基本信息
浏览量:4
职业迁徙
个人简介
Chris works in the theory of probability and its applications, particularly in quantitative finance. His work in finance includes the potential approach to the term structure of interest rates, complete models of stochastic volatility, portfolio turnpike theorems, improved binomial pricing, robust hedging, liquidity modelling, axiomatics of valuation operators, the equity premium puzzle, duality in optimal investment/consumption, and Monte Carlo valuation of American options.
Chris has served the community as a past or present editor of Finance & Stochastics, Mathematical Finance, Annals of Applied Probability , Stochastic Processes and their Applications, and Stochastics. Additionally, he organised two major international programmes at the Isaac Newton Institute , Financial Mathematics in 1995, and Developments in Quantitative Finance in 2005. Together with Professor David Williams, Chris wrote the two volume work `Diffusions, Markov Processes, and Martingales', originally published by Wileys, Chichester, and now re-released by Cambridge University Press
研究兴趣
论文共 177 篇作者统计合作学者相似作者
按年份排序按引用量排序主题筛选期刊级别筛选合作者筛选合作机构筛选
时间
引用量
主题
期刊级别
合作者
合作机构
JOURNAL OF APPLIED PROBABILITYno. 3 (2023): 1-3
World Scientific lecture notes in financepp.173-184, (2023)
arxiv(2022)
引用0浏览0引用
0
0
加载更多
作者统计
合作学者
合作机构
D-Core
- 合作者
- 学生
- 导师
数据免责声明
页面数据均来自互联网公开来源、合作出版商和通过AI技术自动分析结果,我们不对页面数据的有效性、准确性、正确性、可靠性、完整性和及时性做出任何承诺和保证。若有疑问,可以通过电子邮件方式联系我们:report@aminer.cn