Centre for Modelling of Stochastic Systems

Welcome to the Centre for Modelling of Stochastic Systems website.

Workshop on Advanced Stochastic Methods with Applications to Finance
(8 & 9 December 2008)

The Centre for Modelling of Stochastic Systems and the School of Mathematical Sciences are organising and running a Workshop on Advanced Stochastic Methods with Applications to Finance on the 8th and 9th of December. The aim of the workshop is to expose postgraduate students and young researchers to the main modern mathematical techniques used in finance and risk management. The workshop consists of educational lectures given by leading international and national researchers.
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The Workshop on Advanced Stochastic Methods with Applications to Finance will be followed by the 1st Monash-Ritsumeikan Symposium on Probability and Related Fields. This is a joint venture between the Department of Mathematical Sciences at Ritsumeikan University (Japan) and the Centre for Modelling of Stochastic Systems in the School of Mathematical Sciences at Monash University. World leaders in the area of Probability and Related Fields will come together to present their latest work. The meeting will be an opportunity to foster the exchange of important developments and the latest ideas in this all-important and ever-expanding area of Mathematics and its Applications.
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Workshop on Mathematical Methods in Finance II (25 and 26 September, 2006) and 5th National Symposium on Financial Mathematics (27 and 28 September, 2006). Click here for more information.
Workshop on Mathematical Methods in Finance I (7, 8 and 9 June, 2004) and 3rd National Symposium on Financial Mathematics (10 and 11 June, 2004). Click here for more information.

to develop the modelling part of the theory of stochastic systems, which is an integral step towards applications to practical problems in industry
to promote cooperation in research and graduate supervision in these areas and other more established areas across different groups in the School and across the two Faculties
to develop an Actuarial program at Monash University.

What's New at CMSS?

Recent events include a visit of Professor Haya Kaspi, Technion, (September 10, 2009- November 17, 2009), for sabbatical.

PhD Studies

PhD studies in Financial Mathematics at CMSS and CSIRO.

For more information click here (pdf).