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» Antony Ware
Antony Ware
Professor
Department Head
Applied Mathematics
Director
- Math Finance Lab
Mathematics
Mathematical Sciences 476
aware@ucalgary.ca
Website:
http://math.ucalgary.ca/~aware
Research Interests
General:
Numerical analysis
Biomedical applications of mathematics
Wavelets
Numerical solution of unsteady convection-diffusion problems
Mathematical Finance:
Computational finance
Currently Teaching
Not currently teaching any courses.
view past courses
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.
Courses
Supervised Students
Degrees
PhD
University of Oxford
, 1991
MSc
University of Oxford
, 1987
BA (Hons)
University of Oxford
, 1986
Students
Syeda Ali
2016 to Present
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