Oxford-Man Institute
Encyclopedia
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 Terry Lyons
, a Professor of Mathematics at Oxford University.
A number of its members are famous researchers in a variety of fields. These include:
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.
The Institute is based at Eagle House, on the former Lucy's Ironworks
site in Walton Well Road
, Jericho
.
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
gave the University £3.3M to permanently endow the Man Professor of Quantitative Finance, who will be associated with the Institute.
University of Oxford
The University of Oxford is a university located in Oxford, United Kingdom. It is the second-oldest surviving university in the world and the oldest in the English-speaking world. Although its exact date of foundation is unclear, there is evidence of teaching as far back as 1096...
, England
England
England is a country that is part of the United Kingdom. It shares land borders with Scotland to the north and Wales to the west; the Irish Sea is to the north west, the Celtic Sea to the south west, with the North Sea to the east and the English Channel to the south separating it from continental...
. Founded in June 2007, it brings together faculty, post-docs and students throughout the University who are interested in quantitative analysis of finance
Finance
"Finance" is often defined simply as the management of money or “funds” management Modern finance, however, is a family of business activity that includes the origination, marketing, and management of cash and money surrogates through a variety of capital accounts, instruments, and markets created...
problems.
The current head of the Oxford-Man Institute is Terry Lyons
Terry Lyons
Terence "Terry" Lyons was an English professional footballer who played as a winger. He played fifty matches in the Football League for Burnley and Bradford Park Avenue, before moving into non-league football with Weymouth....
, a Professor of Mathematics at Oxford University.
A number of its members are famous researchers in a variety of fields. These include:
- Georg GottlobGeorg GottlobGeorg Gottlob FRS is an Oxford-based Austrian computer scientist who works in the areas of database theory, logic, and artificial intelligence.Gottlob obtained his PhD in computer science at Vienna University of Technology in 1981...
, FRS, computer science - Sam Howison, mathematical finance
- Terry LyonsTerry LyonsTerence "Terry" Lyons was an English professional footballer who played as a winger. He played fifty matches in the Football League for Burnley and Bradford Park Avenue, before moving into non-league football with Weymouth....
, FRS, FRSE, stochastic analysis - Neil ShephardNeil ShephardNeil Shephard , FBA, is a British economist, currently Professor of Economics at the University of Oxford. He is also a Professorial Fellow of Nuffield College, Oxford and member of the Oxford-Man Institute....
, FBA, econometrics - Thaleia Zariphopoulou, mathematical finance
Departments of the University currently represented in the membership of the Institute include the Computing Lab, Economics, Engineering Science, Mathematics Institute, Said Business School
Saïd Business School
Saïd Business School is the business school of the University of Oxford in England, located on the north side of Frideswide Square on the former site of Oxford Rewley Road railway station. It is the University's centre of learning for graduate and undergraduate students in business, management...
and Statistics.
The Institute is based at Eagle House, on the former Lucy's Ironworks
Eagle Ironworks, Oxford
The Eagle Ironworks was an ironworks owned by Lucy's on the Oxford Canal in Jericho, Oxford, England. The ironworks was on Walton Well Road at the northern end of Walton Street and backed onto St Sepulchre's Cemetery...
site in Walton Well Road
Walton Well Road
Walton Well Road is a road in central north Oxford, England. It provides the main link from central Oxford to Port Meadow and beyond.- Location :...
, Jericho
Jericho, Oxford
Jericho is a historic suburb of the English city of Oxford. It consists of the streets bounded by the Oxford Canal, Worcester College, Walton Street and Walton Well Road. Located outside the old city wall, it was originally a place for travellers to rest if they had reached the city after the...
.
Funding
In June 2007, Man GroupMan Group
Man Group plc is a British alternative investment management business. It provides a range of funds for institutional and private investors globally. The company manages about US$68 billion and employs around 1,700 people in 15 locations worldwide.Man’s headquarters are at Riverbank House...
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
Man Group
Man Group plc is a British alternative investment management business. It provides a range of funds for institutional and private investors globally. The company manages about US$68 billion and employs around 1,700 people in 15 locations worldwide.Man’s headquarters are at Riverbank House...
gave the University £3.3M to permanently endow the Man Professor of Quantitative Finance, who will be associated with the Institute.