The work of the Computational Finance group is currently supported by grants from SNU and the National Board for Higher Mathematics. The main project is the development of statistical understanding of multivariate high-frequency data from the National Stock Exchange, and its use in risk analysis and management.
The Computational Finance Group:
- Charu Sharma, Department of Mathematics
- Amber Habib, Department of Mathematics
- Sunil Bowry, School of Management & Entrepreneurship
- Sanjeev Agrawal, Department of Mathematics