The Math Finance LAB
 
Who we are Our Goals Our Team How we workProjectsContact us

 

We are a group of students from the Master of Mathematical Finance at IIT that are interested in real life problems related to our field of study.

We have regular meetings where we discuss the projects we are working on. Some examples are the calibration of the Heston model to market prices, interpolation of the implied volatility surface, or the pricing of volatility swaps.

If you are a student in a field like Math or Finance and would like to join our group please Contact Us. If you are a company you could also benefit from our work. We can help you solve some problems related with Mathematical Finance.

 

The Math Finance Lab -MLF