Browse by Goldsmiths authors: Hughston, L P
Number of items: 149.
2012
Finance at Fields. (2012)
UNSPECIFIED
General Theory of Geometric Lévy Models for Dynamic Asset Pricing. (2012)
Brody, D C; Hughston, L P and Mackie, E
On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals. (2012)
Hughston, L P and Mina, F
Conditional Density Models for Asset Pricing. (2012)
Filipović, D; Hughston, L P and Macrina, A
Pricing Fixed-Income Securities in an Information-Based Framework. (2012)
Hughston, L P and Macrina, A
Rational Term Structure Models with Geometric Lévy Martingales. (2012)
Brody, D C; Hughston, L P and Mackie, E
2010
Credit Risk, Market Sentiment and Randomly-Timed Default. (2010)
Brody, D C; Hughston, L P and Macrina, A
Discrete-Time Interest-Rate Modelling. (2010)
Hughston, L P and Macrina, A
Effects of Quantum Entanglement in Phase Transitions. (2010)
Brody, D C; Hughston, L P and Parry, M F
Nonlinearity and Constrained Quantum Motion. (2010)
Brody, D C; Gustavsson, A C T and Hughston, L P
2008
Symplectic Approach to Quantum Constraints. (2008)
Brody, D C; Gustavsson, A C T and Hughston, L P
Dam Rain and Cumulative Gain. (2008)
Brody, D C; Hughston, L P and Macrina, A
Information, Inflation, and Interest. (2008)
Hughston, L P and Macrina, A
Information-Based Asset Pricing. (2008)
Brody, D C; Hughston, L P and Macrina, A
2007
Quantum Phase Transitions Without Thermodynamic Limits. (2007)
Brody, D C; Hook, D W and Hughston, L P
Unitarity, Ergodicity and Quantum Thermodynamics. (2007)
Brody, D C; Hook, D W and Hughston, L P
On Quantum Microcanonical Equilibrium. (2007)
Brody, D C; Hook, D W and Hughston, L P
Entanglement of Three-Qubit Geometry. (2007)
Brody, D C; Gustavsson, A C T and Hughston, L P
Beyond Hazard Rates: A New Framework for Credit-Risk Modelling. (2007)
Brody, Dorje C; Hughston, L P and Macrina, Andrea
2006
Discretionary Stopping of One-Dimensional Itô Diffusions with a Staircase Reward Function. (2006)
Bronstein, A L; Hughston, L P; Pistorius, M R and Zervos, M
Exactly Solvable Quantum State Reduction Models with Time-Dependent Coupling. (2006)
Brody, D C; Constantinou, I C; Dear, J D C and Hughston, L P
Quantum Noise and Stochastic Reduction. (2006)
Brody, D C and Hughston, L P
Quantum States and Space-Time Causality. (2006)
Brody, D C and Hughston, L P
2001
Martingale Models for Quantum State Reduction. (2001)
Adler, S L; Brody, D C; Brun, T A and Hughston, L P
Credit Risk: Constructing the Basic Building Blocks. (2001)
Hughston, L P and Turnbull, S M
Interest Rates and Information Geometry. (2001)
Brody, D C and Hughston, L P
Geometric Quantum Mechanics. (2001)
Brody, D C and Hughston, L P
Applications of Information Geometry to Interest Rate Theory. (2001)
Brody, D C and Hughston, L P
Martingale Approach to Real Options. (2001)
Hughston, L P and Zervos, M
Disordered and Complex Systems. (2001)
UNSPECIFIED
Further Advances in Twistor Theory, Volume III: Curved Twistor Spaces. (2001)
UNSPECIFIED
A Novel Approach to Quantum Gravity. (2001)
Hughston, L P
1999
The Sticky Delta Model. (1999)
Hughston, L P
The Geometry of Coherent States. (1999)
Field, T R and Hughston, L P
Geometrization of Statistical Mechanics. (1999)
Brody, D C and Hughston, L P
Extensions of Bundles of Null Directions. (1999)
Nurowski, P; Hughston, L P and Robinson, D R
Thermalization of Quantum States. (1999)
Brody, D C and Hughston, L P
Options: Classic Approaches to Pricing and Modelling. (1999)
UNSPECIFIED
1998
The quantum canonical ensemble. (1998)
Brody, D C and Hughston, L P
Geometry of thermodynamic states. (1998)
Brody, D C and Hughston, L P
Statistical Geometry in Quantum Mechanics. (1998)
Brody, D C and Hughston, L P
A Problem in Squash Strategy. (1998)
Brooks, W J and Hughston, L P
Generalised Heisenberg Relations for Quantum Statistical Estimation. (1998)
Brody, D C and Hughston, L P
Geometric Models for Quantum Statistical Inference. (1998)
Brody, D C and Hughston, L P
Inflation Derivatives. (1998)
Hughston, L P
Positive Interest: an Afterword. (1998)
Flesaker, B and Hughston, L P
1994
Financial Observables. (1994)
Hughston, L P
Contingent Claim Replication in Continuous Time with Transaction Costs. (1994)
Flesaker, B and Hughston, L P
Stochastic Differential Geometry, Financial Modelling, and Arbitrage-Free Pricing. (1994)
Hughston, L P
Taking All the Credit. (1994)
Flesaker, B; Hughston, L P; Schreiber, L and Sprung, L