Lane P. Hughston

Lane P. Hughston
Lane P. Hughston
Born	24 December 1951 (age 72); Corpus Christi, Texas, USA
Nationality	American
Alma mater	Magdalen College, Oxford
	Scientific career
Fields	Mathematical finance ; Mathematical physics
Institutions	Goldsmiths, University of London ; Brunel University London ; Imperial College London ; King's College London ; Lincoln College, Oxford
Doctoral advisor	Roger Penrose

Last updated May 18, 2024

Lane P. Hughston (born 24 December 1951 in Corpus Christi, Texas) is an American mathematician.

Early life and education

Lane P. Hughston was born in Corpus Christi, Texas, and raised in Dallas, Texas, where he attended J. J. Pershing Elementary School, Benjamin Franklin Junior High School, and Hillcrest High School. He is the son of Edward Wallace Hughston and Joan Palmer Hughston. In 1969 took first place in the nationwide Westinghouse Science Talent Search.^[1]^[2] He holds a doctorate in mathematics from the University of Oxford, where he was a Rhodes Scholar and a student of Roger Penrose.^[3] While he was a student at Oxford he was based at Magdalen College.

Career

After completing his doctorate he held a Junior Research Fellowship at Wolfson College, Oxford, and then was Darby Fellow and Tutor in Applied Mathematics at Lincoln College, Oxford.

Later, Hughston worked as a financial engineer at Robert Fleming & Co. Limited, London, and at Merrill Lynch, London, and then as professor of mathematics at King's College London, at Imperial College London, at Brunel University London and, more recently, at Goldsmiths, University of London.^[4]

He has held visiting appointments at the University of Texas at Austin, King's College London, the Institute for Advanced Study, the Perimeter Institute for Theoretical Physics, and University College London.

He has carried out work in general relativity, cosmology, twistor theory, quantum mechanics, quantum information, statistical mechanics, mathematical finance, and music theory. He served for sixteen years as Editor-in-Chief at International Journal of Theoretical and Applied Finance over the period 2007 to 2022,^[5] the final year being as co-Editor-in-Chief alongside M. R. Grasselli.

Published works

L. P. Hughston (1969) Multifluid Cosmologies, Astrophysical Journal, Vol 158, pp 987–989.
L. P. Hughston & K. C. Jacobs (1970) Homogeneous Electromagnetic and Massive Vector Meson Fields in Bianchi Cosmologies, Astrophysical Journal, Vol 160, pp 147–152.
L. P. Hughston & L. C. Shepley (1970) Anisotropic Multi-fluid Cosmologies with Hypersurface Orthogonal Velocity Fields, Astrophysical Journal, Vol 160, pp 333–336.
L. P. Hughston (1971) Generalized Vaidya Metrics, International Journal of Theoretical Physics, Vol 4 (4), pp 267–271.
L. P. Hughston, R. Penrose, P. Sommers & M. Walker (1972) On a Quadratic First Integral for the Charged Particle Orbits in the Charged Kerr Solution, Communications in Mathematical Physics, Vol 27 (4) pp 303–308.
L. P. Hughston (1972) On an Einstein-Maxwell Field with a Null Source, in Methods of Local and Global Differential Geometry in General Relativity (D. Farnsworth, J. Fink, J. Porter & A. Thompson, eds) Lecture Notes in Physics 14, pp 121–125, Springer-Verlag.
L. P. Hughston & P. D. Sommers (1973) Spacetimes with Killing Tensors, Communications in Mathematical Physics, Vol 32 (2), pp 147–152.
L. P. Hughston & P. D. Sommers (1973) The Symmetries of Kerr Black Holes, Communications in Mathematical Physics, Vol 33 (2), 129–133.
L. P. Hughston (1979) Some New Contour Integral Formulae, in Complex Manifold Techniques in Theoretical Physics (D. Lerner & P. D. Sommers, eds), Pitman, pp 115–125.
L. P. Hughston (1979) Twistors and Particles, Springer Lecture Notes in Physics 97, Springer-Verlag. ISBN 978-3-540-09244-5.
L. P. Hughston & R. S. Ward, eds (1979) Advances in Twistor Theory, Pitman. ISBN 0-273-08448-8.
L. P. Hughston (1980) The Twistor Particle Programme, Surveys in High Energy Physics, Vol 4, 310–332.
L. P. Hughston & M. C. Sheppard (1980) On the Magnetic Moments of Hadrons, Reports on Mathematical Physics, Vol 18, 55–68.
L. P. Hughston & T. R. Hurd (1981) A Cohomological Description of Massive Fields, Proc. Roy. Soc. Lond. A, Vol 378, pp 141–154.
L. P. Hughston (1982) The Relativistic Oscillator, Proc. Roy. Soc. Lond. A, Vol 382, pp 459–466.
L. P. Hughston & T. R. Hurd (1983) A Manifestly Conformally Covariant CP5 Integral Formula for Massless Fields, Physics Letters B, Vol 124, 362–364.
L. P. Hughston & T. R. Hurd (1983) A Geometrical Approach to Bose and Fermi Statistics, Physics Letters B, Vol 127, 201–203.
L. P. Hughston & T. R. Hurd (1983) A CP5 Calculus for Space-Time Fields, Physics Reports, Vol 100, 273–326.
L. P. Hughston (1984) Why the Apple Falls, Times Higher Education Supplement, No 620, p iii.
L. P. Hughston (1985) The Tail of the Lion, Times Higher Education Supplement, No 667, p 16.
L. P. Hughston (1986) Entropy, Uncertainty, and Nonlinearity, in Quantum Concepts in Space and Time (C. J. Isham & R. Penrose, eds) Oxford University Press, Chapter 11, pp 174–181.
L. P. Hughston (1986) Supertwistors and Superstrings, Nature, Vol 321, pp 381–382.
L. P. Hughston (1986) Points in Space-Time, Times Higher Education Supplement, No 715, p 20.
L. P. Hughston & W. T. Shaw (1987) Real Classical Strings, Proc. Roy. Soc. Lond. A, Vol 414, pp 415–422.
L. P. Hughston (1987) Applications of SO(8) Spinors, in Gravitation and Geometry: a volume in honour of Ivor Robinson (W. Rindler & A. Trautman, eds) Bibliopolis, Naples, pp 253–277.
L. P. Hughston & W. T. Shaw (1987) Minimal Curves in Six Dimensions, Classical and Quantum Gravity, Vol 4, pp 869–892.
L. P. Hughston & W. T. Shaw (1987) Classical Strings in Ten Dimensions, Proc. Roy. Soc. Lond. A, Vol 414}, pp 423–431.
L. P. Hughston (1987) Remarks on Sommers' Theorem, Classical and Quantum Gravity, Vol 4, pp 1809–1811.
L. P. Hughston & W. T. Shaw (1988) Constraint Free Analysis of Relativistic Strings, Classical and Quantum Gravity, Vol 5, pp L69-72.
L. P. Hughston (1988) Applications of Cartan Spinors to Differential Geometry in Higher Dimensions, in Spinors in Physics and Geometry (A. Trautman & G. Furlan, eds) World Scientific Press, pp 226–237.
W. J. Brooks & L. P. Hughston (1988) A Problem in Squash Strategy, The Mathematical Gazette, Vol 72, pp 92–95.
L. P. Hughston & L. J. Mason (1988) A Generalized Kerr-Robinson Theorem, Classical and Quantum Gravity, Vol 5, pp 275–285.
L. P. Hughston & W. T. Shaw (1989) Spinor Parametrisations of Minimal Surfaces, in Mathematics of Surfaces III (D. C. Handscomb, ed) Oxford University Press, pp 359–372.
L. P. Hughston (1989) So Great an Absurdity, Times Higher Education Supplement}, No 875, p 19.
L. P. Hughston (1989) Covered Warrants: Are They Really Covered?, The Treasurer, November issue, pp 32–34.
L. P. Hughston (1989) Time to Call on Japan's Warrant Idea, International Money Marketing, December issue, p 26.
L. P. Hughston & W. T. Shaw (1990) Twistors and Strings, in Twistors in Mathematics and Physics (R. Baston & T. N. Bailey, eds) Cambridge University Press, Chapter 12, pp 218–245.
L. P. Hughston & K. P. Tod (1990) An Introduction to General Relativity, London Mathematical Society Student Texts 5, Cambridge University Press. ISBN 0-521-32705-9.
L. J. Mason & L. P. Hughston, eds (1990) Further Advances in Twistor Theory, Volume I: The Penrose Transform and its Applications, Pitman Research Notes in Mathematics Series 231, Longman Scientific and Technical. ISBN 0-582-00466-7.
L. P. Hughston, R. Jozsa & W. K. Wootters (1993) A Complete Classification of Quantum Ensembles having a Given Density Matrix, Physics Letters A, Vol 183, pp 14–18.
B. Flesaker & L. P. Hughston (1993) Contingent Claim Replication in Continuous Time with Transaction Costs. Working paper, Merrill Lynch. Presented at the 29th Conference of the Western Finance Association, Santa Fe, New Mexico, 22 June 1994.
L. P. Hughston (1993) Financial Geometry: a New Angle on Risk, International Derivative Review, September issue (SunGard Capital Markets), pp 11–14.
B. Flesaker, L. P. Hughston, L. Schreiber & L. Sprung (1994) Taking All the Credit, Risk, Vol 7 (9), pp 104–108, reprinted in Yearbook of Fixed Income Investing 1995 (J. D. Finnerty & M. S. Fridson, eds), Irwin Professional Publishing (1996).
L. P. Hughston (1994) Stochastic Differential Geometry, Financial Modelling, and Arbitrage-Free Pricing. Working paper, Merrill Lynch. Presented at the Cambridge Finance Forum, 4 March 1994.
L. P. Hughston (1994) Financial Observables, International Derivative Review, December issue (SunGard Capital Markets), pp 11–14.
L. P. Hughston (1995) Geometric Aspects of Quantum Mechanics, in Twistor Theory (S. A. Huggett, ed) Marcel Dekker, Chapter 6, pp 59–79.
L. J. Mason, L. P. Hughston & P. K. Kobak, eds (1995) Further Advances in Twistor Theory, Volume II: Integrable Systems, Conformal Geometry, and Gravitation, Pitman Research Notes in Mathematics Series 232, Longman Scientific and Technical. ISBN 0-582-00465-9.
B. Flesaker & L. P. Hughston (1996) Positive Interest, Risk, Vol 9 (1), pp 46–49, reprinted in Vasicek and Beyond (L. P. Hughston, ed) Risk Publications (1996), and Hedging with Trees (M. Broadie & P. Glasserman, eds) Risk Publications (1998).
L. P. Hughston (1996) Geometry of Stochastic State Vector Reduction, Proc. Roy. Soc. Lond. A, Vol 452, pp 953–979.
L. P. Hughston, ed (1996) Vasicek and Beyond: Approaches to Building and Applying Interest Rate Models, Risk Publications. ISBN 1-899332-50-2.
D. C. Brody & L. P. Hughston (1996) Geometry of Quantum Statistical Inference, Physical Review Letters, Vol 77, pp 2851–2854.
B. Flesaker & L. P. Hughston (1996) Positive Interest: Foreign Exchange, in Vasicek and Beyond (L. P. Hughston, ed) Risk Publications, Chapter 22, pp 351–367.
L. P. Hughston (1996) Pricing of Credit Derivatives, IFR Financial Derivatives and Risk Management, Issue 5, pp 11–16.
D. C. Brody & L. P. Hughston (1997) Generalised Heisenberg Relations for Quantum Statistical Estimation, Physics Letters A, Vol 236, pp 257–262.
B. Flesaker & L. P. Hughston (1997) Exotic Interest Rate Options, in Exotic Options: the State of the Art (L. Clewlow & C. Strickland, eds) International Thompson Publishing, Chapter 9, pp 209–227.
B. Flesaker & L. P. Hughston (1997) International Models for Interest Rates and Foreign Exchange, Net Exposure, Issue 3, pp 55–79, reprinted in The New Interest Rate Models (L. P. Hughston, ed) Risk Publications (2000), Chapter 13, pp 217–236.
B. Flesaker & L. P. Hughston (1997) Dynamic Models of Yield Curve Evolution, in Mathematics of Derivative Securities (M. A. H. Dempster & S. R. Pliska, eds) Cambridge University Press, Chapter 17, pp 294–314.
L. P. Hughston (1997) Financial Calculus, Risk, Vol 10 (3), pp 63–64.
L. P. Hughston (1998) Inflation Derivatives. Working paper, Merrill Lynch and King's College London.
D. C. Brody & L. P. Hughston (1998) Geometry of Thermodynamic States, Physics Letters A, Vol 245, 73–78.
D. C. Brody & L. P. Hughston (1998) Statistical Geometry in Quantum Mechanics, Proc. Roy. Soc. Lond. A, Vol 454, pp 2445–2475.
B. Flesaker & L. P. Hughston (1998) Positive Interest: an Afterword, in Hedging with Trees: Advances in Pricing and Risk Managing Derivatives (M. Broadie & P. Glasserman, eds) Risk Publications, pp 120–124.
D. C. Brody & L. P. Hughston (1998) The Quantum Canonical Ensemble, Journal of Mathematical Physics, Vol. 39, 6502–6508.
D. C. Brody & L. P. Hughston (1998) Geometric Models for Quantum Statistical Inference, in The Geometric Universe: Science, Geometry, and the Work of Roger Penrose (S. A. Huggett, L. J. Mason, K. P. Tod, S. T. Tsou & N. M. J. Woodhouse, eds) Oxford University Press, Chapter 18, pp 265–276.
L. P. Hughston, P. Nurowski & D. Robinson (1999) Extensions of Bundles of Null Directions, Classical and Quantum Gravity, Vol 16, pp 255–279.
L. P. Hughston, ed (1999) Options: Classic Approaches to Pricing and Modelling, Risk Publications. ISBN 1-899332-669.
D. C. Brody & L. P. Hughston (1999) Thermalisation of Quantum States, Journal of Mathematical Physics, Vol 40, pp 12–18.
P. Balland & L. P. Hughston (1999) The Sticky Delta Model, Derivative Week, Learning Curve, 1 November issue.
T. R. Field & L. P. Hughston (1999) The Geometry of Coherent States, Journal of Mathematical Physics, Vol 40, pp 2568–2583.
D. C. Brody & L. P. Hughston (1999) Geometrisation of Statistical Mechanics, Proc. Roy. Soc. Lond. A, Vol 455, pp 1683–1715.
P. Balland & L. P. Hughston (2000) Markov Model Consistent with Caplet Smile, International Journal of Theoretical and Applied Finance, Vol 3, pp 161–181.
L. P. Hughston (2000) Not for the Fainted-Hearted, Risk, Vol 13 (2), p 59.
D. C. Brody & L. P. Hughston (2000) The Information Content of a Quantum State, Journal of Mathematical Physics, Vol 41, pp 2586–2592.
L. P. Hughston & S. M. Turnbull (2000) Credit Derivatives Made Simple, Risk, Vol 13 (10), pp 36–43, reprinted in Credit Risk Modelling, The Cutting Edge Collection (M. Gordy, ed) Risk Books (2003). Japanese translation (D. C. Brody) in Risk Japan, Vol 1, (1), pp 50–54 (2001).
L. P. Hughston, ed (2000) The New Interest Rate Models: Recent Developments in the Theory and Application of Yield Curve Dynamics, Risk Publications. ISBN 1-899-332-97-9.
D. C. Brody & L. P. Hughston (2001) Interest Rates and Information Geometry, Proc. Roy. Soc. Lond. A, Vol 457, pp 1343–1363.
L. P. Hughston & S. M. Turnbull (2001) Credit Risk: Constructing the Basic Building Blocks, Economic Notes, Vol 30, pp 281–292.
D. C. Brody & L. P. Hughston (2001) Geometric Quantum Mechanics, Journal of Geometry and Physics, Vol 38, pp 19–53.
P. Sollich, A. Coolen, L. P. Hughston & R. F. Streater, eds (2001) Disordered and Complex Systems, American Institute of Physics. ISBN 1-56396-983-1.
S. A. Adler, D. C. Brody, T. A. Brun & L. P. Hughston (2001) Martingale Models for Quantum State Reduction, Journal of Physics A, Vol 34, pp 8795–8820.
L. J. Mason, L. P. Hughston, P. K. Kobak & K. Pulverer, eds (2001) Further Advances in Twistor Theory, Volume III: Curved Twistor Spaces, Research Notes in Mathematics 424, Chapman and Hall/CRC. ISBN 1-58488-047-3.
D. C. Brody & L. P. Hughston (2001) Applications of Information Geometry to Interest Rate Theory, in Disordered and Complex Systems (P. Sollich, A. Coolen, L. P. Hughston & R. F. Streater, eds) AIP Conference Proceedings, Vol 553, pp 281–288.
L. P. Hughston & M. Zervos (2001) Martingale Approach to the Pricing of Real Options, in Disordered and Complex Systems (P. Sollich, A. Coolen, L. P. Hughston & R. F. Streater, eds) AIP Conference Proceedings, Vol 553, pp 325–330.
D. C. Brody & L. P. Hughston (2002) Entropy and Information in the Interest Rate Term Structure, Quantitative Finance, Vol 2, pp 70–80.
L. P. Hughston (2002) "Symbolic Meaning for Numbers", GARP Risk Review , Issue 7, p 41.
D. C. Brody & L. P. Hughston (2002) Efficient Simulation of Quantum State Reduction, Journal of Mathematical Physics, Vol 43, pp 5254–5261.
D. C. Brody & L. P. Hughston (2002) Stochastic Reduction Models in Nonlinear Quantum Mechanics, Proc. Roy. Soc. Lond. A, Vol 458, pp 1117–1127.
L. P. Hughston (2003) The Past, Present, and Future of Term Structure Modelling, in Modern Risk Management: a History (P. Field, introduction) Risk Publications, Chapter 7, pp 107–132.
D. C. Brody, L. P. Hughston & J. Syroka (2003) Relaxation of Quantum States under Energy Perturbations, Proc. Roy. Soc. Lond. A, Vol 459, pp 2297–2316.
D. C. Brody & L. P. Hughston (2004) Chaos and Coherence: a New Framework for Interest Rate Modelling, Proc. Roy. Soc. Lond. A, Vol 460, pp 85–110.
L. P. Hughston & A. Rafailidis (2005) A Chaotic Approach to Interest Rate Modelling, Finance and Stochastics, Vol 9, pp 43–65.
D. C. Brody & L. P. Hughston (2005) Finite-Time Stochastic Reduction Models, Journal of Mathematical Physics, Vol 46, 082101:1-7.
D. C. Brody & L. P. Hughston (2005) Theory of Quantum Space-Time, Proc. Roy. Soc. Lond. A, Vol 462, pp 2679–2699.
D. C. Brody & L. P. Hughston (2005) Twistor Cosmology and Quantum Space-Time, in Fundamental Interactions and Twistor-Like Methods (J. Lukierski & D. Sorokin, eds), AIP Conference Proceedings, Vol 767, pp 57–95.
D. C. Brody & L. P. Hughston (2006) Quantum Noise and Stochastic Reduction, Journal of Physics A, Vol 39 (4), pp 833–876.
D. C. Brody, I. C. Constantinou, J. D. C. Dear & L. P. Hughston (2006) Exactly Solvable Quantum State Reduction Models with Time-Dependent Coupling, Journal of Physics A, Vol 39 (35), pp 11029–11051.
A. L. Bronstein, L. P. Hughston, M. R. Pistorius & M. Zervos (2006) Discretionary Stopping of One-Dimensional Ito Diffusions with a Staircase Reward Function, Journal of Applied Probability, Vol 43, pp 984–996.
D. C. Brody & L. P. Hughston (2006) Quantum States and Space-Time Causality, in Proceedings of the Second International Symposium on Information Geometry and its Applications, University of Tokyo, Japan.
D. C. Brody, D. W. Hook & L. P. Hughston (2007) Unitarity, Ergodicity, and Quantum Thermodynamics, Journal of Physics A, Vol 40, 503–509.
D. C. Brody, D. W. Hook & L. P. Hughston (2007) On Quantum Microcanonical Equilibrium, Journal of Physics: Conference Series, Vol 67, 012025:1-7.
D. C. Brody, D. W. Hook & L. P. Hughston (2007) Quantum Phase Transitions without Thermodynamic Limits, Proc. Roy. Soc. Lond. A, Vol 463, pp 2021–2030.
D. C. Brody, L. P. Hughston & A. Macrina (2007) Beyond Hazard Rates: a New Framework for Credit Risk Modelling, in Advances in Mathematical Finance (M. Fu, R. Jarrow, Ju-Yi Yen & R. Elliott, eds) Birkhauser, pp 231–257.
D. C. Brody, A. Gustavsson & L. P. Hughston (2007) Entanglement of Three-Qubit Geometry, Journal of Physics: Conference Series, Vol 67, 012044:1-6.
D. C. Brody, L. P. Hughston & A. Macrina (2008) Information-Based Asset Pricing, International Journal of Theoretical and Applied Finance, Vol 11 (1), pp 107–142.
L. P. Hughston & A. Macrina (2008) Information, Inflation, and Interest, in Advances in Mathematics of Finance (L. Stettner, ed), Banach Center Publications, Vol 83, pp 117–138.
D. C. Brody, A. Gustavsson & L. P. Hughston (2008) Symplectic Approach to Quantum Constraints, Journal of Physics A, Vol 41, 475301.
D. C. Brody, L. P. Hughston & A. Macrina (2008) Dam Rain and Cumulative Gain, Proc. Roy. Soc. Lond. A, Vol 464, pp 1801–1822.
D. C. Brody, A. Gustavsson & L. P. Hughston (2009) Metric Approach to Quantum Constraints, Journal of Physics A, Vol 42, 295303.
D. C. Brody, M. H. A. Davis, R. L. Friedman & L. P. Hughston (2009) Informed Traders, Proc. Roy. Soc. Lond. A, Vol 465, pp 1103–1122.
D. C. Brody, A. Gustavsson & L. P. Hughston (2010) Nonlinearity and Constrained Quantum Motion, Journal of Physics A, Vol 43, 082003.
D. C. Brody, L. P. Hughston & M. Parry (2010) Effects of Quantum Entanglement in Phase Transitions, Physics Letters A, Vol 374, pp 2424–2428.
D. C. Brody, L. P. Hughston & A. Macrina (2010) Credit Risk, Market Sentiment and Randomly-Timed Default, in Stochastic Analysis in 2010 (D. Crisan, ed) Springer-Verlag, pp 267–280.
L. P. Hughston & A. Macrina (2010) Discrete-Time Interest-Rate Modelling, in Progress in Analysis and its Applications (M. Ruzhansky & J. Wirth, eds), World Scientific Publishing Company.
E. Hoyle, L. P. Hughston & A. Macrina (2011) Lévy Random Bridges and the Modelling of Financial Information, Stochastic Processes and their Applications, Vol 121, pp 856–884.
D. C. Brody, L. P. Hughston & A. Macrina (2011) Modelling Information Flows in Financial Markets, in Advanced Mathematical Methods for Finance, (G. Di Nunno & B. Oksendal, eds), Springer-Verlag, Chapter 5, pp 133–153.
L. P. Hughston & F. Mina (2012) On the Representation of General Interest Rate Models as Square-Integrable Wiener Functionals, in Recent Advances in Financial Engineering 2011 (Y. Muromachi, H. Nakaoka & A. Takahashi, eds) World Scientific Publishing Company, pp 1–20.
L. P. Hughston & A. Macrina (2012) Pricing Fixed-Income Securities in an Information-Based Framework, Applied Mathematical Finance, Vol 19 (4), pp 361–379.
D. C. Brody, L. P. Hughston & E. Mackie (2012) Rational Term Structure Models with Geometric Lévy Martingales, Stochastics, Vol 84, 719–740.
D. Filipovic, L. P. Hughston & A. Macrina (2012) Conditional Density Models for Asset Pricing, International Journal of Theoretical and Applied Finance, Vol 15 (1), 1250002:1-24.
D. C. Brody, L. P. Hughston & E. Mackie (2012) General Theory of Geometric Lévy Models for Dynamic Asset Pricing, Proc. Roy. Soc. Lond. A, Vol 468, pp 1778–1798.
M. R. Grasselli & L. P. Hughston, eds (2013) Finance at Fields, World Scientific Publishing Company. ISBN 978-981-4407-88-5.
D. C. Brody & L. P. Hughston (2013) Lévy Information and the Aggregation of Risk Aversion, Proc. Roy. Soc. Lond. A, Vol 469, 20130024:1-19.
D. C. Brody, L. P. Hughston & X. Yang (2013) Signal Processing with Lévy Information, Proc. Roy. Soc. Lond. A, Vol 469, 20120433.
L. P. Hughston (2014) Foreword, in Quant of the Year 2000-2014: All the Award-Winning Papers (A. Lipton, ed) Risk Books, pp xvii-xviii.
D. C. Brody & L. P. Hughston (2015) Universal Quantum Measurements, Journal of Physics: Conference Series, Vol 624, 012002:1-13.
E. Hoyle, L. P. Hughston & A. Macrina (2015) Stable-1/2 Bridges and Insurance, in Advances in Mathematics of Finance (A. Palczewski & L. Stettner, eds), Banach Center Publications, Vol 104, pp 95–120.
D. C. Brody, L. P. Hughston & D. M. Meier (2015) Fragile Entanglement Statistics, Journal of Physics A, Vol 48, 425301:1-15.
C. M. Bender, D. C. Brody, L. P. Hughston & B. K. Meister (2016) Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics, in Non-Hermitian Hamiltonians in Quantum Physics (F. Bagarello, R. Passante & C. Trapani, eds), Springer Proceedings in Physics, Vol 184, pp 185–199.
D. C. Brody & L. P. Hughston (2016) Thermodynamics of Quantum Heat Bath, Journal of Physics A, Vol 49, 425302:1-25.
L. P. Hughston & S. M. Salamon (2016) Surveying Points in the Complex Projective Plane, Advances in Mathematics, Vol 286, pp 1017–1052.
D. C. Brody & L. P. Hughston (2018) Social Discounting and the Long Rate of Interest, Mathematical Finance, Vol 28, pp 306–334.
D. C. Brody, L. P. Hughston & D. M. Meier (2018) Lévy-Vasicek Models and the Long-Bond Return Process, International Journal of Theoretical and Applied Finance, Vol 21 (3), 1850026:1-26.
D. C. Brody & L. P. Hughston (2018) Quantum State Reduction, in Collapse of the Wave Function: Models, Ontology, Origin, and Implications (S. Gao, ed), Cambridge University Press, pp 47–74.
G. Bouzianis & L. P. Hughston (2019) Determination of the Lévy Exponent in Asset Pricing Models, International Journal of Theoretical and Applied Finance, Vol 22 (1), 1850008:1-18.
D. C. Brody, L. P. Hughston & B. K. Meister (2020) Theory of Cryptocurrency Interest Rates, SIAM Journal on Financial Mathematics, Vol 11 (1), pp 148–168.
L. P. Hughston & L. Sánchez-Betancourt (2020) Pricing with Variance Gamma Information, Risks, Vol 8 (4), 105:1-22. https://doi.org/10.3390/risks8040105.
G. Bouzianis & L. P. Hughston (2020) Optimal Hedging in Incomplete Markets, Applied Mathematical Finance, Vol 27 (4), pp 265–287.
G. Bouzianis, L. P. Hughston, S. Jaimungal & L. Sánchez-Betancourt (2021) Lévy-Ito Models in Finance, Probability Surveys, Vol 18, pp 132–178.
D. C. Brody & L. P. Hughston (2021) Quantum Measurement of Space-Time Events, Journal of Physics A, Vol 54, 235304:1-20. https://doi.org/10.1088/1751-8121/abfac6.
D. C. Brody, L. P. Hughston & A. Macrina, eds (2022) Financial Informatics: An Information-Based Approach to Asset Pricing, World Scientific Publishing Company. ISBN 978-981-1246-48-7
D. C. Brody, L. P. Hughston & X. Yang (2022) On the Pricing of Storable Commodities, in Financial Informatics: An Information-Based Approach to Asset Pricing (D. C. Brody, L. P. Hughston & A. Macrina, eds), World Scientific Publishing Company.
D. C. Brody & L. P. Hughston (2023) Lévy Models for Collapse of the Wave Function, Journal of Physics A, Vol 56, 125303:1-27. https://doi.org/10.1088/1751-8121/acbe7f.
J. R. Boland & L. P. Hughston (2023) Mathematical Foundations of Complex Tonality, Journal of Mathematics and Music. https://doi.org/10.1080/17459737.2023.2228546, 1-30.
G. Bouzianis, L. P. Hughston & L. Sánchez-Betancourt (2024) Information-Based Trading, International Journal of Theoretical and Applied Finance, 2350030:1-33. https://doi.org/10.1142/S0219024923500309.
L. P. Hughston & L. Sánchez-Betancourt (2024) Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement, Journal of Physics A. https://doi.org/10.1088/1751-8121/ad4cab, 1-30.

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Maurice Stevenson Bartlett FRS was an English statistician who made particular contributions to the analysis of data with spatial and temporal patterns. He is also known for his work in the theory of statistical inference and in multivariate analysis.

A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations.

Aeroacoustics is a branch of acoustics that studies noise generation via either turbulent fluid motion or aerodynamic forces interacting with surfaces. Noise generation can also be associated with periodically varying flows. A notable example of this phenomenon is the Aeolian tones produced by wind blowing over fixed objects.

<span class="mw-page-title-main">Gabriele Veneziano</span> Italian theoretical physicist

Gabriele Veneziano is an Italian theoretical physicist widely considered the father of string theory. He has conducted most of his scientific activities at CERN in Geneva, Switzerland, and held the Chair of Elementary Particles, Gravitation and Cosmology at the Collège de France in Paris from 2004 to 2013, until the age of retirement there.

A parametric array, in the field of acoustics, is a nonlinear transduction mechanism that generates narrow, nearly side lobe-free beams of low frequency sound, through the mixing and interaction of high frequency sound waves, effectively overcoming the diffraction limit associated with linear acoustics. The main side lobe-free beam of low frequency sound is created as a result of nonlinear mixing of two high frequency sound beams at their difference frequency. Parametric arrays can be formed in water, air, and earth materials/rock.

Stochastic partial differential equations (SPDEs) generalize partial differential equations via random force terms and coefficients, in the same way ordinary stochastic differential equations generalize ordinary differential equations.

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Kalyanapuram Rangachari Parthasarathy was an Indian statistician who was professor emeritus at the Indian Statistical Institute and a pioneer of quantum stochastic calculus. Parthasarathy was the recipient of the Shanti Swarup Bhatnagar Prize for Science and Technology in Mathematical Science in 1977 and the TWAS Prize in 1996.

Damiano Brigo is a mathematician known for research in mathematical finance, filtering theory, stochastic analysis with differential geometry, probability theory and statistics, authoring more than 130 research publications and three monographs. From 2012 he serves as full professor with a chair in mathematical finance at the Department of Mathematics of Imperial College London, where he headed the Mathematical Finance group in 2012–2019. He is also a well known quantitative finance researcher, manager and advisor in the industry. His research has been cited and published also in mainstream industry publications, including Risk Magazine, where he has been the most cited author in the twenty years 1998–2017. He is often requested as a plenary or invited speaker both at academic and industry international events. Brigo's research has also been used in court as support for legal proceedings.

The International Journal of Theoretical and Applied Finance (IJTAF) was founded in 1998 and is published by World Scientific. The journal spans a wide range of topics focussing on the use of quantitative tools in finance, including articles on development and implementation of mathematical models, their industrial usage, and application of modern stochastic methods.

Sergio Albeverio is a Swiss mathematician and mathematical physicist working in numerous fields of mathematics and its applications. In particular he is known for his work in probability theory, analysis, mathematical physics, and in the areas algebra, geometry, number theory, as well as in applications, from natural to social-economic sciences.

Quantitative analysis is the use of mathematical and statistical methods in finance and investment management. Those working in the field are quantitative analysts (quants). Quants tend to specialize in specific areas which may include derivative structuring or pricing, risk management, investment management and other related finance occupations. The occupation is similar to those in industrial mathematics in other industries. The process usually consists of searching vast databases for patterns, such as correlations among liquid assets or price-movement patterns.

Chris J. L. Doran is a physicist, Director of Studies in Natural Sciences for Sidney Sussex College, Cambridge. He founded Geomerics, and is its Chief Operating Officer.

The chiral Potts model is a spin model on a planar lattice in statistical mechanics studied by Helen Au-Yang Perk and Jacques Perk, among others. It may be viewed as a generalization of the Potts model, and as with the Potts model, the model is defined by configurations which are assignments of spins to each vertex of a graph, where each spin can take one of $values. To each edge joining vertices with assigned spins and, a Boltzmann weight is assigned. For this model, chiral means that . When the weights satisfy the Yang-Baxter equation, it is integrable, in the sense that certain quantities can be exactly evaluated.$

Complex spacetime is a mathematical framework that combines the concepts of complex numbers and spacetime in physics. In this framework, the usual real-valued coordinates of spacetime are replaced with complex-valued coordinates. This allows for the inclusion of imaginary components in the description of spacetime, which can have interesting implications in certain areas of physics, such as quantum field theory and string theory.

Dorje C. Brody is a British applied mathematician and mathematical physicist.

Walter Thompson Welford was a British physicist with expertise in optics.

Stanislav Alexeyevich Molchanov is a Soviet and American mathematician.

References

↑ Society for Science
↑ T. L. Hulsey (2020) 25 Texas Heroes. Stagirite Press, Ft Worth, Texas. ISBN 1-883853-06-0
↑ Mathematics Genealogy Project
↑ Goldsmiths, University of London
↑ International Journal of Theoretical and Applied Finance, Vol 26, No 1, 2301001 (2023)

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[1] Society for Science

[2] T. L. Hulsey (2020) 25 Texas Heroes. Stagirite Press, Ft Worth, Texas. ISBN 1-883853-06-0

[3] Mathematics Genealogy Project

[4] Goldsmiths, University of London

[5] International Journal of Theoretical and Applied Finance, Vol 26, No 1, 2301001 (2023)

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