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Mihail Zervos
Mihail Zervos is a Greek financial mathematician. He is Professor of Financial Mathematics at the London School of Economics. Curriculum Zervos received his MSc and PhD degrees from Imperial College London in 1995. After completing his PhD, he was a lecturer at the Department of Statistics, University of Newcastle, where he stayed until 2000. He then joined King's College London, initially as a lecturer and then as a reader in the Department of Mathematics. In 2006 he was appointed to the Chair in Financial Mathematics at the London School of Economics where he was tasked with founding a new Research Group in Financial Mathematics within the Departement of Mathematics. References * D. Brody, J. Syroka and M. Zervos: "Dynamical pricing of weather derivatives". ''Quantitative Finance'' 2 (2002), 189–198. * K. Duckworth, M. Zervos: "A model for investment decisions with switching costs", ''Annals of Applied Probability '' The Annals of Applied Probability'' is a leading pe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematical Finance
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio management on the other. Mathematical finance overlaps heavily with the fields of computational finance and financial engineering. The latter focuses on applications and modeling, often by help of stochastic asset models, while the former focuses, in addition to analysis, on building tools of implementation for the models. Also related is quantitative investing, which relies on statistical and numerical models (and lately machine learning) as opposed to traditional fundamental analysis when managing portfolios. French mathematician Louis Bachelier's doctoral thesis, defended in 1900, is considered the first scholarly work on mathematical fina ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Annals Of Applied Probability
'' The Annals of Applied Probability'' is a leading peer-reviewed mathematics journal published by the Institute of Mathematical Statistics, which is the main international society for researchers in probability and statistics. The journal was established in 1991 by founding editor J. Michael Steele and is indexed by '' Mathematical Reviews'' and Zentralblatt MATH. Its 2009 MCQ was 1.02. Its impact factor (measured by JCR/ISI-Thomson) evolved from 1.454 in 2014 to 1.786 in 2017. The journal CiteScore is 3.2 and its SCImago Journal Rank is 1.878, both from 2020. It is currently ranked 9th in the field of Probability & Statistics with Applications according to Google Scholar Google Scholar is a freely accessible web search engine that indexes the full text or metadata of scholarly literature across an array of publishing formats and disciplines. Released in beta in November 2004, the Google Scholar index includes .... References External links * Probability journals ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Greek Emigrants To The United Kingdom
Greek may refer to: Greece Anything of, from, or related to Greece, a country in Southern Europe: *Greeks, an ethnic group. *Greek language, a branch of the Indo-European language family. **Proto-Greek language, the assumed last common ancestor of all known varieties of Greek. **Mycenaean Greek, most ancient attested form of the language (16th to 11th centuries BC). **Ancient Greek, forms of the language used c. 1000–330 BC. **Koine Greek, common form of Greek spoken and written during Classical antiquity. **Medieval Greek or Byzantine Language, language used between the Middle Ages and the Ottoman conquest of Constantinople. **Modern Greek, varieties spoken in the modern era (from 1453 AD). *Greek alphabet, script used to write the Greek language. *Greek Orthodox Church, several Churches of the Eastern Orthodox Church. *Ancient Greece, the ancient civilization before the end of Antiquity. *Old Greek, the language as spoken from Late Antiquity to around 1500 AD. Other uses * '' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
National Technical University Of Athens Alumni
National may refer to: Common uses * Nation or country ** Nationality – a ''national'' is a person who is subject to a nation, regardless of whether the person has full rights as a citizen Places in the United States * National, Maryland, census-designated place * National, Nevada, ghost town * National, Utah, ghost town * National, West Virginia, unincorporated community Commerce * National (brand), a brand name of electronic goods from Panasonic * National Benzole (or simply known as National), former petrol station chain in the UK, merged with BP * National Car Rental, an American rental car company * National Energy Systems, a former name of Eco Marine Power * National Entertainment Commission, a former name of the Media Rating Council * National Motor Vehicle Company, Indianapolis, Indiana, USA 1900-1924 * National Supermarkets, a defunct American grocery store chain * National String Instrument Corporation, a guitar company formed to manufacture the first resonator g ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Greek Engineers
Greek may refer to: Greece Anything of, from, or related to Greece, a country in Southern Europe: *Greeks, an ethnic group. *Greek language, a branch of the Indo-European language family. **Proto-Greek language, the assumed last common ancestor of all known varieties of Greek. **Mycenaean Greek, most ancient attested form of the language (16th to 11th centuries BC). **Ancient Greek, forms of the language used c. 1000–330 BC. **Koine Greek, common form of Greek spoken and written during Classical antiquity. **Medieval Greek or Byzantine Language, language used between the Middle Ages and the Ottoman conquest of Constantinople. **Modern Greek, varieties spoken in the modern era (from 1453 AD). *Greek alphabet, script used to write the Greek language. *Greek Orthodox Church, several Churches of the Eastern Orthodox Church. *Ancient Greece, the ancient civilization before the end of Antiquity. *Old Greek, the language as spoken from Late Antiquity to around 1500 AD. Other uses * '' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Greek Mathematicians
Greek may refer to: Greece Anything of, from, or related to Greece, a country in Southern Europe: *Greeks, an ethnic group. *Greek language, a branch of the Indo-European language family. **Proto-Greek language, the assumed last common ancestor of all known varieties of Greek. **Mycenaean Greek, most ancient attested form of the language (16th to 11th centuries BC). **Ancient Greek, forms of the language used c. 1000–330 BC. **Koine Greek, common form of Greek spoken and written during Classical antiquity. **Medieval Greek or Byzantine Language, language used between the Middle Ages and the Ottoman conquest of Constantinople. **Modern Greek, varieties spoken in the modern era (from 1453 AD). *Greek alphabet, script used to write the Greek language. *Greek Orthodox Church, several Churches of the Eastern Orthodox Church. *Ancient Greece, the ancient civilization before the end of Antiquity. *Old Greek, the language as spoken from Late Antiquity to around 1500 AD. Other uses *Gre ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Academics Of The London School Of Economics
An academy (Attic Greek: Ἀκαδήμεια; Koine Greek Ἀκαδημία) is an institution of secondary or tertiary higher learning (and generally also research or honorary membership). The name traces back to Plato's school of philosophy, founded approximately 385 BC at Akademia, a sanctuary of Athena, the goddess of wisdom and skill, north of Athens, Greece. Etymology The word comes from the ''Academy'' in ancient Greece, which derives from the Athenian hero, ''Akademos''. Outside the city walls of Athens, the gymnasium was made famous by Plato as a center of learning. The sacred space, dedicated to the goddess of wisdom, Athena, had formerly been an olive grove, hence the expression "the groves of Academe". In these gardens, the philosopher Plato conversed with followers. Plato developed his sessions into a method of teaching philosophy and in 387 BC, established what is known today as the Old Academy. By extension, ''academia'' has come to mean the accumulation, de ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
King's College London
King's College London (informally King's or KCL) is a public research university located in London, England. King's was established by royal charter in 1829 under the patronage of King George IV and the Duke of Wellington. In 1836, King's became one of the two founding colleges of the University of London. It is one of the oldest university-level institutions in England. In the late 20th century, King's grew through a series of mergers, including with Queen Elizabeth College and Chelsea College of Science and Technology (in 1985), the Institute of Psychiatry (in 1997), the United Medical and Dental Schools of Guy's and St Thomas' Hospitals and the Florence Nightingale School of Nursing and Midwifery (in 1998). King's has five campuses: its historic Strand Campus in central London, three other Thames-side campuses (Guy's, St Thomas' and Waterloo) nearby and one in Denmark Hill in south London. It also has a presence in Shrivenham, Oxfordshire, for its professional mi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Optimal Stopping
In mathematics, the theory of optimal stopping or early stopping : (For French translation, secover storyin the July issue of ''Pour la Science'' (2009).) is concerned with the problem of choosing a time to take a particular action, in order to maximise an expected reward or minimise an expected cost. Optimal stopping problems can be found in areas of statistics, economics, and mathematical finance (related to the pricing of American options). A key example of an optimal stopping problem is the secretary problem. Optimal stopping problems can often be written in the form of a Bellman equation, and are therefore often solved using dynamic programming. Definition Discrete time case Stopping rule problems are associated with two objects: # A sequence of random variables X_1, X_2, \ldots, whose joint distribution is something assumed to be known # A sequence of 'reward' functions (y_i)_ which depend on the observed values of the random variables in 1: #: y_i=y_i (x_1, \ldots ,x ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Newcastle University
Newcastle University (legally the University of Newcastle upon Tyne) is a UK public university, public research university based in Newcastle upon Tyne, North East England. It has overseas campuses in Singapore and Malaysia. The university is a red brick university and a member of the Russell Group, an association of research-intensive UK universities. The university finds its roots in the School of Medicine and Surgery (later the College of Medicine), established in 1834, and the Edward Fenwick Boyd#College of Physical Science, College of Physical Science (later renamed Armstrong College), founded in 1871. These two colleges came to form the larger division of the federal University of Durham, with the Durham Colleges forming the other. The Newcastle colleges merged to form King's College in 1937. In 1963, following an Act of Parliament, King's College became the University of Newcastle upon Tyne. The university subdivides into three faculties: the Faculty of Humanities and ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Imperial College
Imperial College London (legally Imperial College of Science, Technology and Medicine) is a public research university in London, United Kingdom. Its history began with Prince Albert, consort of Queen Victoria, who developed his vision for a cultural area that included the Royal Albert Hall, Victoria & Albert Museum, Natural History Museum and royal colleges. In 1907, Imperial College was established by a royal charter, which unified the Royal College of Science, Royal School of Mines, and City and Guilds of London Institute. In 1988, the Imperial College School of Medicine was formed by merging with St Mary's Hospital Medical School. In 2004, Queen Elizabeth II opened the Imperial College Business School. Imperial focuses exclusively on science, technology, medicine, and business. The main campus is located in South Kensington, and there is an innovation campus in White City. Facilities also include teaching hospitals throughout London, and with Imperial College Healthcare NH ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
