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New Zealand Mathematics Colloquium 1999
July 6-9, 1999
Department of Mathematics and Statistics, University of Canterbury
Christchurch, New Zealand

Organizers
Doris Barnard, Therese Boustead, Chris Price, Bruce Robson, Gunter Steinke, Graeme Wake, Allan Willms

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Mathematics and Finance-Marriage or Affair?
by
Craig F Ansley
Frank Russell Company (N.Z.) Limited

Finance and mathematics are often seen out together, but it's hard to tell how close they really are. The finance journals are full of mathematical symbols and refer to some fairly sophisticated mathematical techniques, but does this mean that finance is a fertile area for applied mathematics?

We will look at this question from several points of view:

There are some interesting devlopments in financial mathematics that we will use as examples, including applications of stochastic differential equations and a stochasic linear programming model.

Date received: June 23, 1999

Copyright © 1999 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cacc-56.