Structure
The CDMF is coordinated by the Mathematical Center for Science and Technology at IMPAN. The person responsible for coordinating the CDMF is the head of the Mathematical Center for Science and Technology, Prof. Łukasz Stettner. The CDMF is managed by a Board composed of representatives from the institutions that constitute the Center, as well as a group of independent experts. Currently, the CDMF Board consists of Professors: Łukasz Stettner from the Mathematical Center for Science and Technology at IMPAN, Marek Rutkowski from the Research Promotion Center of the Faculty of Mathematics and Information Science at Warsaw University of Technology, Aleksander Weron from the Steinhaus Center at Wrocław University of Science and Technology, and Andrzej Palczewski from the Institute of Applied Mathematics and Mechanics at the University of Warsaw, representing the group of independent experts.
The Center of Excellence in Financial Mathematics (CDMF) includes research groups from:
- Mathematical Center for Science and Technology at the Institute of Mathematics of the Polish Academy of Sciences,
- Research Promotion Center of the Faculty of Mathematics and Information Science at Warsaw University of Technology,
- Institute of Applied Mathematics and Mechanics at the University of Warsaw,
- Hugo Steinhaus Center at Wrocław University of Science and Technology,
- and a group of independent experts from other academic and research institutions.
Team
The Center of Excellence in Financial Mathematics consists of the following independent researchers: Professors Łukasz Stettner and Jerzy Zabczyk from the Mathematical Center for Science and Technology at IMPAN, Associate Professors (Dr. habil.): Elżbieta Ferenstein, Włodzimierz Ogryczak, and Marek Rutkowski, Professors from the Research Promotion Center at the Faculty of Mathematics and Information Science at Warsaw University of Technology, Professor Aleksander Weron from the Steinhaus Center, Professor Andrzej Palczewski, Associate Professors (Dr. habil.) Jacek Jakubowski and Piotr Jaworski, Professors at the University of Warsaw, serving as independent experts.
Each of the independent researchers leads a group of several PhDs and doctoral students, forming a total of approximately 35-40 researchers at the CZTF. CZTF members participated in the KBN PBZ 016/P03/99 grant titled "Mathematical Methods in the Analysis of Markets and Financial Instruments in Poland" (with Prof. M. Rutkowski serving as the project leader). The CZTF organized (coordinated by Prof. Ł. Stettner) a network of 10 Centers of Financial Mathematics in Europe, initially under the name "Risk Management in Complex Random Systems" (acronym: BANACH RANDOM SYSNET) and currently "Stochastic Analysis for Complex Financial Systems" (acronym: SACOFINS) submitted under FP6-2002-Mobility-1. The CZTF is also involved in a proposal to the European Science Foundation titled "Stochastic Analysis, Stochastic Control, Nonlinear Differential Equations, and Numerics: applications to Option Pricing, Portfolio Optimization, and Interest Rate Modelling" (acronym: AmaMeF, coordinated by Prof. B. Øksendal from Oslo).