Stock markets – putting your money where your math is

Further Reading

CSIRO Solve

May 2007
Financial services: Delivering derivatives (by Dr Gio Braidotti)
Looks at the application of mathematics in managing risks in the financial market.

New Scientist

30 May 2007, pages 42-45
Gordon Gekko makes way for trading software (by Robert Matthews)
Explores the use of algorithmic trading systems on Wall Street.

24 April 1999, pages 42-46
Firm forecast (by John Casti)
Describes a share market simulation that runs on a personal computer.

4 April 1998, pages 42-45
Market forces (by Nicholas Dunbar)
Two Russian physicists claim there is a mathematical link between quantum physics and the derivatives market.

9 August 1997, pages 36-40
Calculated gambling (by Joe Pimbley)
Explains derivatives and the associated complex equations.

Scientific American

February 1999, pages 50-53
A multifractal walk down Wall Street (by Benoit B. Mandelbrot)
Explains how the geometry that describes the shape of coastlines and the patterns of galaxies can also describe how stock prices soar and plummet.

May 1998, pages 70-75
A calculus of risk (by Gary Stix)
Explores aspects of ‘financial engineering’ including the Black-Scholes differential equation for pricing options.

January 1998, page 11
Risky business (by Gary Stix)
Discusses options and other derivatives.

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Page updated August 2007.