|Research Director||Stephen Roberts|
|Affiliations||University of Oxford|
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:
- Stephen Roberts, machine learning
- Georg Gottlob, computer science
- Sam Howison, mathematical finance
- Terry Lyons, stochastic analysis
- Thaleia Zariphopoulou, mathematical finance
- Mike Giles (‘Quant of the Year’ 2007), Scientific Computing
- Marek Musiela, quantitative finance
- Nando de Freitas, computer science
- Robert May, President of The Royal Society (2000-2005)
- Arnaud Doucet, Statistics
- Alex Lipton, (‘Quant of the Year’ 2000)
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 founding director of OMI was Professor Neil Shephard, who served from 2007 to 2011.
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 gave the University £3.3M to permanently endow the Man Professor of Quantitative Finance, who will be associated with the Institute.
- "Declaration of approval of unopposed Resolution authorising use of space in Eagle House". Oxford University Gazette. University of Oxford. 2008-12-18. Retrieved 2009-10-01.