Imperial College London

ProfessorNicholasBingham

Faculty of Natural SciencesDepartment of Mathematics

Senior Research Investigator
 
 
 
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Contact

 

+44 (0)20 7594 2085n.bingham

 
 
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Location

 

702Weeks BuildingSouth Kensington Campus

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Summary

 

Course/Module

Lecturer, M2PM3 Complex Analysis. (Undergraduate)

Introduction to Machine Learning - M5MF45

Role

Course Leader

Mathematical Finance: An Introduction to Option Pricing - MATH97009

Aims

The mathematical modeling of derivatives securities, initiated by the Louis Bachelier in 1900 and developed by
Black, Scholes and Merton in the 1970s, focuses on the pricing and hedging of options, futures and other
derivatives, using a probabilistic representation of market uncertainty. This module is a mathematical
introduction to this theory, which uses a wide array of tools from stochastic analysis, which are covered in the
module in a self-contained manner: Brownian motion, stochastic integration, Ito calculus and parabolic partial
differential equations.

Role

Lecturer

Mathematical Finance: An Introduction to Option Pricing - MATH96014

Role

Lecturer

Mathematical Finance: An Introduction to Option Pricing - M5F22

Aims

The mathematical modeling of derivatives securities, initiated by the Louis Bachelier in 1900 and developed by
Black, Scholes and Merton in the 1970s, focuses on the pricing and hedging of options, futures and other
derivatives, using a probabilistic representation of market uncertainty. This module is a mathematical
introduction to this theory, which uses a wide array of tools from stochastic analysis, which are covered in the
module in a self-contained manner: Brownian motion, stochastic integration, Ito calculus and parabolic partial
differential equations

Role

Lecturer

Statistical Methods in Finance - MATH97115

Role

Lecturer