Nicholas Bingham
Encyclopedia
Nicholas Hugh Bingham is a British mathematician working in the field of probability theory
, stochastic analysis and analysis
more generally.
He is currently Senior Research Investigator at Imperial College London
, and Visiting Professor at the London School of Economics
.
After undergraduate studies in mathematics at Trinity College at the University of Cambridge
, he was a research student at Churchill College (also University of Cambridge) to obtain his PhD in 1969 under the spervision of David George Kendall
. In 1996 he also obtained a ScD from the University of Cambridge.
He serves as Associate Editor of Expositiones Mathematicae and Obituaries Editor of the London Mathematical Society
.
With C.M. Goldie and J.L. Teugels he wrote the book Regular Variation; with Rüdiger Kiesel Risk-neutral Valuation: Pricing and Hedging of Financial Derivatives; with J. M. Fry Regression; with A. J. Ostaszewski Topological regular variation.
Probability theory
Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...
, stochastic analysis and analysis
Mathematical analysis
Mathematical analysis, which mathematicians refer to simply as analysis, has its beginnings in the rigorous formulation of infinitesimal calculus. It is a branch of pure mathematics that includes the theories of differentiation, integration and measure, limits, infinite series, and analytic functions...
more generally.
He is currently Senior Research Investigator at Imperial College London
Imperial College London
Imperial College London is a public research university located in London, United Kingdom, specialising in science, engineering, business and medicine...
, and Visiting Professor at the London School of Economics
London School of Economics
The London School of Economics and Political Science is a public research university specialised in the social sciences located in London, United Kingdom, and a constituent college of the federal University of London...
.
After undergraduate studies in mathematics at Trinity College at the University of Cambridge
University of Cambridge
The University of Cambridge is a public research university located in Cambridge, United Kingdom. It is the second-oldest university in both the United Kingdom and the English-speaking world , and the seventh-oldest globally...
, he was a research student at Churchill College (also University of Cambridge) to obtain his PhD in 1969 under the spervision of David George Kendall
David George Kendall
David George Kendall FRS was an English statistician, who spent much of his academic life in the University of Oxford and the University of Cambridge. He worked with M. S...
. In 1996 he also obtained a ScD from the University of Cambridge.
He serves as Associate Editor of Expositiones Mathematicae and Obituaries Editor of the London Mathematical Society
London Mathematical Society
-See also:* American Mathematical Society* Edinburgh Mathematical Society* European Mathematical Society* List of Mathematical Societies* Council for the Mathematical Sciences* BCS-FACS Specialist Group-External links:* * *...
.
With C.M. Goldie and J.L. Teugels he wrote the book Regular Variation; with Rüdiger Kiesel Risk-neutral Valuation: Pricing and Hedging of Financial Derivatives; with J. M. Fry Regression; with A. J. Ostaszewski Topological regular variation.