## Waves

Wave motion is found everywhere: sound waves, water waves, electromagnetic waves, traffic waves and Mexican waves are just some examples. The mathematical description of wave motion can be fairly straightforward,

Skip to content
# Author Archives: David Graham

## Chebychev Polynomials

## Particle methods for fluid dynamics

## Numerical methods for PDE’s

## Pricing of American Options

## Multifractals in Finance

## Mathematical Finance

In this project the aim is to study the mathematical properties of Chebychev polynomials and their role in numerical approximation. The concept of ‘good’ and ‘best’ numerical approximations and the

Particle-based numerical methods have been used extensively by Hollywood in modelling dramatic events such as floods or sinking ships. This project would investigate smoothed particle hydrodynamics (SPH) models or, possibly,

Partial differential equations describe how the three/four dimensional world works. Solving such equations is the key to understanding the behaviour of many physical, chemical, biological or financial systems. A large

An option is the right (but not the obligation) to buy, at or before an agreed expiry date, a share at a ‘strike price’ (agreed now). An American option allows

The standard mathematical model of random asset price variation is Geometric Brownian Motion – where the log of the asset price ‘return’ is normally distributed. However, this under-predicts the frequency

Many topics in mathematical finance can make good project topics. The key to understanding lies in the modelling of the random behaviour seen in prices of shares, oil, foreign exchange