Recent Seminars/Other Lectures by William Shaw

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]