a link between the academia and professionals working in the Finance industry. A main goal of the The Finance Research and Industry Group consists in holding regular seminars on Finance-related topics which are also industry-relevant.

The group has hosted seminars from researchers in diverse areas of finance as for example:

  • Professor Charles Calomiris, Columbia Business School - Columbia University (USA); "Crisis ‘Shock Factors’ and the Cross-Section of Global Equity Returns"
  • Professor Mikhail Chernov, London School of Economics (UK); “Disasters implied by equity index options”
  • Professor Alex Lipton, Bank of America Merrill Lynch and Imperial College London (UK)
  • Professor Thomas Lux, University of Kiel (Germany); “Explaining and Forecasting the Psychological Component of Economic Activity”
  • Professor Alexander McNeil; School of Mathematical & Computer Sciences; Actuarial Mathematics and Statistics; Heriot-Watt University (UK); “Multivariate Stress Testing for Solvency”
  • Professor Ioanid Rosu, HEC Paris (France); “High Frequency Traders, News and Volatility”
  • Professor Peter Rousseau, Vanderbilt University (USA); “Finance and growth: a review and agenda”
  • Professor Mark Shackleton, Lancaster University (UK); “On the valuation of and returns to project flexibility within sequential investment”

Share this page:

Coming seminars

Date: 17 March 2017, Time 14:00-15:00

Room: TBC

Title: Assessment of operational loss data using the method of dimensional analysis and its implications

Dr. Ruben D. Cohen

Recent conferences
ESRC Funded Seminar Series:

Financial Modelling Post 2008: Where Next?
University of Leicester

13-14 January 2014

Programme (pdf file)

Speakers:

Prof. Ali Al-Nowaihi, University of Leicester

Prof. Fabio Bagarello, Università di Palermo - Italy

Prof. Sanjit Dhami, University of Leicester

Prof. Christoph Gallus, Global Equity Derivatives Deutsche Bank (Frankfurt) Germany

Prof. Matheus Grasselli, McMaster University and Fields Institute - Canada

Prof. Alexander Gorban, University of Leicester

Prof. Raymond Hawkins, University of Arizona and UC - Berkeley USA