At the present this sector has great importance and impact on our society. At ITMATI we have applied our mathematical technology to develop more than 20 contracts and 6 training courses in the field of economy and finance. These collaborations come from the industry itself, with which we have a strong partnership through relevant companies and organisations operating in the field.

Our main areas of activity are

• Analysis and forecasting of interest rates. Quantitative finance.
• Characterisation of dynamic paths for market sectors.
• Numerical solution of models for the valuation of financial products.
• Estimation of economic variables by industry.
• Studies of quality of services.
• Market research.
• Operational databases. Data Mining.
• Measurement of financial and operational risk.
• Analysis and development of mathematical-statistical models of the behaviour of populations of credit institution clients.
• Assessment, optimisation, and generation of cash flows with assets and liabilities and financial products.
• GPU simulation of ALM of insurance companies.
• Analysis and forecasting of the term structure of interest rates.
• Analysis and prediction of the price of financial assets.
• Stochastic modelling of insurance claims.

Experience in this sector

• Analysis and application of statistical decision-making techniques in the business environment.
• Numerical resolution of models of financial product valuation.
• Development of an application to optimise hedge portfolios and the associated risk measurement.
• Analysis and development of mathematical-statistical models of the behaviour of populations of credit institution clients.
• Valuation and generation of cash flows.
• GPU Simulation of ALM of insurance companies.
• Price modelling of structured products development of valuation software.
• Analysis and forecasting of the term structure of interest rates.
• Analysis and prediction of the price of financial assets.