Nicos Christofides

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Nicos Christofides (* 1942 in Cyprus ; † 2019 ) was a Cypriot mathematician and professor of financial mathematics at Imperial College London .

Christofides studied electrical engineering at Imperial College London, where he also received his doctorate in 1966 (dissertation: The origin of load losses in induction motors with cast aluminum rotors ). He was briefly with Associated Electrical Industries and then back at Imperial College. In 1984 he became professor for operations research and later for financial mathematics. In 1990 he was the co-founder and director of the Center for Quantitative Finance (now the Institute for Financial Engineering), which is fully funded by major international banks and finance departments of large corporations.

He dealt in particular with fund management, risk management and real option analysis of companies. He ran the company Financial Engineering Ltd. in London, dealing with automated trading (algorithmic trading) and risk management for hedge funds. Before that, he worked on combinatorial optimization ( scheduling , analysis of traffic flows) and algorithms in graph theory .

He created the Christofides algorithm for the traveling salesman problem .

Fonts

  • Graph theory: an algorithmic approach, Academic Press 1975
  • as editor: Combinatorial Optimization, Summer School in Combinatorial Optimization held in SOGESTA, Urbino, 1977, Chichester: Wiley 1979
  • with Samuel Eilon, CDT Watson-Gandy: Distribution management: mathematical modeling and practical analysis, London: Griffin 1971

Web links

Individual evidence

  1. ^ Hannah Gay, History of Imperial College London 1907-2007, Imperial College Press 2007
  2. ↑ Obituary: Nicos Christofides, Professor Emeritus of Quantitative Finance (1942-2019). Imperial College London, Business School, June 11, 2020, accessed June 15, 2020 .
  3. ↑ Nicos Christofides in the Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / id used
  4. ^ Christofides, Worst-case analysis of a new heuristic for the traveling salesman problem, Report 388, Graduate School of Industrial Administration, Carnegie Mellon University (CMU), 1976
personal data
SURNAME Christofides, Nicos
BRIEF DESCRIPTION Cypriot mathematician
DATE OF BIRTH 1942
PLACE OF BIRTH Cyprus
DATE OF DEATH 2019