A spokesman for the Metropolitan Police said no arrest has yet been made.
He said: "A murder inquiry is now under way and an incident room will open in due course under detectives from the Specialist Crime and Operations Directorate.
"We must retain an open mind re the circumstances of the incident and any motive at this early stage."
Anyone with any information can call police on 101 or contact Crimestoppers anonymously on 0800 555 111.
More top news
David Cameron said the Met proved it can "do more with less" and declined to criticise the Mayor of London for his water cannon spend.
A group of disabled activists threw toys and balls at him as he entered the conference.
A wet start to the week and the unsettled weather is set to continue over the next few days.