Dr Brad Baxter
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Overview
Overview
Biography
I obtained my first degree in mathematics from the University of Cambridge in 1986, where I was a member of Trinity College. I continued to study at Cambridge, obtaining M. Math [formerly called Part III of the Mathematical Tripos] in 1987. I then became a PhD student of Mike Powell in Numerical Analysis, my PhD being sponsored by AERE Harwell, until 1992. I was also a Smith's Prizewinner during my PhD. Following post-doctoral positions at Texas A&M University and the University of Manchester, I became a Governors' Lecturer in Mathematics at Imperial College, London, in 1994, where I remained until 2001. I joined Birkbeck in 2002, to help create the new programme in Financial Engineering, for which I was programme director for the best part of two decades.
I semi-retired from Birkbeck in July 2023 but continue to teach mathematical finance and numerical analysis courses. I also teach for several colleges at the University of Cambridge.
Qualifications
- BA (Mathematics), University of Cambridge, 1986
- M. Math, University of Cambridge, 1987
- PhD, University of Cambridge, 1992
Honours and awards
- Smith's Prize, University of Cambridge, April 1989
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Research
Research
Research interests
- Approximation theory
- Numerical Analysis
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Supervision and teaching
Supervision and teaching
Supervision
Current doctoral researchers
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AZIZA SENTISSI
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SIMON FRETWELL
Teaching
Teaching modules
- Problems in Mathematics (BUEM009S6)
- Problems in Mathematics (BUEM009S6)
- Mathematical Explorations (BUEM133H4)
- Mathematical Explorations (BUEM133H4)
- Financial Modelling and Data Science (EMMS011S7)
- Financial Modelling and Data Science (EMMS011S7)
- Statistical Learning (EMMS022H7)
- Statistical Learning (EMMS022H7)
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Publications
Publications
Article
- Baxter, Brad J.C. and Brummelhuis, Raymond (2011) Functionals of exponential Brownian motion and divided differences. Journal of Computational and Applied Mathematics 236 (4), pp. 424-433. ISSN 0377-0427.
- Baxter, Brad J.C. and Graham, L. and Wright, Stephen (2011) Invertible and non-invertible information sets in linear rational expectations models. Journal of Economic Dynamics and Control 35 (3), pp. 295-311. ISSN 0165-1889.
- Baxter, Brad J.C. (2010) On kernel engineering via Paley–Wiener. Calcolo 48 (1), pp. 21-31. ISSN 0008-0624.
- Baxter, Brad J.C. (2008) On spherical averages of radial basis functions. Foundations of Computational Mathematics 8 (3), pp. 395-407. ISSN 1615-3375.
- Roussos, George and Baxter, Brad J.C. (2005) Rapid evaluation of radial basis functions. Journal of Computational and Applied Mathematics 180 (1), pp. 51-70. ISSN 0377-0427.
Book Section
- Hubbert, Simon and Baxter, Brad J.C. (2001) Radial basis functions for the sphere. In: Haussmann, W. and Jetter, K. and Reimer, M. (eds.) Recent Progress in Multivariate Approximation. 4th International Conference, September 2000, Witten-Bommerholz. International Series of Numerical Mathematics. Basel: Birkhauser. pp. 33-47. ISBN 3764365056.
Monograph
- Baxter, Brad J.C. (2018) Convergence of stationary RBF-schemes for the numerical solution of evolution equations. Lyon, France: Le Centre pour la Communication Scientifique Directe.
- Baxter, Brad J.C. and Graham, L. and Wright, Stephen (2007) The endogenous Kalman Filter. London, UK: Birkbeck, University of London.
Other
- Baxter, Brad J.C. and Brummelhuis, R. (2019) Convergence of Stationary RBF-schemes for the numerical solution of evolution equations. arXiv arXiv.