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Joint Risk & Stochastics and Financial Mathematics Seminar

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The following seminars have been jointly organised by the Risk and Stochastics Group and the Department of Mathematics. The Seminar normally takes place biweekly on Thursdays from 12.00 pm - 1.00 pm in room CLM.7.02 (Clement House, LSE), unless stated below.

The series aims to promote communication and discussion of research in the mathematics of insurance and finance and their interface, to encourage interaction between practice and theory in these areas, and to support academic students in related programmes at postgraduate level. All are welcome to attend. 

Please contact the seminar administrator on seminar@maths.lse.ac.uk for further information about any of these seminars.

Upcoming Speakers:

MICHAELMAS TERM

Thursday 26 October - 12.00 - CLM.7.02 Clement House, LSE
Joaquin Narro (Alcazar Investment Management Ltd / Bainbridge Partners LLP)
Forecasting Prices of Electricity Futures: Practice vs. Theory

Electricity plays a major role in people’s lives. The reliability and affordability of electricity, together with the need to address climate change, are major issues for our society at large. The world-wide drive to support low-carbon electricity generation is based on a myriad of legislative initiatives with implications far beyond traditional power systems. In this complex environment, it is vital for all stakeholders involved in electricity generation, from consumers to producers, from investors to regulators, to understand the pricing of electricity. This presentation explores several examples of forecasting of electricity prices using different mathematical models, highlighting the practical benefits and hindrances of different approaches.

Thursday 9 November - 12.00 - CLM.7.02 Clement House, LSE
Thibaut Mastrolia (CMAP)
Title and abstract TBC

Thursday 23 November - 12.00 - CLM.7.02 Clement House, LSE
Charles-Albert Lehalle (Capital Fund Management)
Title and abstract TBC

Thursday 7 December - 12.00 - CLM.7.02 Clement House, LSE
Speaker, title and abstract TBC


Previous Seminars:

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