World Scientific
  • Search
  •   
Skip main navigation

Cookies Notification

We use cookies on this site to enhance your user experience. By continuing to browse the site, you consent to the use of our cookies. Learn More
×

System Upgrade on Tue, May 28th, 2024 at 2am (EDT)

Existing users will be able to log into the site and access content. However, E-commerce and registration of new users may not be available for up to 12 hours.
For online purchase, please visit us again. Contact us at [email protected] for any enquiries.
https://doi.org/10.1142/S0219024924300014Cited by:0 (Source: Crossref)
This article is part of the issue:

As an introduction to this Special Issue of International Journal of Theoretical and Applied Finance in Honour of the Memory of Thomas Robert Hurd, we present a brief synopsis of Tom Hurd’s scientific career and a bibliography of his publications.

References

  • M. G. Eastwood, L. P. Hughston & T. R. Hurd (1979) Massless fields based on the twisted cubic, Twistor Newsletter No. 8, 47–52. Reprinted in: L. P. Hughston & R. S. Ward (eds.) (1979) Advances in Twistor Theory, Research Notes in Mathematics, Vol. 37, 110–120. London: Pitman. Google Scholar
  • L. P. Hughston & T. R. Hurd (1979) Some remarks on grand unified theories. Twistor Newsletter No. 9, 26–27. Reprinted as Twistor multiplets in grand unified theories. In: Further Advances in Twistor Theory, Vol. I: The Penrose Transform and its Applications (Fatt I), Pitman Research Notes in Mathematics, Vol. 231 (L. J. Mason & L. P. Hughston, eds.), 185–186. Harlow, Essex: Longman (1990). Google Scholar
  • L. P. Hughston & T. R. Hurd (1980a) Mass, cohomology and spin. Twistor Newsletter No. 10, 1–4. Fatt I, 188–190. Google Scholar
  • L. P. Hughston & T. R. Hurd (1980b) Massive particle states and n-point massless fields. Twistor Newsletter No. 11, 13–16. Fatt I, 193–196. Google Scholar
  • L. P. Hughston & T. R. Hurd (1980c) Helicity raising operators and conformal supersymmetry. Twistor Newsletter No. 11, 29–30. Fatt I, 197–199. Google Scholar
  • L. P. Hughston & T. R. Hurd (1981a) Extensions of massless fields into CP5. Twistor Newsletter No. 12, 15–17. Fatt I, 28–30. Google Scholar
  • L. P. Hughston & T. R. Hurd (1981b) Conformal weight and spin bundles. Twistor Newsletter No. 12, 18–20. Fatt I, 31–33. Google Scholar
  • L. P. Hughston & T. R. Hurd (1981c) The kinematic sequence revisited. Twistor Newsletter No. 13, 18–19. Reprinted in: Further Advances in Twistor Theory, Vol. II: Integrable Systems, Conformal Geometry and Gravitation (Fatt II), Pitman Research Notes in Mathematics, Vol. 232 (L. J. Mason, L. P. Hughston & P. Z. Kobak, eds.), 186–187. Harlow, Essex: Longman (1995). Google Scholar
  • L. P. Hughston & T. R. Hurd (1981d) New approach to Bose and Fermi statistics. Twistor Newsletter No. 13, 31–34. Fatt I, 204–207. Google Scholar
  • L. P. Hughston & T. R. Hurd (1981e) A cohomological treatment of massive fields, Proceedings of the Royal Society of London. Series A, Mathematical and Physical Sciences 378, 141–154. Google Scholar
  • T. R. Hurd (1982) Conformal Geometry and its Applications to Relativistic Quantum Theory. D. Phil. Thesis, University of Oxford. Google Scholar
  • L. P. Hughston & T. R. Hurd (1983a) A manifestly conformally covariant 5 integral formula for massless fields, Physics Letters B 124, 362–364. CrossrefGoogle Scholar
  • L. P. Hughston & T. R. Hurd (1983b) A geometrical approach to Bose and Fermi statistics, Physics Letters B 127, 201–203. Crossref, Web of ScienceGoogle Scholar
  • L. P. Hughston & T. R. Hurd (1983c) A 5 calculus for space-time fields, Physics Reports 100, 273–326. CrossrefGoogle Scholar
  • T. R. Hurd (1983) Cosmological models in 5, Twistor NewsletterNo. 16, 2–5. Fatt II, 142–145. Google Scholar
  • T. R. Hurd (1984) On functional integration, Twistor Newsletter No. 17, 29–30. Google Scholar
  • T. R. Hurd (1985) The projective geometry of simple cosmological models, Proceedings of the Royal Society of London. Series A, Mathematical, Physical and Engineering Sciences 397, 233–243. Google Scholar
  • T. R. Hurd (1988a) Renormalization of massless quantum electrodynamics. In: Mathematical Quantum Field Theory and Related Topics, CMS Conference Proceedings, Vol. 9 ( J. Feldman & L. Rosen, eds.), 161–168. Providence, Rhode Island: AMS-CMS. Google Scholar
  • T. R. Hurd (1988b) A power counting formula for short distance singularities in quantum field theory, Journal of Mathematical Physics 29, 2112–2117. Crossref, Web of ScienceGoogle Scholar
  • T. R. Hurd (1988c) A renormalization prescription for massless quantum electrodynamics, Communications in Mathematical Physics 120, 469–479. CrossrefGoogle Scholar
  • J. S. Feldman, T. R. Hurd, L. Rosen & J. D. Wright (1988) QED: A Proof of Renormalizability, Springer Lecture Notes in Physics, Vol. 312, 176. Berlin, Heidelberg: Springer. Google Scholar
  • T. R. Hurd (1989a) A renormalization group proof of perturbative renormalizability, Communications in Mathematical Physics 124, 153–168. Crossref, Web of ScienceGoogle Scholar
  • T. R. Hurd (1989b) Soft breaking of gauge invariance in regularized quantum electrodynamics, Communications in Mathematical Physics 125, 515–526. Crossref, Web of ScienceGoogle Scholar
  • J. Dimock & T. R. Hurd (1991) A renormalization group analysis of the Kosterlitz-Thouless phase, Communications in Mathematical Physics 137, 263–287. Crossref, Web of ScienceGoogle Scholar
  • J. Dimock & T. R. Hurd (1992a) A renormalization group analysis of infrared QED, Journal of Mathematical Physics 33, 814–821. Crossref, Web of ScienceGoogle Scholar
  • J. Dimock & T. R. Hurd (1992b) A renormalization group analysis of correlation functions for the dipole gas, Journal of Statistical Physics 66, 1277–1318. Crossref, Web of ScienceGoogle Scholar
  • J. Dimock & T. R. Hurd (1993) Construction of the two-dimensional Sine-Gordon model for β<2π, Communications in Mathematical Physics 156, 547–580. CrossrefGoogle Scholar
  • D. Brydges, J. Dimock & T. R. Hurd (1994a) Weak perturbations of Gaussian measures. In: Mathematical Quantum Theory I: Field Theory and Many-Body Theory, Centre de Recherches Mathématiques (CRM) Proceedings & Lecture Notes, Vol. 7 ( J. Feldman, R. Froese & L. Rosen, eds.), 1–28. Providence, Rhode Island: AMS. CrossrefGoogle Scholar
  • D. Brydges, J. Dimock & T. R. Hurd (1994b) Applications of the renormalization group. In: Mathematical Quantum Theory I: Field Theory and Many-Body Theory, Centre de Recherches Mathématiques (CRM) Proceedings & Lecture Notes, Vol. 7 ( J. Feldman, R. Froese & L. Rosen, eds.), 171–189. Providence, Rhode Island: AMS. CrossrefGoogle Scholar
  • P. A. Faria da Veiga, T. R. Hurd & D. H. U. Marchetti (1995) Mass generation in a one-dimensional Fermi model. In: Constructive Physics: Results in Field Theory, Statistical Mechanics and Condensed Matter Physics, Proceedings, Palaiseau, France 1994 ( V. Rivasseau, ed.), 161–168. Berlin, Heidelberg: Springer. CrossrefGoogle Scholar
  • T. R. Hurd (1995) Charge correlations for the two dimensional Coulomb gas. In: Constructive Physics: Results in Field Theory, Statistical Mechanics and Condensed Matter Physics, Proceedings, Palaiseau, France 1994 ( V. Rivasseau, ed.), 311–326. Berlin, Heidelberg: Springer. CrossrefGoogle Scholar
  • D. Brydges, J. Dimock & T. R. Hurd (1995) The short distance behaviour of (ϕ4)3, Communications in Mathematical Physics 172, 143–186. Crossref, Web of ScienceGoogle Scholar
  • P. A. Faria da Veiga, T. R. Hurd & D. H. U. Marchetti (1996) The 1/N-expansion as a perturbation about the mean field theory: A one-dimensional Fermi model, Communications in Mathematical Physics 179, 623–646. CrossrefGoogle Scholar
  • D. Brydges, J. Dimock & T. R. Hurd (1998a) Estimates on renormalization group transformations, Canadian Journal of Mathematics 50, 756–793. Crossref, Web of ScienceGoogle Scholar
  • D. Brydges, J. Dimock & T. R. Hurd (1998b) A non-Gaussian fixed point for ϕ4 in 4𝜖 dimensions, Communications in Mathematical Physics 198, 111–156. Crossref, Web of ScienceGoogle Scholar
  • J. Dimock & T. R. Hurd (2000) Sine-Gordon revisited, Ann. Henri Poincaré 1, 499–541. Crossref, Web of ScienceGoogle Scholar
  • T. Choulli & T. R. Hurd (2001) The role of Hellinger processes in mathematical finance, Entropy 3, 150–161. CrossrefGoogle Scholar
  • J. Boland, T. R. Hurd, M. Pivato & L. Seco (2001) Measures of dependence for multivariate Lévy distributions. In: Disordered and Complex Systems. AIP Conference Proceedings, Vol. 553 ( P. Sollich, A. C. C. Coolen, L. P. Hughston & R. F. Streater, eds.), 289–295. Melville, New York: American Institute of Physics. Google Scholar
  • T. R. Hurd (2004) A note on log-optimal portfolios in exponential Lévy markets, Statistics & Decisions 22 (3), 225–233. CrossrefGoogle Scholar
  • M. Grasselli & T. R. Hurd (2005) Wiener chaos and the Cox-Ingersoll-Ross model, Proceedings of the Royal Society of London. Series A, Mathematical, Physical and Engineering Sciences, 461, 459–479. Web of ScienceGoogle Scholar
  • J. P. Yang, T. R. Hurd & X. P. Zhang (2006) Saddlepoint approximation method for pricing CDOs, Journal of Computational Finance 10 (1), 1–20. CrossrefGoogle Scholar
  • T. R. Hurd & A. Kuznetsov (2007) Affine Markov chain models of multi-firm credit migration, Journal of Credit Risk 3 (1), 3–29. CrossrefGoogle Scholar
  • M. Grasselli & T. R. Hurd (2007) Indifference pricing and hedging for volatility derivatives, Applied Mathematical Finance 14, 303–317. CrossrefGoogle Scholar
  • T. R. Hurd & A. Kuznetsov (2008) Explicit formulas for Laplace transforms of stochastic integrals, Markov Processes and Related Fields 14, 277–290. Google Scholar
  • Y. Ait-Sahalia, J. Cacho-Diaz & T. R. Hurd (2009) Portfolio choice with jumps: A closed form solution, Annals of Applied Probability 19 (2), 556–584. Crossref, Web of ScienceGoogle Scholar
  • T. R. Hurd & A. Kuznetsov (2009) On the first passage time for Brownian motion subordinated by a Lévy process, Journal of Applied Probability 46 (1), 181–198. Crossref, Web of ScienceGoogle Scholar
  • T. R. Hurd (2009) Credit risk modelling using time-changed Brownian motion, International Journal of Theoretical and Applied Finance 12 (8), 1213–1230. LinkGoogle Scholar
  • T. R. Hurd (2010) Saddlepoint approximation. In: Encyclopedia of Quantitative Finance ( R. Cont, ed.), Wiley Online Library, 5. John Wiley & Sons. CrossrefGoogle Scholar
  • T. R. Hurd & Z. Zhou (2010) A Fourier transform method for spread option pricing, SIAM Journal on Financial Mathematics 1 (1), 142–157. Crossref, Web of ScienceGoogle Scholar
  • I. Arasaratnam, S. Haykin & T. R. Hurd (2010) Cubature filtering for continuous-discrete systems: Theory with an application to tracking, IEEE Transactions on Signal Processing 58 (10), 4977–4993. CrossrefGoogle Scholar
  • Chuang Yi, A. Tchernitser & T. R. Hurd (2011) Randomized structural models of credit spreads, Quantitative Finance 11 (9), 1301–1313. Crossref, Web of ScienceGoogle Scholar
  • M. Grasselli & T. R. Hurd (2011) The Fields Institute Thematic Program on Quantitative Finance: Foundations and applications, January to June 2010, Quantitative Finance 11, 21–29. Crossref, Web of ScienceGoogle Scholar
  • T. R. Hurd & J. P. Gleeson (2013) On Watts’ cascade model with random link weights, Journal of Complex Networks 1 (1), 25–43. CrossrefGoogle Scholar
  • J. P. Gleeson, T. R. Hurd, S. Melnik & A. Hackett (2013) Systemic risk in banking networks without Monte Carlo simulation. In: Advances in Network Analysis and its Applications, Mathematics in Industry, Vol. 18 ( E. Kranakis, ed.), 27–56. Berlin, Heidelberg: Springer. Google Scholar
  • Y. Ait-Sahalia & T. R. Hurd (2016) Portfolio choice in markets with contagion, Journal of Financial Econometrics 14 (1), 1–28. Crossref, Web of ScienceGoogle Scholar
  • T. R. Hurd, D. Cellai, S. Melnik & Q. Shao (2016) Double cascade model of financial crises, International Journal of Theoretical and Applied Finance 19 (5), 1–27. LinkGoogle Scholar
  • T. R. Hurd (2016) Contagion! Systemic Risk in Financial Networks, Springer Briefs in Quantitative Finance. Berlin, Heidelberg, New York: Springer. CrossrefGoogle Scholar
  • T. R. Hurd, Q. H. Shao & T. Tran (2016) Optimal portfolios of illiquid assets, arXiv:1610.00395. Google Scholar
  • T. R. Hurd (2017) The construction and properties of assortative configuration graphs. In: Recent Progress and Modern Challenges in Applied Mathematics, Modeling and Computational Science, Fields Institute Communications ( R. Melnik, ed.), 323–346. Berlin, Heidelberg: Springer. CrossrefGoogle Scholar
  • T. R. Hurd, J. P. Gleeson & S. Melnik (2017) A framework for analyzing contagion in assortative banking networks, PLoS One 12 (2), 0170579. Crossref, Web of ScienceGoogle Scholar
  • P. Jevtic & T. R. Hurd (2017) The joint mortality of couples in continuous time, Insurance Mathematics and Economics 75, 90–97. Crossref, Web of ScienceGoogle Scholar
  • T. R. Hurd (2018) Bank panics and fire sales, insolvency and illiquidity, International Journal of Theoretical and Applied Finance 21 (6), 1850040. LinkGoogle Scholar
  • E. Santos-Diaz, S. Haykin & T. R. Hurd (2018) The fifth-degree continuous-discrete cubature Kalman filter for radar, IET Radar, Sonar & Navigation 12 (10), 1225–1232. CrossrefGoogle Scholar
  • T. R. Hurd (2021a) COVID-19: Analytics of contagion on inhomogeneous random social networks, Infectious Disease Modelling 6, 75–90. Crossref, Web of ScienceGoogle Scholar
  • T. R. Hurd (2021b) Analytics of contagion in inhomogeneous random social networks, Journal of Bacteriology and Parisitology 6 (2), 1–2. Google Scholar
  • W. Pang, H. Chehaitli & T. R. Hurd (2021) Impact of asymptomatic COVID-19 carriers on pandemic policy outcomes, Infectious Disease Modelling 7 (1), 16–29. CrossrefGoogle Scholar
  • D. E. Rigobon, T. Duprey, P. Schnattinger, A. Kotlicki, S. Baharian & T. R. Hurd (2022) Business closure and (re)openings in real-time using Google Places: Proof of concept, Journal of Risk and Financial Management 15 (4), 15040183. CrossrefGoogle Scholar
  • T. R. Hurd (2023) Systemic cascades on inhomogeneous random financial networks, Mathematics and Financial Economics 17, 1–21. Crossref, Web of ScienceGoogle Scholar
  • Z. Feinstein & T. R. Hurd (2023) Contingent convertible obligations and financial stability, SIAM Journal on Financial Mathematics 14 (1), 158–187. Crossref, Web of ScienceGoogle Scholar
  • H. Chehaitli, M. R. Grasselli, T. R. Hurd & W. Pang (2024) Netting and novation in repo networks, International Journal of Theoretical and Applied Finance 27 (3,4), 2450017. LinkGoogle Scholar
Remember to check out the Most Cited Articles!

Be inspired by these new titles
With a wide range of areas, you're bound to find something you like.