Research

I work as part of the Mathematical Modelling in Finance and Economics Group in which we model financial systems with uncertain price and uncertain physical flow, leading to non-linear PDEs which must be solved numerically. I have investigated such systems in the world of finance, banking, renewable energy, mining, and Revenue Management systems. If you are interested in a PhD or want to know a bit more then head over to the Mathematical Finance page in MIMS.

Teaching

I currently teach MATH60082 Computational Finance to MSc students and will start teaching the third year course MATH39032 Mathematical Modelling in Financial this year. I run introductory courses for the postgrad students on Unix, Latex and using the NAG library, and have in the past given courses on Fortran, C++, matlab and gnuplot. Notes, examples and lectures are all available in the teaching section of my website.

Personal

I've been living, studying and working in Manchester for over twenty years, completing my BSc, MSc, PhD and post doc work in the department. My wife and I have two daughters, aged 8 and 11, so most of my spare time now revolves them! I love playing and watching football but as the years catch up on me I've had to hang up my boots.

Calendar


Latex: Demonstration Part 1

A very VERY short introduction to latex, just to get you started.

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Latex: Demonstration Part 2

Some more complicated concepts, to help you write a thesis.

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Unix: Unix Lecture

A lecture demonstrating some simple unix commands.

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Unix: Useful Commands

Some useful commands you might need.

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Unix: Examples Sheet

Some examples to try to get you used to the command line.

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MFW: Workshop Lecture

Research: Management of Unaccounted for Gas

Lubomir Botev and Paul Johnson, "Applications of statistical process control in the management of Unaccounted for Gas", Journal of Natural Gas Science and Engineering


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Research: Hedge Funds Management with Liquidity Constraint

Ramirez, Hugo Eduardo, Peter Duck, Paul Johnson, Sydney Howell, "Hedge Funds Management with Liquidity Constraint", International Journal of Theoretical and Applied Finance

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