Oxford-Man Institute
From Wikipedia, the free encyclopedia
| Oxford-Man Institute | |
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| Established: | 2007 |
| Location: | Oxford, England |
| Research Director: | Neil Shephard |
| Affiliations: | University of Oxford |
| Website: | oxford-man.ox.ac.uk |
The Oxford-Man Institute of Quantitative Finance is an interdisciplinary research institute of the University of Oxford, England. Founded in June 2007, it brings together faculty, post-docs and students throughout the University who are interested in quantitative analysis of finance problems.
The current head of the Oxford-Man Institute is Neil Shephard, a Professor of Economics at Oxford University.
A number of its members are famous researchers in a variety of fields. These include:
- Georg Gottlob, computer science
- Sam Howison, mathematical finance
- Terry Lyons, FRS, FRSE, stochastic analysis
- Neil Shephard, FBA, econometrics
Departments of the University currently represented in the membership of the Institute include the Computing Lab, Economics, Engineering Science, Mathematics Institute, Said Business School and Statistics.
[edit] Funding
In June 2007, Man Group Plc announced it would provide £10.45M to the University to cover the core costs of the Institute for its first five years. In addition in July 2007, Man Group gifted to the University £3.3M to permanently endow the Man Professor of Quantitative Finance, who will be associated with the Institute.
