Research output per year
Research output per year
Personal profile
Research interests
Mathematical finance; multivariate dependency; computational finance; complex variables.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Dive into the research topics where William Shaw is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
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Efficacy and safety of canagliflozin when used in conjunction with incretin-mimetic therapy in patients with type 2 diabetes
CANVAS trial collaborative group & Gnudi, L., Jan 2016, In: Diabetes, obesity & metabolism. 18, 1, p. 82-91 10 p.Research output: Contribution to journal › Article › peer-review
80 Citations (Scopus) -
Correlation structure and dynamics in volatile markets
Aste, T., Shaw, W. & Di Matteo, T., 19 Aug 2010, In: NEW JOURNAL OF PHYSICS. 12, N/A, p. N/A 21 p., 085009.Research output: Contribution to journal › Article › peer-review
106 Citations (Scopus) -
Dependency without copulas or ellipticity
Shaw, W. T. & Munir, A., 2009, In: European Journal Of Finance. 15, 7-8, p. 661 - 674 14 p.Research output: Contribution to journal › Conference paper
9 Citations (Scopus) -
New Approach for the Pricing of Bond Option Using the Relation between the HJM Model and the BGM Model
Park, K., Kim, S. & Shaw, W. T., 2009, Unknown. PART 2 ed. BERLIN: Springer, Vol. 5593 LNCS. p. 594 - 604 11 p. (COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2009, PT II).Research output: Chapter in Book/Report/Conference proceeding › Conference paper
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Bivariate Student t distributions with variable marginal degrees of freedom and independence
Shaw, W. & Lee, K. T. A., Jul 2008, In: JOURNAL OF MULTIVARIATE ANALYSIS. 99, 6, p. 1276 - 1287 12 p.Research output: Contribution to journal › Article › peer-review
21 Citations (Scopus)
Projects
- 2 Finished
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Pension shortfall optimisation
Shaw, W. (Primary Investigator)
1/10/2009 → 30/09/2011
Project: Research
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Information Sciences and Applications Centre (ISAC)
Cvetkovic, Z. (Primary Investigator), Friderikos, V. (Co-Investigator), Harman, M. (Co-Investigator), Iliopoulos, C. (Co-Investigator), Radzik, T. (Co-Investigator), Shaw, W. (Co-Investigator) & Sollich, P. (Co-Investigator)
1/03/2008 → 28/02/2011
Project: Research
Activities
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Consultant on mathematical finance to an international investment bank (Nomura international plc)
Shaw, W. (Member)
2001 → …Activity: Other › Types of Business and Community - Work on advisory panel to industry or government or non-government organisation
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in-Chief, Applied Mathematical Finance, Taylor and Francis, publishers (Journal)
Shaw, W. (Editor)
2001 → …Activity: Publication peer-review and editorial work › Editorial activity