Tomasz Bielecki, professor of applied mathematics and director of the Master’s in Mathematical Finance program, will give two talks in London during the week of Monday, March 23.

On Wednesday, March 25, he will speak at Imperial College London on “Dependence between components of multivariate conditional Markov chains.” Imperial is consistently ranked in the top 10 universities globally. It has the U.K.’s largest research group in mathematical finance, recognized as one of the world’s leading research groups in this field.

On Thursday, March 26, he will speak on “Market making via sub-scale invariant Dynamic Acceptability Indices” at the 2014-15 London Mathematical Finance Seminar Series, which is organized and sponsored by the London Graduate School in Mathematical Finance. This group is a consortium of the mathematical finance groups of Birkbeck College, Brunel University, Cass Business School, Imperial College, King’s College, London School of Economics, and University College London. It provides advanced courses in mathematical finance to primarily first-year Ph.D. students.

Bielecki is an expert in mathematical finance, quantitative methods for risk management in finance and insurance, stochastic control, stochastic analysis, probability and random processes. The Master’s in Mathematical Finance program prepares graduates to work in the global financial market and integrates financial economics, theory of probability and stochastic processes, applied mathematics, computational mathematics and statistics.