The programme activities are powered by research conducted primarily within the Statistics, Information Modelling and Financial Mathematics (SIMFIM) Research Programme of Sheffield Hallam University, UK.

The programme implements collaborative PhD and post-doctoral research supervision, and externally funded fellowship schemes in the above areas. Please see related PhD topics in the PhD Research Topics section of this website.

The core foci of this research programme include:

  • stochastic calculus; stochastic analysis; financial derivatives; quantitative risk management; portfolio theory and management; stock price dynamics and volatility; empirical finance; stock market characterisation and development (SMCD); mathematical finance topics, statistical finance topics; functional analysis and investment theory; financial computation and econometric modelling; numerical simulation; and
  • related cross-disciplinary links with research in financial markets, bank financial management (BFM), stochastic modelling in finance, insurance, economics, banking and business (SOMFIEBB), integrated financial systems modelling with policy applications (IFSYMPA), finance-economic policy and development (ECONOMIC POLICY), the pedagogy of modelling and mathematical sciences (PEMMS), developing university-industry-government collaborations in mathematics, finance, statistics and economics research related to financial services industry (TRIPLE HELIX COLLABORATIONS), linked to national development and financial services strategy, for example the Nigerian Financial Services Strategy 202020 (FINANCIAL STRATEGY).

The programme is supported by:

  • An annual International Symposium in Mathematical and Statistical Finance covering the above remits, the first of which was held at the University of Ibadan, Nigeria, 1-3 September 2015.
  • A biennial International School, Doctoral Colloquium on Advanced Foundation Postgraduate Courses in Key Mathematical Sciences (Mathematics, Statistics, Computer Sciences, Finance and Economics), with subject-specific masterclasses, innovative PhD research topics, linked to challenging societal problems, and high-impact socio-economic development of different countries.

These programmes are jointly led by Dr Patrick Oseloka EZEPUE, Sheffield Hallam University UK, and Professor G O S EKHAGUERE FAAS, of the Department of Mathematics, University of Ibadan, Nigeria.

Attendance to these events by PhD students in the stress areas are supported by part-funding from interested sponsors such as the London Mathematical Society (LMS) and the National Mathematical Centre (NMC), Nigeria, and the Nigerian Mathematics, Finance, Statistics and Economics Research Consortium (NIMFSERC) which is convened by Dr EZEPUE.

The programme disseminates emerging results in these areas to local, regional, national, global stakeholders and communities of practice through academic publications, research reports, research cafe's, internships for beginning researchers, seminars and workshops, case studies, roundtables, specialist lunch/dinners discussions, strategic conferences and colloquia.