Mathematics for Finance: Mathematical Processes for Finance
This is a module purpose built for, and tuned to the prior experience of,
Mathematics students wishing to apply Mathematics to problems in Finance and
In particular, beyond the standard core mathematics, there are NO prerequisites.
Topics addressed from this perspective include topics taken from the following list:
This module will put the mathematics learned in the
earlier phases of the degree programme in
a context appropriate for application in Finance and Economics;
and introduce further topics in Mathematics core to
- Basic Stochastic Processes, Brzezniak and Zastawniak (Springer Undergraduate Mathematics Series).
- Econophysics, Mantegna and Stanley (Cambridge UP).
- The statistical mechanics of financial market, Voit (Springer Verlag)
- Potts models and related problems in statistical mechanics, Martin (World Scientific).
About the module authors
Prof M Newby is Professor of Statistical Science in the Department of Mathematics at City University
- an internationally known expert on risk analysis;
Prof P P Martin
is Professor of Mathematical Physics in the Department of Mathematics at City University,
and the author of one of the books listed above;
Andy Bower is Managing Director of Object Arts Co., and designs and uses his own systems to trade stocks on various markets.
others to follow.
Current maintainer: P P Martin
Last modified: May 11 19:03:02 GMT