Welcome to the Center for Financial Mathematics and Actuarial Research

The goal of the Center for Financial Mathematics and Actuarial Research (CFMAR) at UCSB is to encourage interdisciplinary research, and to provide national and international leadership in quantitative finance from different perspectives. The Center brings together faculty, students, and visitors affiliated with the departments of Statistics and Applied Probability, Economics (Econometrics and Finance), Mathematics (Applied Mathematics), Computer Science and others on the UCSB campus and facilitates interdepartmental cooperation in mathematical modeling, statistical and actuarial data analysis and efficient computational methods specific to financial and actuarial data.

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About the Center

Announcements

PSTAT and CFMAR organize Distinguished Lecture Series in Data Science

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  1. Data Science

Two new Visiting Assistant Professors are joining CFMAR in September 2017.

 

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The Distinguished Lecture Series in Data Science get coverage in...

Xuwei Yang defended his dissertation on October 20, 2017

Mike Ludkovski receives a 3-year NSF grant for research on "AMPS: Collaborative Research:...

Upcoming Events

Title: Competitive Equilibria in a Comonotone Market
 
Abstract: The...
  1. January 22, 2018 -
    3:30pm to 4:30pm
Stephane Mallat (ENS, France)
 
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  1. February 9, 2018 -
    2:00pm to 3:00pm
  1. Data Science

Hal Pedersen is Managing Director, Risk Solutions, at Conning in Hartford, CT. Previously, he...

  1. February 12, 2018 -
    3:30pm to 4:30pm

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