Economy and Finance

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.