Browse by Goldsmiths authors: Hughston, L P

Item Type Date No Grouping

Article

Decoherence Implies Information Gain. (2025) Brody, D C and Hughston, L P picture_as_pdf

Brief Synopsis of the Scientific Career of T. R. Hurd. (2024) Grasselli, M R and Hughston, L P picture_as_pdf

Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement. (2024) Hughston, L P and Sánchez-Betancourt, L

Information-Based Trading. (2024) Bouzianis, G; Hughston, L P and Sánchez-Betancourt, L

Mathematical Foundations of Complex Tonality. (2024) Boland, J R and Hughston, L P

Lévy Models for Collapse of the Wave Function. (2023) Brody, D C and Hughston, L P

Quantum Measurement of Space-Time Events. (2021) Brody, D C and Hughston, L P picture_as_pdf

Lévy-Ito Models in Finance. (2021) Bouzianis, G; Hughston, L P; Jaimungal, S and Sánchez-Betancourt, L picture_as_pdf

Pricing with Variance Gamma Information. (2020) Hughston, L P and Sánchez-Betancourt, L picture_as_pdf

Theory of Cryptocurrency Interest Rates. (2020) Brody, D C; Hughston, L P and Meister, B picture_as_pdf

Optimal Hedging in Incomplete Markets. (2020) Bouzianis, G and Hughston, L P

Determination of the Lévy Exponent in Asset Pricing Models. (2019) Bouzianis, G and Hughston, L P

Lévy-Vasicek Models and the Long-Bond Return Process. (2018) Brody, D C; Hughston, L P and Meier, D M

Social Discounting and the Long Rate of Interest. (2018) Brody, D C and Hughston, L P

Thermodynamics of Quantum Heat Bath. (2016) Brody, D C and Hughston, L P

Surveying Points in the Complex Projective Plane. (2016) Hughston, L P and Salamon, S M

Fragile Entanglement Statistics. (2015) Brody, D C; Hughston, L P and Meier, D M

Universal Quantum Measurements. (2015) Brody, D C and Hughston, L P

Lévy Information and the Aggregation of Risk Aversion. (2013) Brody, D C and Hughston, L P

Signal Processing with Lévy Information. (2013) Brody, D C; Hughston, L P and Yang, X

General Theory of Geometric Lévy Models for Dynamic Asset Pricing. (2012) Brody, D C; Hughston, L P and Mackie, E

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

Lévy Random Bridges and the Modelling of Financial Information. (2011) Hoyle, E; 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

Metric Approach to Quantum Constraints. (2009) Brody, D C; Gustavsson, A C T and Hughston, L P

Informed Traders. (2009) Brody, D C; Davis, M H A; Friedman, R L and Hughston, L P

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-Based Asset Pricing. (2008) Brody, D C; Hughston, L P and Macrina, A

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

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

Theory of Quantum Space-Time. (2005) Brody, D C and Hughston, L P

Finite-Time Stochastic Reduction Models. (2005) Brody, D C and Hughston, L P

A Chaotic Approach to Interest Rate Modelling. (2005) Hughston, L P and Rafailidis, A

Chaos and Coherence: a New Framework for Interest Rate Modelling. (2004) Brody, D C and Hughston, L P

Relaxation of Quantum States under Energy Perturbations. (2003) Brody, D C; Hughston, L P and Syroka, J

Efficient Simulation of Quantum State Reduction. (2002) Brody, D C and Hughston, L P

Symbolic Meaning for Numbers. (2002) Hughston, L P

Stochastic Reduction in Nonlinear Quantum Mechanics. (2002) Brody, D C and Hughston, L P

Entropy and Information in the Interest Rate Term Structure. (2002) Brody, D C and Hughston, L P

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

Information Content for Quantum States. (2000) Brody, D C and Hughston, L P

Markov Market Model Consistent with Cap Smile. (2000) Balland, P and Hughston, L P

Not for the Faint-Hearted. (2000) Hughston, L P

Credit Derivatives Made Simple. (2000) Hughston, L P and Turnbull, S M

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

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

Financial Calculus. (1997) Hughston, L P

International Models for Interest Rates and Foreign Exchange. (1997) Flesaker, B and Hughston, L P

Geometry of Quantum Statistical Inference. (1996) Brody, D C and Hughston, L P

Geometry of Stochastic State Vector Reduction. (1996) Hughston, L P

Positive Interest. (1996) Hughston, L P

Pricing of Credit Derivatives. (1996) Hughston, L P

Financial Observables. (1994) Hughston, L P

Taking All the Credit. (1994) Flesaker, B; Hughston, L P; Schreiber, L and Sprung, L

A Complete Classification of Quantum Ensembles having a Given Density Matrix. (1993) Hughston, L P; Jozsa, R and Wootters, W K

Financial Geometry: a New Angle on Risk. (1993) Hughston, L P

Covered Warrants – Are They Really Covered? (1989) Hughston, L P

So Great an Absurdity. (1989) Hughston, L P

Time to Call on Japan’s Warrant Idea. (1989) Hughston, L P

Constraint-Free Analysis of Relativistic Strings. (1988) Hughston, L P and Shaw, W T

A Generalized Kerr-Robinson Theorem. (1988) Hughston, L P and Mason, L J

Classical Strings in Ten Dimensions. (1987) Hughston, L P and Shaw, W T

Real Classical Strings. (1987) Hughston, L P and Shaw, W T

Minimal Curves in Six Dimensions. (1987) Hughston, L P and Shaw, W T

Remarks on Sommers’ Theorem. (1987) Hughston, L P

Theoretical Physics: Supertwistors and Superstrings. (1986) Hughston, L P

Points in Space-Time. (1986) Hughston, L P

Why the Apple Falls. (1984) Hughston, L P

A CP5 Calculus for Space-Time Fields. (1983) Hughston, L P and Hurd, T R

A Geometrical Approach to Bose and Fermi Statistics. (1983) Hughston, L P and Hurd, T R

A Manifestly Conformally Covariant CP5 Integral Formula for Massless Fields. (1983) Hughston, L P and Hurd, T R

The Relativistic Oscillator. (1982) Hughston, L P

A Cohomological Description of Massive Fields. (1981) Hughston, L P and Hurd, T R

On the Magnetic Moments of Hadrons. (1980) Hughston, L P and Sheppard, M

The Twistor Particle Programme. (1980) Hughston, L P

The Symmetries of Kerr Black Holes. (1973) Hughston, L P and Sommers, P

Spacetimes with Killing Tensors. (1973) Hughston, L P and Sommers, P

On a Quadratic First Integral for the Charged Particle Orbits in the Charged Kerr Solution. (1972) Hughston, L P; Penrose, R; Sommers, P and Walker, M

Generalized Vaidya Metrics. (1971) Hughston, L P

Anisotropic, Multi-Fluid Cosmologies with Hypersurface Orthogonal Velocity Fields. (1970) Hughston, L P and Shepley, L C

Homogeneous Electromagnetic and Massive-Vector Fields in Bianchi Cosmologies. (1970) Hughston, L P and Jacobs, K C

Multifluid Cosmologies. (1969) Hughston, L P

Book

An Introduction to General Relativity. (1990) Hughston, L P and Tod, K P

Twistors and Particles. (1979) Hughston, L P

Book Section

On the Pricing of Storable Commodities. (2022) Brody, D C; Hughston, L P and Yang, X

Quantum State Reduction. (2018) Brody, D C and Hughston, L P

Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics. (2016) Bender, C M; Brody, D C; Hughston, L P and Meister, B K html

Stable-1/2 bridges and Insurance. (2015) Hoyle, E; Hughston, L P and Macrina, A

Foreword. (2014) Hughston, L P

On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals. (2012) Hughston, L P and Mina, F

Modelling Information Flows in Financial Markets. (2011) Brody, D C; Hughston, L P and Macrina, A

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

Information, Inflation, and Interest. (2008) Hughston, L P and Macrina, A

Beyond Hazard Rates: A New Framework for Credit-Risk Modelling. (2007) Brody, Dorje C; Hughston, L P and Macrina, Andrea

Quantum States and Space-Time Causality. (2006) Brody, D C and Hughston, L P

Twistor Cosmology and Quantum Space-Time. (2005) Brody, D C and Hughston, L P

Credit Derivatives Made Simple. (2003) Hughston, L P

The Past, Present and Future of Term Structure Modelling. (2003) 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

A Novel Approach to Quantum Gravity. (2001) Hughston, L P

Geometric Models for Quantum Statistical Inference. (1998) Brody, D C and Hughston, L P

Positive Interest: an Afterword. (1998) Flesaker, B and Hughston, L P

Dynamic Models of Yield Curve Evolution. (1997) Flesaker, B and Hughston, L P

Exotic Interest Rate Options. (1997) Flesaker, B and Hughston, L P

Positive Interest: Foreign Exchange. (1996) Flesaker, B and Hughston, L P

Geometric Aspects of Quantum Mechanics. (1995) Hughston, L P

Spinor Parametrizations of Minimal Surfaces. (1990) Hughston, L P and Shaw, W T

Twistors and Strings. (1990) Hughston, L P and Shaw, W T

Applications of Cartan Spinors to Differential Geometry in Higher Dimensions. (1988) Hughston, L P

Applications of SO(8) Spinors. (1987) Hughston, L P

Entropy, Uncertainty, and Nonlinearity. (1986) Hughston, L P

Some New Contour Integral Formulae. (1979) Hughston, L P

On an Einstein-Maxwell Field with a Null Source. (1972) Hughston, L P

Conference or Workshop Item

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

Twistor Cohomology and the Local Properties of Hertz Potentials in Linearized Gravitation. (1977) Hughston, L P

Edited Book

Financial Informatics: An Information-Based Approach to Asset Pricing. (2022)

Finance at Fields. (2012)

Disordered and Complex Systems. (2001)

Further Advances in Twistor Theory, Volume III: Curved Twistor Spaces. (2001)

The New Interest Rate Models. (2000) Hughston, L P

Options: Classic Approaches to Pricing and Modelling. (1999)

Vasicek and Beyond: Approaches to Building and Applying Interest Rate Models. (1996)

Further Advances in Twistor Theory, Volume II: Integrable Systems, Conformal Geometry, and Gravitation. (1995)

Further Advances in Twistor Theory, Volume I: The Penrose Transform and its Applications. (1990)

Advances in Twistor Theory. (1979)

Report

Inflation Derivatives. (1998) Hughston, L P