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Mark-davis
Mark Davis

Mathematical Finance: A Very Short Introduction

Mark Davis

Tuesday, 2 April 2019

5:15pm

15 minutes

Blackwell’s Marquee

Free

Oxford University Press is proud to return to the FT Weekend Oxford Literary Festival with another series of soap box talks from the very short introductions series.  These free, 15-minute talks feature expert authors from the series and take place twice a day in the Blackwell’s Marquee, next to the Sheldonian Theatre.

Between 1965 and 1995, insightful ideas in economics about asset valuation were turned into a mathematical ‘theory of arbitrage’, and in recent years the finance industry has mushroomed to become an important part of modern economies. Professor Mark Davis of Imperial College Department of Mathematics introduces arbitrage theory and explains why it works the way it does. He illuminates pricing theory, explains its applications to interest rates, credit trading, fund management and risk management, and examines some of the pressing issues in mathematical finance today, such as dealing with the fallout from the 2008 financial crisis, and the challenges and opportunities posed by new technology.

FT Weekend Title partner BBC World Service International radio partner Oxford Martin School Festival ideas partner Bodleian Libraries Festival cultural partner University of Oxford New College Jewish Book Week Partner of Jewish programme Italian Embassy Supporter of Italian programme Irish Embassy, London Supporters of the Irish programme MIT Press MIT Press. Sponsors of the programme of American literature and culture The Dorchester Hotels Collection Festival London hotel partner Blackwell’s Festival on-site and online bookseller Princeton University Press British Academy Festival academic partner Ian and Carol Sellars Emily Rose and James Marrow Lady Hatch Patron donor for the programme of Irish literature and culture George Warren Mary and Cecil Quillen Jesus College Worcester College Worcester College Lincoln College Lincoln College St Hilda’s College 10th St Hilda's day at the festival St Cross College St Cross College The Feathers Hotel Macdonald Bear Hotel Critchleys The Royal Society of Literature Royal Literary Fund Felicity Bryan Associates Oxford University Press Conference Oxford University of Oxford Mathematical Institute Oxford Centre for Islamic Studies Oxford Centre for Hebrew and Jewish Studies University of Oxford Alumni Office Alumni Office Said Business School Bear Ram Elk Festival Digital Strategy & Web Design BBC Radio Oxford Local radio partner The Oxford Times Regional media partner Oxford Brookes University Oxford University Images Oxford University Images The Sheldonian Theatre Floris of London City Audio Visual Sloane Club British Humanist Association Schoolreaders Oxford City Council The Litmus Partnership K T Bruce Photography K T Bruce Photography OX magazine History of War All About History Steer Oxford Botanic Garden
 

FT Weekend Oxford Literary Festival partners & sponsors

FT Weekend Title partner BBC World Service International radio partner Oxford Martin School Festival ideas partner Bodleian Libraries Festival cultural partner University of Oxford New College Jewish Book Week Partner of Jewish programme Italian Embassy Supporter of Italian programme Irish Embassy, London Supporters of the Irish programme MIT Press MIT Press. Sponsors of the programme of American literature and culture The Dorchester Hotels Collection Festival London hotel partner Blackwell’s Festival on-site and online bookseller Princeton University Press British Academy Festival academic partner Ian and Carol Sellars Emily Rose and James Marrow Lady Hatch Patron donor for the programme of Irish literature and culture George Warren Mary and Cecil Quillen Jesus College Worcester College Worcester College Lincoln College Lincoln College St Hilda’s College 10th St Hilda's day at the festival St Cross College St Cross College The Feathers Hotel Macdonald Bear Hotel Critchleys The Royal Society of Literature Royal Literary Fund Felicity Bryan Associates Oxford University Press Conference Oxford University of Oxford Mathematical Institute Oxford Centre for Islamic Studies Oxford Centre for Hebrew and Jewish Studies University of Oxford Alumni Office Alumni Office Said Business School Bear Ram Elk Festival Digital Strategy & Web Design BBC Radio Oxford Local radio partner The Oxford Times Regional media partner Oxford Brookes University Oxford University Images Oxford University Images The Sheldonian Theatre Floris of London City Audio Visual Sloane Club British Humanist Association Schoolreaders Oxford City Council The Litmus Partnership K T Bruce Photography K T Bruce Photography OX magazine History of War All About History Steer Oxford Botanic Garden