Nisha Rathode (Editor)

Lane P Hughston

Updated on
Edit
Like
Comment
Share on FacebookTweet on TwitterShare on LinkedInShare on Reddit
Residence
  
London, United Kingdom

Role
  
Mathematician

Nationality
  
USA

Alma mater
  
University of Oxford

Doctoral advisor
  
Name
  
Lane Hughston


Lane P. Hughston wwwbrunelacukdataassetsimage0008416159H

Born
  
24 December 1951 (age 72) Corpus Christi, Texas, USA (
1951-12-24
)

Institutions
  
Brunel UniversityImperial College LondonKing's College LondonLincoln College, Oxford

Books
  
An introduction to general relativity

Fields
  

Lane P. Hughston (born 24 December 1951) is an American mathematician.

Contents

Biography

Born in Corpus Christi, Texas, and raised in Dallas, Texas, Hughston is the son of Edward Wallace Hughston and the late Joan Lorraine Palmer Hughston. He was awarded a doctoral degree in mathematics by the University of Oxford where he was a Rhodes Scholar and a student of Professor Roger Penrose. Following the completion of his doctorate he held a Junior Research Fellowship at Wolfson College, Oxford, and then was Fellow and Tutor in Applied Mathematics at Lincoln College, Oxford. He has worked as a financial engineer and risk manager at Merrill Lynch, London, as Professor of Financial Mathematics at King's College London, as Professor of Mathematical Finance at Imperial College London, and as Professor of Mathematics at Brunel University. He has, among other areas, carried out work in general relativity, cosmology, twistor theory, quantum mechanics, statistical mechanics, and in various aspects of mathematical finance, including the theory of interest rate derivatives and the theory of information-based asset pricing. Lane P. Hughston is Editor-in-Chief of International Journal of Theoretical and Applied Finance. He is a member of the London Mathematical Society, the European Mathematical Society, the Bachelier Finance Society, the American Finance Association, and the American Physical Society. He is a Fellow of the Institute of Mathematics and its Applications, and is a lifetime member of the American Mathematical Society and the International Society on General Relativity and Gravitation. He has held visiting professorships at the University of Texas at Austin, King's College London, the Perimeter Institute for Theoretical Physics, and University College London.

Works

  • Twistors and Particles (1979) Springer-Verlag.
  • Advances in Twistor Theory (ed., with R. S. Ward, 1979) Pitman.
  • An Introduction to General Relativity (with K. P. Tod, 1990) Cambridge University Press.
  • Vasicek and Beyond: Approaches to Building and Applying Interest Rate Models (ed., 1996) Risk Publications.
  • The New Interest Rate Models (ed., 2000) Risk Publications.
  • Dam rain and cumulative gain (with D. C. Brody and A. Macrina, 2008) Proc. Roy. Soc. A, 2008, Vol: 464, Pages: 1801–1822.
  • Information-based asset pricing (with D. C. Brody and A. Macrina, 2008) International Journal of Theoretical and Applied Finance, 2008, Vol: 11, Pages: 107–142, ISSN 0219-0249.
  • Finance at Fields (ed., with M. Grasselli, 2013) World Scientific Publishing Company.
  • References

    Lane P. Hughston Wikipedia


    Similar Topics