Antony Ware

Department Head; Professor; Director - Math Finance Lab

Department of Mathematics and Statistics

PhD

University of Oxford, 1991

MSc

University of Oxford, 1987

BA (Hons)

University of Oxford, 1986

Contact information

Web presence

Website

Location

Office : MS476

Research and teaching

Research areas

  • Numerical analysis
  • Biomedical applications of mathematics
  • Wavelets
  • Numerical solution of unsteady convection-diffusion problems
  • Computational finance

Publications

Book

  • S{\"u}li, E. and Ware, Antony. The spectral {L}agrange-{G}alerkin method for the {N}avier-{S}tokes equations Oxford Univ. Press, 1993. 409-416. Print.
  • S{\"u}li, Endre and Ware, Antony. Analysis of the spectral {L}agrange-{G}alerkin method for the {N}avier-{S}tokes equations 1530. Springer, 1992. 184-195. Print.
  • S{\"u}li, Endre and Ware, Antony. The spectral method of characteristics and its application to the {N}avier-{S}tokes equations Univ. Belgrade, 1989. 213-218. Print.

Journal article

  • Dmitrasinovic-Vidovic, Gordana, Lari Lavassani, Ali, Li, Xun and Ware, Antony. "Dynamic Portfolio Selection Under Capital-at-Risk with No Short-Selling Constraints". International Journal of Theoretical and Applied Finance 14.6 (2011): 957-977. Print.
  • Dmitrasinovic-Vidovic, Gordana, Lari-Lavassani, Ali, Li, Xun and Ware, Antony. "Continuous Time Portfolio Selection under Conditional Capital at Risk". Journal of Probability and Statistics 2010.Article ID 976371 (2010): 26. Print.
  • Dmitrasinovic-Vidovic, Gordana and Ware, Antony. "Asymptotic Behaviour of Mean Quantile Efficient Portfolios". Stochastics and Finance 10.4 (2006): 529-551. Print.
  • Bos, Len, Ware, Antony and Pavlov, B. S.. "On a semi-spectral method for pricing an option on a mean-reverting asset". Quantitative Finance 2.5 (2002): 337-345. Print.
  • Lari-Lavassani, Ali, Simchi, Mohammadreza and Ware, Antony. "A discrete valuation of swing options". The Canadian Applied Mathematics Quarterly 9.1 (2001): 35-73. Print.
  • Baker, M. D., S{\"u}li, E. and Ware, Antony. "Stability and convergence of the spectral {L}agrange-{G}alerkin method for mixed periodic/non-periodic convection-dominated diffusion problems". IMA Journal of Numerical Analysis 19.4 (1999): 637-663. Print.
  • Ware, Antony. "Fast approximate {F}ourier transforms for irregularly spaced data". SIAM Review 40.4 (1998): 838-856 (electronic). Print.
  • Crumpton, P. I., Shaw, G. J. and Ware, Antony. "Discretisation and multigrid solution of elliptic equations with mixed derivative terms and strongly discontinuous coefficients". Journal of Computational Physics 116.2 (1995): 343-358. Print.
  • Ware, Antony. "A spectral {L}agrange-{G}alerkin method for convection-dominated diffusion problems". Computer Methods in Applied Mechanics and Engineering 116.1-4 (1994): 227-234. Print.
  • S{\"u}li, Endre and Ware, Antony. "A spectral method of characteristics for hyperbolic problems". SIAM Journal on Numerical Analysis 28.2 (1991): 423-445. Print.