ATLANTIS STUDIES IN PROBABILITY AND STATISTICS
ADVISORY BOARD Robert J. Elliott Robert Elliott received Bachelors and Masters degrees from Oxford University, and his Ph.D. and D.Sc. from Cambridge University. He has held positions at Newcastle, Yale, Oxford, Warwick, Hull, Alberta, and visiting positions in Toronto, Northwestern, Kentucky, Brown, Paris, Denmark, Hong Kong and Australia. From 2001 to 2009 he was the RBC Financial Group Professor of Finance at the University of Calgary, Canada, where he is also an Adjunct Professor in both the Department of Mathematics and the Department of Electrical Engineering. Currently he is an Australian Professorial Fellow at the University of Adelaide. Professor Elliott has authored nine books and over 400 papers. His book with PE Kopp "Mathematics of Financial Markets" was published by Springer in 1999 and has been reprinted three times. The Hungarian edition was published in 2000 and the second Edition was published in September 2004. Springer Verlag published his book "Binomial Methods in Finance", written with John van der Hoek, in 2005. He has also worked in signal processing and his book with L Aggoun and J Moore on "Hidden Markov Models: Estimation and Control" was published in 1995 by Springer Verlag and reprinted in 1997. His book with L. Aggoun "Measure Theory and Filtering" was published by Cambridge University Press in June 2004. His earlier book "Stochastic Calculus and Applications" was published by Springer in 1982 and a Russian translation appeared in 1986.
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