William Shaw (mathematician)
Encyclopedia
William Shaw is a British
professor
of the mathematics and computation of risk at University College London
. He is a consultant on financial derivatives
, an author of a primary book on using Mathematica
to model financial derivatives, co-Editor-in-Chief of the journal Applied Mathematical Finance, and a member of the Mathematics and Computer Science Departments at University College London.
Shaw studied at King's College, Cambridge
, where he studied mathematics; he was Wrangler and earned a B.A. in 1980. In 1981 he won the Mayhew Prize
for his performance on the Cambridge Mathematical Tripos
, and in 1984 he received a Ph.D. in mathematical physics from Wolfson College, Oxford
. From 1984 to 1987 he was a research fellow at Cambridge and C.L.E. Moore Instructor
at the Massachusetts Institute of Technology
, from 1991 to 2002 he was a lecturer in mathematics at Balliol College, Oxford
, and in 2002 he moved to St. Catherine's College, Oxford, where he was University lecturer in financial mathematics. In 2006 he moved to a Professorship at King's College London and in 2011 to UCL.
United Kingdom
The United Kingdom of Great Britain and Northern IrelandIn the United Kingdom and Dependencies, other languages have been officially recognised as legitimate autochthonous languages under the European Charter for Regional or Minority Languages...
professor
Professor
A professor is a scholarly teacher; the precise meaning of the term varies by country. Literally, professor derives from Latin as a "person who professes" being usually an expert in arts or sciences; a teacher of high rank...
of the mathematics and computation of risk at University College London
University College London
University College London is a public research university located in London, United Kingdom and the oldest and largest constituent college of the federal University of London...
. He is a consultant on financial derivatives
Derivative (finance)
A derivative instrument is a contract between two parties that specifies conditions—in particular, dates and the resulting values of the underlying variables—under which payments, or payoffs, are to be made between the parties.Under U.S...
, an author of a primary book on using Mathematica
Mathematica
Mathematica is a computational software program used in scientific, engineering, and mathematical fields and other areas of technical computing...
to model financial derivatives, co-Editor-in-Chief of the journal Applied Mathematical Finance, and a member of the Mathematics and Computer Science Departments at University College London.
Shaw studied at King's College, Cambridge
King's College, Cambridge
King's College is a constituent college of the University of Cambridge, England. The college's full name is "The King's College of our Lady and Saint Nicholas in Cambridge", but it is usually referred to simply as "King's" within the University....
, where he studied mathematics; he was Wrangler and earned a B.A. in 1980. In 1981 he won the Mayhew Prize
Mayhew Prize
The Mayhew Prize is a prize awarded annually by the Faculty of Mathematics, University of Cambridge to the student showing the greatest distinction in applied mathematics, primarily for courses offered by DAMTP, but also for some courses offered by the Statistical Laboratory, in the CASM...
for his performance on the Cambridge Mathematical Tripos
Cambridge Mathematical Tripos
The Mathematical Tripos is the taught mathematics course at the University of Cambridge. It is the oldest Tripos that is examined in Cambridge.-Origin:...
, and in 1984 he received a Ph.D. in mathematical physics from Wolfson College, Oxford
Wolfson College, Oxford
Wolfson College is a constituent college of the University of Oxford in England. Located in north Oxford along the River Cherwell, Wolfson is an all-graduate college with over sixty governing body fellows, in addition to both research and junior research fellows. It caters to a wide range of...
. From 1984 to 1987 he was a research fellow at Cambridge and C.L.E. Moore Instructor
C.L.E. Moore instructor
The job title of C.L.E. Moore instructor is given by the Math Department at Massachusetts Institute of Technology to recent math Ph.D.s hired for their promise in pure mathematics research. The instructors are expected to do both teaching and research. One of the most well known C.L.E. Moore...
at the Massachusetts Institute of Technology
Massachusetts Institute of Technology
The Massachusetts Institute of Technology is a private research university located in Cambridge, Massachusetts. MIT has five schools and one college, containing a total of 32 academic departments, with a strong emphasis on scientific and technological education and research.Founded in 1861 in...
, from 1991 to 2002 he was a lecturer in mathematics at Balliol College, Oxford
Balliol College, Oxford
Balliol College , founded in 1263, is one of the constituent colleges of the University of Oxford in England but founded by a family with strong Scottish connections....
, and in 2002 he moved to St. Catherine's College, Oxford, where he was University lecturer in financial mathematics. In 2006 he moved to a Professorship at King's College London and in 2011 to UCL.
Books
- Applied Mathematica: Getting Started, Getting it Done by W.T. Shaw and J. Tigg. Addison-Wesley, 1993.
- Modelling Financial Derivatives with Mathematica by W.T. Shaw, Cambridge University Press, 1998.
- Complex Analysis with Mathematica by W.T. Shaw, Cambridge University Press, 2006.