The Economics Network

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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.

Slides in PDF format

Download the video in MP4 format

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.