Lane Hughston University College London

Fourth General Conference On Advances Mathematical Methods In ...
Lane HUGHSTON Imperial College London, U.K. Bogdan IFTIMIE Academy of Economic Sciences, Romania Antoine JACQUIER Imperial College London, Martijn PISTORIUS Imperial College London, U.K. Eckhard PLATEN University of Technology Sydney, Australia Marie-Claire QUENEZ KAMMERER University of ... Retrieve Content

Pricing Fixed-Income Securities In An Information-Based ...
Lane P. Hughston∗ and Andrea Macrina†‡ ∗ Department of Mathematics, Imperial College London Kyoto University Kyoto 606-8501, Japan Abstract In this paper we introduce a class of information-based models for the pricing of fixed-income securities. We consider a set of continuous- ... View This Document

Workshop On Stochastics, Control And Finance
Lane Hughston (Imperial College) Saul Jacka (University of Warwick) Ioannis Karatzas (University of Oslo) Mihail Zervos (London School of Economics) Harry Zheng (Imperial College) Sponsors European Science Foundation (Advanced Mathematical Methods in Finance Program) ... Access Full Source

FINANCE FIELDS
Lane P Hughston University College London, United Kingdom FINANCE atFIELDS 8507hc_9789814407885_tp.indd 2 3/8/12 11:04 AM. Published by World Scientific Publishing Co. Pte. Ltd. 5 Toh Tuck Link, Singapore 596224 USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601 ... Visit Document

University College London; University College School; Richard S. Ward; Andrew Hodges; Asghar Qadir; George Burnett-Stuart; Matthew Ginsberg; Adam Helfer; Lane P. Hughston; Peter Law; Claude LeBrun; Ross Moore; Duncan Stone; Erlangsen Bergstrom; Tim Poston; George Sparling; K. Paul Tod; ... Read Article

General Workshop Program Monday 10 Tuesday 11 Wednesday 12
Lane Hughston (University College London, UK) Signal Processing with Lévy Information Chris Rogers (Cambridge, UK) L. Hughston Chair: J. Chadam QUESTIONS FOR PANEL 3 QUESTIONS FOR PANEL 3 QUESTIONS FOR PANEL 3 5:30 - 7:00PM: CONTRIBUTED PRESENTATIONS PART 1 or SPECIAL SESSIONS ... Content Retrieval

Information Content For Quantum States
Lane P. Hughstonb) Department of Mathematics, King’s College London, The Strand, London WC2R 2LS, United Kingdom Convex Analysis ~Princeton University Press, Princeton, 1970!. 7D. C. Brody and L. P. Hughston, J. Math. Phys. 39, 6502 ~1998!. ... Content Retrieval

KIER DISCUSSION PAPER SERIES
Pricing Fixed-Income Securities in an Information-Based Framework Lane P. Hughston⁄ and Andrea Macrinayz ⁄ Department of Mathematics, Imperial College London ... View This Document

Information-Based Asset Pricing: Applications To Equity ...
Information-Based Asset Pricing: Applications to Equity, Credit, and Interest Rate Products Lane P. Hughston Department of Mathematics King’s College London ... Get Doc

Information-Based Approach To Equity/Credit Hybrid Products
Information-Based Approach to Equity/Credit Hybrid Products Dorje C. Brody Royal Society University Research Fellow Blackett Laboratory, Imperial College, London SW7 2BZ, UK ... View Full Source

Matthew Ginsberg, Adam Helfer, Lane Hughston, Peter Law, Claude LeBrun, Ross Moore, Duncan Stone, Tim Poston, George Sparling, Paul Tod, Asghar Qadir: Freqüentou a University College School. Ex-alunos da University College London; Knights Bachelor; Naturais de Colchester Menu de ... Read Article

Universal Tomographic Measurements - University Of Toronto
Universal Tomographic Measurements Lane P. Hughston Department of Mathematics University College London London WC1E 6BT, United Kingdom | 20 February 2013 ... Doc Retrieval

User:Mathbot/List Of Mathematical Redlinks (L) - Wikipedia ...
-- Lamkwitz-- Lamps-- Lancashire Independent College-- Lanchester Prize-- Lanczos orthogonalization-- Landau Prize in Mathematics-- Landen's transformation-- Landon T. Clay-- Landscape formation-- Landwirtschaftliche Jahrbuecher-- Lane Hughston-- Lang University, Canada ... Read Article

June 2013 Warsaw - Institute Of Mathematics Polish Academy Of ...
Organized under the honorary patronage of the Rector of the University of Warsaw of Finance Scientific Committee • Lane Hughston (University College London, United Kingdom) • Monique Jeanblanc (University of Evry, France) • Claudia Klüppelberg (Technische Universität München, ... Retrieve Content

L´evy Information And The Aggregation Of Risk Aversion
L´evy Information and the Aggregation of Risk Aversion Lane P. Hughston Department of Mathematics University College London Gower Street, London WC1E 6BT ... Fetch Here

KIER DISCUSSION PAPER SERIES
KYOTO UNIVERSITY KYOTO, JAPAN KYOTO INSTITUTE OF ECONOMIC Imperial College, London SW7 2AZ, UK 2Department of Mathematics, King’s College London, London, WC2R 2LS, UK 3Institute of Economic Research, Kyoto University, Kyoto 606-8501 lane.hughston@ic.ac.uk, andrea.macrina@kcl.ac.uk ... Read Content

16 December 2002
Brunel University, Uxbridge . Middlesex UB8 3PH, UK. Tel: +44 (0)1895 265745 Fax: 15:45-16:35 Prof. Lane Hughston (UCL) (alight The Greenway and use St John’s building entrance on Kingston Lane). Travelling by London underground. ... Doc Viewer

Social Discounting And The Long Rate Of Interest
Social Discounting and the Long Rate of Interest Lane P. Hughston Department of Mathematics University College London London WC1E 6BT, United Kingdom ... Document Viewer

UK Mathematical Finance Workshop
College London) K2.31 10:30 –11:00 . Learning from and describing complex sequential data. Rough path theory and signatures of Lane Hughston (University College London) K2.31 15:30 – 16:0 0 : Good-deal price bounds for a log contract. Aleš Černý (City University London) ... Read Full Source

Stocha Stics, Co Ntrol An D Fi Nan Ce H S K R O W
GiuliaDiNunno(University of Oslo) MihailZervos(London School of Economics) HarryZheng(Imperial College) Sponsors Lane Hughston Imperial College London In the “positive interest” models of Flesaker & Hughston (1996) the nominal discount bond ... Get Content Here

INTEREST RATE MODELLING - Risk Waters Group
University of Minnesota and B.S/M.S. Licenciado en Ciencias Matematicas from the University of Buenos Aires. King's College London (London course) Lane Hughston is Professor of Financial Mathematics at King’s College London. He received his D. Phil. in mathematics from Oxford University. ... Access Full Source

ArXiv:1301.2964v1 [q-fin.RM] 14 Jan 2013
Dorje C. Brody∗, Lane P. Hughston† ∗Mathematical Sciences, Brunel University, Uxbridge UB8 3PH, UK †Department of Mathematics, University College London, London WC1E 6BT, UK (Dated: January 15, 2013) ... Read Document