Check my papers section for any corresponding full written papers. It is probably worth pointing out that many of these are all designed to be on-screen computer presentations rather than printed out!
Conformal Mapping and Transform Calculus and applications to mathematical finance. (Oxford autumn 2003, Judge Institute Cambridge Jan 2004) PDF file. [Key Words: Transform Calculus, Barrier Option, Asian Option, Kontorovich-Lebedev transform]
Lecture on a quick tour of Heston Stochastic Volatility Models (current version of a talk given to MSc students in Oxford 2003-2005, now part of KCL MSc, containts my own resolution of the "branch cut issue") PDF file Mathematica notebook. [Key Words: Heston model, branch cut, Fourier transform]
Complex Variables and Twistor Theory in Fluid Dyanmics (Oxford 2004, Surrey 2005) PDF file. [Key Words: Twistor, Complex Variable, biharmonic, viscous flow]
Kyoto Presentation on Fat-tailed distributions (Kyoto, Japan, March 2006) PDF file. [Key words: Student, Student's T Distribution, T-Distribution, Inverse CDF, Inverse Cumulative Distribution Function, Quantile, T-Quantile, Simulation, Monte Carlo, Copula]
Judge Business School Presentation on Fat-tailed distributions (JBS, Cambridge, June 2006) PDF file. [Key words: Student, Student's T Distribution, T-Distribution, Inverse CDF, Inverse Cumulative Distribution Function, Quantile, T-Quantile, Simulation, Monte Carlo, Copula]
King's College London Presentation on a multitude of T copulas (KCL, London, Dec 2006) PDF file. [Key Words: T Copula, Student Copula, bivariate Student, multivariate Student, degrees of freedom, elliptical, independence, correlation, dependence, Pearson, Spearman, Kendall.]
Sydney QMF 2006 presentation on distributional alchemy and related applications of computer algebra to Monte Carlo methods (Sydney, Australia, Dec 2006) PDF file, Mathematica notebook. [Key Words: Student Distribution, Distributional alchemy, Cornish Fisher expansion, Gram Charlier expansion, Skew Normal Distribution]