C++ for Financial Mathematics
Chapman and Hall/CRC Financial Mathematics Series, (2017)
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C++ for Financial Mathematics Chapman and Hall/CRC Financial Mathematics Series, (2017) Website Buy |
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Intergenerational cross-subsidies in UK collective defined contribution (CDC) funds Arxiv |
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Optimal mutual insurance against systematic longevity risk Arxiv |
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Abundant Superintegrable Systems and Hessian Structures Arxiv |
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Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach Arxiv |
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A Time-Series Analysis of the Impact of Athena Swan on the Representation of Women in Senior Roles SSRN |
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Optimal post-retirement investment under longevity risk in collective funds Arxiv |
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Deep Gamma Hedging Arxiv |
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Gamma Hedging and Rough Paths Arxiv |
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The decolonisation of mathematics Arxiv |
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The Geometry of Risk Link |
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A Critical Analysis of Athena Swan as a Policy-Scoring Scheme British Educational Research Journal (2024) Link |
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The QAA's subject benchmarks and critical pedagogy: The example of ‘gateway to King's’ British Educational Research Journal (2024) Link |
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LGBT+ Representation Higher Education in England and Wales British Journal of Sociology of Education (2024) SSRN Link |
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Ito Stochastic Differentials Stochastic Processes and their Applications (2024) Link Arxiv |
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Optimal Projection Filters with Information Geometry Information Geometry (2023) Link |
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The importance of dynamic risk constraints for limited liability operators Annals of Operations Research (2023) Link Arxiv |
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Projections of SDEs onto Submanifolds Information Geometry (2023) Link |
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Curved Schemes for SDEs on, or near, Manifolds Proceedings of the Royal Society A (2022) Arxiv Link |
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Anomalous Recurrence Properties of Markov Chains on Manifolds of Negative Curvature Journal of Applied Probability (2022) Arxiv Link |
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Non-Geometric Rough Paths on Manifolds Journal of the London Mathematical Society (to appear) Arxiv Link |
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Coherent risk measures alone are ineffective in constraining portfolio lossess Journal of Banking and Finance, 2021 Arxiv Link |
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Option pricing models without probability: a rough paths approach Mathematical Finance, 2021 Arxiv Link |
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Stochastic modeling of assets and liabilities with mortality risk Scandinavian Actuarial Journal, 2021 Link |
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Classifying Financial Markets up to Isomorphism Proceedings of the Royal Society A, 476 [2241] 2020 Link Arxiv |
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Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility Journal of Banking and Finance, 101 p122-135 (2019) Blog Link Arxiv |
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Optimal approximation of SDEs on submanifolds: the Ito-vector and Ito-jet projections Proceedings of the London Mathematical Society, 119, 1 p176-213 (2018) Arxiv Link |
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Pricing index options by static hedging under finite liquidity International Journal of Theoretical and Applied Finance, 21 [06] (2018) Arxiv Link |
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The Markowitz Category SIAM Journal on Financial Mathematics, 9 [3] (2018) 994–1016 Arxiv Link |
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Rogue traders versus value-at-risk and expected shortfall Risk Magazine, April 2018 Link |
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Intrinsic SDES as Jets Proceedings of the Royal Society A, 474 [2210] (2018) Arxiv Link |
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Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion SIAM Journal on Financial Mathematics, 8 [1] (2017) 82–113 Link Arxiv |
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Nonlinear filtering via stochastic PDE projection on mixture manifolds in L2 direct metric Mathematics of Control, Signals, and Systems, 28 [1] (2016) 1-33 Link |
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The twistor discriminant locus of the Fermat cubic New York Journal of Mathematics, 21 (2015) 485-510 Link |
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Curvature of Hessian Manfiolds Differential Geometry and its Applications, 33 (2014) 1–12 Arxiv Link |
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Twistor topology of the Fermat cubic SIGMA. Symmetry, Integrability and Geometry: Methods and Applications, 10 [061] (2014) Link |
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Twistor Lines on Cubic Surfaces Rend. Sem. Mat. Univ. Pol. Torino, 71 (2013) Arxiv |
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An ansatz for almost-Kähler, Einstein 4-manifolds Journal für die reine und angewandte Mathematik (Crelles Journal), 542 (2002) 53-84 Link |
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Local models and integrability of certain almost Kähler 4-manifolds Mathematische Annalen, 323 (2002) 633-666 Link |
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Symplectic 4-manifolds with Hermitian Weyl tensor Transactions of the American Mathematical Society, 352 [10] (2000) 4501-4513 Link |
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Local rigidity of certain classes of almost Kähler 4-Manifolds Annals of Global Analysis and Geometry, 21 [2] (2002) 151-176 Arxiv link |
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On four-dimensional almost-Kähler Manifolds Quarterly Journal of Mathematics, 48 [4] (1997) 405-415 Link |
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Ito stochastic differential equations as 2-Jets Geometric Science of Information: Second International Conference, GSI 2015. Springer. (543-551) Link Arxiv |
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Stochastic PDE projection on manifolds: Assumed-density and Galerkin filters Lecture Notes in Computer Science. Springer‐Verlag Berlin Heidelberg, Vol. 9389, p. 713-722 10 p., April 2016 Link |
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The Pontrjagin Forms of Hessian Manifolds Geometric Science of Information: Second International Conference, GSI 2015. Springer. (240-247) Link |
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Stochastic PDE Projection on Manifolds: Assumed-Density and Galerkin Filters Geometric Science of Information: Second International Conference, GSI 2015. Springer. (713-722) Link |
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Stochastic filtering by projection: the example of the cubic sensor Geometric Science of Information: First International Conference, GSI 2013. Springer. (685-692) Link |
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The baffling decision to defund a national academy for mathematics The Spectator, 3 October 2024 Link |
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"Social justice" is damaging education The Critic, 21 August 2024 Link |
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Neither mathematics nor rationality are ‘European’ Times Higher Education, 7 June 2024 Link |
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Why academia failed to challenge trans ideology The Spectator, 13 April 2024 Link |
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When sex matters more than gender identity The Critic, 22 December 2023 Link |
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KCL's sinister diversity and inclusion policies The Spectator, 26 November 2023 Link |
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REF 2028 must promote academic freedom Times Higher Education, 5 October 2023 Link |
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Diversity and inclusion does not belong in the maths curriculum The Spectator, 28 May 2023 Link |
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What the Royal Society of Chemistry gets wrong about free speech The Spectator, 17 May 2023 Link |
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Climate activism must not be allowed to undermine climate science The Spectator, 25 April 2023 Link |
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EDI contra science The Critic, 1 April 2023 Link |
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World Athletics’ trans policy isn’t scientific The Spectator, 29 January 2023 Link |
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LSE is right to cut ties with Stonewall The Spectator, 22 January 2023 Link |
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It’s not just social science that could do with more mathematics The Spectator, 7 January 2023 Link |
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Academic freedom is being stifled at Imperial College London The Spectator, 28 December 2022 Link |
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The sinister attempts to ‘decolonise’ mathematics The Spectator, 13 November 2022 Link |
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The subversion of Athena Swan The Critic, 11 August 2022 Link |
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Has Athena Swan lost its way? BERA Blog, 30 November 2021 Link |
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Basel risk limits will not curb rogue traders Bracken, The Banker, April 2018 Link |
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Curbing Rogue Behaviour Comment, Risk Magazine, April 2018 Link |
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Appendix to: An Exceptional Locus in the Perfect Compactification of Ag Recent Developments in Algebraic Geometry: To Miles Reid for his 70th Birthday, London Mathematical Society 2021 Link |
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What level of pension contribution is needed to obtain an adequate retirement income? Pensions Policy Institute, October 2013 Link |
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Almost Kahler Geometry D. Phil. thesis. Oxford University, 1998 Link |