This is the website for the Math Finance and Actuarial Science (MFAS) Research Group of the University of the Philippines, Diliman, Institute of Mathematics. We are interested in various relevant topics including (but not limited to):
mathematical probability, probability spaces, random variables
martingales
Markov processes
Brownian motion
stochastic processes
time series analysis
stochastic integrals and stochastic differential equations
numerical methods in solving stochastic differential equations
options and derivative pricing
Black Scholes equation
mathematical modelling of financial instruments and entities
The main activity of the research group is the regular seminar where we share our insights and discuss ideas through presentations and talks by members and invited guest speakers.
You can find materials and timeline relevant to a specific semester by checking out the links on the left.
If you are interested in knowing more about the group, email usolon[at]math.upd.edu.ph.