Financial Math

Currently research in financial mathematics at Stanford is in two broad areas. 

One is on mathematical problems arising from the analysis of financial data; it involves statistical estimation methods for large data sets, often using random matrix theory and in particular dynamic or time-evolving large random matrices. The other is multi-agent stochastic control problems that model interacting markets. Mean field games are an example that give rise to mathematical problems at the interface between differential equations and stochastic analysis.


Marjorie Mhoon Fair Professor in Quantitative Science, Professor of Mathematics and Statistics, Professor of Electrical Engineering (by courtesy)
  (650) 723-1851
  Building 380, 383-C
Robert Grimmett Professor of Mathematics
  (650) 723-2081
  Building 380, 383-V