William Shaw (born 14 May 1958) is a British
mathematician
A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems.
Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change.
History
On ...
, and formerly professor of the mathematics and computation of risk at
University College London
, mottoeng = Let all come who by merit deserve the most reward
, established =
, type = Public research university
, endowment = £143 million (2020)
, budget = ...
. He is a consultant on
financial derivatives
In finance, a derivative is a contract that ''derives'' its value from the performance of an underlying entity. This underlying entity can be an asset, index, or interest rate, and is often simply called the "underlying". Derivatives can be u ...
, an author of a primary book on using
Mathematica
Wolfram Mathematica is a software system with built-in libraries for several areas of technical computing that allow machine learning, statistics, symbolic computation, data manipulation, network analysis, time series analysis, NLP, optimizat ...
to model financial derivatives, formerly co-
Editor-in-Chief
An editor-in-chief (EIC), also known as lead editor or chief editor, is a publication's editorial leader who has final responsibility for its operations and policies.
The highest-ranking editor of a publication may also be titled editor, managing ...
of the journal ''Applied Mathematical Finance''.
Shaw studied at
King's College, Cambridge
King's College is a constituent college of the University of Cambridge. Formally The King's College of Our Lady and Saint Nicholas in Cambridge, the college lies beside the River Cam and faces out onto King's Parade in the centre of the city ...
, where he studied mathematics; he was
Wrangler and earned a B.A. in 1980. In 1981 he won the
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 b ...
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 b ...
for his performance on the
Cambridge Mathematical Tripos
The Mathematical Tripos is the mathematics course that is taught in the Faculty of Mathematics at the University of Cambridge. It is the oldest Tripos examined at the University.
Origin
In its classical nineteenth-century form, the tripos was a ...
. In 1984 he received a D.Phil. (PhD) in mathematical physics from
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 around sixty governing body fellows, in addition to both research and ...
. From 1984 to 1987 he was a research fellow at Clare College, Cambridge and
C.L.E. Moore Instructor at the
Massachusetts Institute of Technology
The Massachusetts Institute of Technology (MIT) is a private land-grant research university in Cambridge, Massachusetts. Established in 1861, MIT has played a key role in the development of modern technology and science, and is one of the ...
. From 1987 to 1990, he worked for Smith Associates in Guildford, and ECL in Henley-on Thames. From 1991 to 2002 he was a lecturer in mathematics at Balliol College, Oxford. In 2002 he moved to
St Catherine's College, Oxford
St Catherine's College (colloquially called St Catz or Catz) is one of the constituent colleges of the University of Oxford and is the newest college admitting both undergraduate and graduate students. Tracing its roots back to 1868 (although th ...
, where he was University Lecturer in financial mathematics. In 2006 he moved to a Professorship at
King's College London
King's College London (informally King's or KCL) is a public research university located in London, England. King's was established by royal charter in 1829 under the patronage of King George IV and the Duke of Wellington. In 1836, King's ...
and in 2011 to a Professorship at UCL. He returned to the financial industry in 2012 and remained a visiting professor at UCL until 2017.
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.
References
External links
William Shaw's former UCL web-pageEntry in Mathematics Genealogy ProjectLinkedIn profile
{{DEFAULTSORT:Shaw, William
1958 births
Living people
Alumni of King's College, Cambridge
Academics of King's College London
Academics of University College London
English mathematicians
Mathematical finance
Massachusetts Institute of Technology School of Science faculty