How are financial models built from complex and uncertain data, and what tools do we need to make sense of them? Professor Jack Jacquier, Professor of Mathematics, brings together the theory and application of mathematical finance, from stochastic analysis and numerical modelling to the potential of quantum computing. Please register to attend in person. A live stream link for online attendance is available here. We look forward to seeing you on Wednesday 25 November! Imperial Inaugurals are term-time lectures that celebrate our newest professors, recognising their academic journey and showcasing their research. Abstract Mathematical Finance deals with providing rigorous theoretical foundations and numerical tools to understand and manage financial data. In this sense, it is both extremely applied and deeply theoretical. Financial data are characterised by uncertainty (in the dynamics of a share price, in the behaviour of market participants) and time evolution, thus finding in Stochastic Analysis the perfect set of tools. Professor Jacquier’s research has been wandering between these two worlds, often kept separate. This lecture will aim at showing how financial models are built, starting from data, and juggling with the theoretical tools as they are brought along by necessity. We will highlight the richness of Mathematical Finance as a widely encompassing field, required tools as diverse as stochastic analysis, sub-Riemannian geometry and numerical analysis. As the Finance world is always on the lookout for new technologies and new tools (to handle larger datasets, to improve customers’ security, …), we will pave the way for the future of the field, in particular showing how Quantum Computing might come to the rescue of some computational challenges. Biography Jack Jacquier is a Professor of Mathematics at Imperial College London. His research focuses on stochastic analysis and volatility modelling in mathematical finance, as well as quantum computing algorithms.

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