Our history can be traced back to early 1990s, when a group of mathematicians at the University of Warsaw became interested in financial mathematics. Today we form an independent unit at the Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, with 17 staff members.
Our mission is to foster research and education, both fundamental and multidisciplinary, in the area of financial and actuarial mathematics, mathematical economics and game theory, and, ultimately by its application, to improve and provide adequate services to the community. A part of our mission is to serve as a platform for interaction between the mathematical community and a wider business community. To this end we offer training and research programs to develop and apply innovative mathematical methods to problems of finance, banking business, insurance and economics.
The main form of our educational activity is the participation of our staff members in the Master Programme in Mathematical Methods in Finance and Mathematical Methods in Insurance and in programs on doctoral levels (see Teaching).
The Master's Programmes are appropriate for students with good mathematical background knowledge and interests in financial or actuarial applications.
Our research concentrations include both methodological and applied areas (see Research).
on System Modelling and Optimization, Minisymposium "Stochastic models, control and applications" 9-13 September 2013, Klagenfurt, Austria [more information]