Chris Rogers (mathematician)

from Wikipedia, the free encyclopedia
Chris Rogers, Oberwolfach 2012

Leonard Christopher Gordon "Chris" Rogers (born April 29, 1954 in Lower Hutt , New Zealand ) is a New Zealand mathematician who deals with stochastics (especially stochastic analysis ) and financial mathematics .

Rogers studied at Cambridge University (St. John's College), where he received his doctorate in 1980 under David Williams (Topics in the Theory of Markov Processes). He taught and researched at the University of Warwick (1980-1983), Swansea University (1983-1985), 1985-1991 in Cambridge, 1991-1994 at Queen Mary and Westfield College, University of London and from 1994 at the University of Bath before becoming Professor of Statistics at Cambridge in 2002. He heads the Quantitative Finance group at the Statistical Laboratory.

Rogers was Associate Editor of Finance & Stochastics , Mathematical Finance , Annals of Applied Probability , Stochastic Processes and their Applications, and Stochastics .

Rogers received the Rollo Davidson Prize in 1984 and became an Honorary Fellow of the Institute of Actuaries in 2003 .

Fonts

  • with David Williams: Diffusions, Markov Processes and Martingales, Wiley, Volume 1 (Foundations), 1979, Volume 2 (Itô Calculus), 1987 (reissued by Cambridge University Press)

Web links

Individual evidence

  1. ↑ Chris Rogers in the Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / id used
personal data
SURNAME Rogers, Chris
ALTERNATIVE NAMES Rogers, Leonard Christopher Gordon (full name)
BRIEF DESCRIPTION New Zealand mathematician
DATE OF BIRTH April 29, 1954
PLACE OF BIRTH Lower Hutt , New Zealand