Some Applications of Mathematics in Finance
This one-hour talk was given 7 November 2008 as part of the PhD seminar series organised by the School of Economics & Finance of the University of St Andrews.
The three topics covered are 1) the purpose of an investment bank, 2) applications of mathematics to the pricing and trading of derivatives and 3) the daily life and career progression of a "quant" in an investment bank.
Download the video in WMV format (168MB)
About the Speaker
Dr Robert Campbell is a partner in Ravenscourt Capital, a London based hedge fund that specialises in the trading of distressed debt and derivatives. He has over twenty years experience of working at senior levels in investment banking. He was a Managing Director and Head of Quantitative Research at Lehman Brothers where he worked for twelve years and before that he worked for six years at Salomon Brothers. He is also an honorary Professor of Applied Mathematics at St Andrews University where he obtained his PhD.