Lane Palmer Hughston

Staff details

Position

Professor of Mathematics

Department

Computing

Email

l.hughston (@gold.ac.uk)

Lane is a mathematician who works on quantum informatics and mathematical finance.

Lane Hughston is Professor of Mathematics in the Department of Computing at Goldsmiths. His doctorate from the University of Oxford. He has carried out work in general relativity, cosmology, quantum mechanics, statistical mechanics, and a number of different areas of mathematical finance, including interest rates, foreign exchange, inflation, and asset pricing.

Lane is a member of the London Mathematical Society, the European Mathematical Society, the American Finance Association, the American Physical Society, and the Society for Industrial and Applied Mathematics (SIAM). He is a Fellow of the Institute of Mathematics and its Applications, and is a lifetime member of the American Mathematical Society, the Bachelier Finance Society, and the International Society on General Relativity and Gravitation.

Portrait by Helen Hulsey

Research interests

Mathematical physics and mathematical finance

Publications and research outputs

Article

Decoherence Implies Information Gain Brody, D C and Hughston, L P. 2025. Decoherence Implies Information Gain. Physical Review Research, 7, L012040. ISSN 2643-1564
Brief Synopsis of the Scientific Career of T. R. Hurd Grasselli, M R and Hughston, L P. 2024. Brief Synopsis of the Scientific Career of T. R. Hurd. International Journal of Theoretical and Applied Finance, 27(3,4), 2430001. ISSN 0219-0249
Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement Hughston, L P and Sánchez-Betancourt, L. 2024. Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement. Journal of Physics A: Mathematical and Theoretical, 57(28), 285302. ISSN 1751-8113

Book

An Introduction to General Relativity Hughston, L P and Tod, K P. 1990. An Introduction to General Relativity. Cambridge: Cambridge University Press. ISBN 0521327059
Twistors and Particles Hughston, L P. 1979. Twistors and Particles. Berlin: Springer. ISBN 9783540092445

Book Section

On the Pricing of Storable Commodities Brody, D C; Hughston, L P and Yang, X. 2022. On the Pricing of Storable Commodities. In: Dorje C Brody; L P Hughston and A Macrina, eds. Financial Informatics: An Information-Based Approach to Asset Pricing. Singapore: World Scientific Publishing Company. ISBN 9789811246487
Quantum State Reduction Brody, D C and Hughston, L P. 2018. Quantum State Reduction. In: S Gao, ed. Collapse of the Wave Function. Cambridge: Cambridge University Press, pp. 47-73. ISBN 9781316995457
Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics Bender, C M; Brody, D C; Hughston, L P and Meister, B K. 2016. Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics. In: F Bagarello; R Passante and C Trapani, eds. Non-Hermitian Hamiltonians in Quantum Physics: Selected Contributions from the 15th International Conference on Non-Hermitian Hamiltonians in Quantum Physics, Palermo, Italy, 18-23 May 2015. Berlin: Springer Verlag, pp. 185-199. ISBN 9783319313542

Stable-1/2 bridges and Insurance Hoyle, E; Hughston, L P and Macrina, A. 2015. Stable-1/2 bridges and Insurance. In: A Palczewski and L Stettner, eds. Advances in Mathematics of Finance. Warsaw, Poland: Banach Center Publications, Volume 104, Institute of Mathematics, Polish Academy of Sciences, pp. 95-120.
Foreword Hughston, L P. 2014. Foreword. In: A Lipton, ed. Risk Magazine Quant of the Year: Award-Winning Papers, 2000-14. London: Risk Books, xvii-xviii. ISBN 9781782720980
On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals Hughston, L P and Mina, F. 2012. On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals. In: A Takahashi; Y Muromachi and H Nakaoka, eds. Recent Advances in Financial Engineering 2011. Singapore: World Scientific Publishing Company, pp. 1-20. ISBN 9789814407328
Modelling Information Flows in Financial Markets Brody, D C; Hughston, L P and Macrina, A. 2011. Modelling Information Flows in Financial Markets. In: G Di Nunno and B Øksendal, eds. Advanced Mathematical Methods for Finance. Berlin: Springer-Verlag, pp. 133-154. ISBN 9783642184116
Credit Risk, Market Sentiment and Randomly-Timed Default Brody, D C; Hughston, L P and Macrina, A. 2010. Credit Risk, Market Sentiment and Randomly-Timed Default. In: D Crisan, ed. Stochastic Analysis 2010. Berlin: Springer-Verlag, pp. 267-280. ISBN 9783642153570
Discrete-Time Interest-Rate Modelling Hughston, L P and Macrina, A. 2010. Discrete-Time Interest-Rate Modelling. In: M Ruzhansky and J Wirth, eds. Progress in Analysis and its Applications: Proceedings of the 7th International ISAAC Congress. Singapore: World Scientific Publishing Company, pp. 417-423. ISBN 9789814313162
Information, Inflation, and Interest Hughston, L P and Macrina, A. 2008. Information, Inflation, and Interest. In: L Stettner, ed. Advances in Mathematics of Finance. Warsaw, Poland: Banach Center Publications, Institute of Mathematics, Polish Academy of Sciences, pp. 117-138.
Beyond Hazard Rates: A New Framework for Credit-Risk Modelling Brody, Dorje C; Hughston, L P and Macrina, Andrea. 2007. Beyond Hazard Rates: A New Framework for Credit-Risk Modelling. In: M C Fu; R A Jarrow; J J Yen and R J Elliott, eds. Advances in Mathematical Finance. Birkhäuser, pp. 231-257. ISBN 9780817645441
Quantum States and Space-Time Causality Brody, D C and Hughston, L P. 2006. Quantum States and Space-Time Causality. In: Shinto Eguchi; Paulo Gibilisco; Paul Marriot; Hiroshi Nagaoka and Giovanni Pistone, eds. Proceedings of the 2nd International Symposium on Information Geometry and its Applications. Tokyo: University of Tokyo, 181 - 189.
Twistor Cosmology and Quantum Space-Time Brody, D C and Hughston, L P. 2005. Twistor Cosmology and Quantum Space-Time. In: J Lukierski and D Sorokin, eds. Fundamental interactions and twistor-like methods: XIX Max Born Symposium. 767 (1) Melville, NY: American Institute of Physics, pp. 57-95. ISBN 0735402523
Credit Derivatives Made Simple Hughston, L P. 2003. Credit Derivatives Made Simple. In: Michael B Gordy, ed. Credit Risk Modelling, The Cutting Edge Collection: Technical Papers published in Risk 1999-2003. London: Risk Books. ISBN 1904339085
The Past, Present and Future of Term Structure Modelling Hughston, L P. 2003. The Past, Present and Future of Term Structure Modelling. In: P Field, ed. Modern Risk Management: A History. London: Risk Publications, pp. 107-132. ISBN 1904339050
Applications of Information Geometry to Interest Rate Theory Brody, D C and Hughston, L P. 2001. Applications of Information Geometry to Interest Rate Theory. In: P Sollich; A Coolen; L P Hughston and R F Streater, eds. Disordered and Complex Systems. 535 (1) Melville, NY: American Institute of Physics, 281 - 287. ISBN 1563969831
Martingale Approach to Real Options Hughston, L P and Zervos, M. 2001. Martingale Approach to Real Options. In: P Sollich; A Coolen; L P Hughston and R F Streater, eds. Disordered and Complex Systems. 535 (1) Melville, NY: American Institute of Physics, 325 - 330. ISBN 1563969831
A Novel Approach to Quantum Gravity Hughston, L P. 2001. A Novel Approach to Quantum Gravity. In: L J Mason; L P Hughston; P K Kobak and K Pulverer, eds. Further Advances in Twistor Theory, Volume III: Curved Twistor Spaces. London: Chapman & Hall/CRC Press, 367 - 369. ISBN 1584880473
Geometric Models for Quantum Statistical Inference Brody, D C and Hughston, L P. 1998. Geometric Models for Quantum Statistical Inference. In: S A Huggett; L J Mason; K P Tod and S T Tsou, eds. The Geometric Universe: Science, Geometry, and the Work of Roger Penrose. Oxford: Oxford University Press, pp. 265-276. ISBN 0198500599
Positive Interest: an Afterword Flesaker, B and Hughston, L P. 1998. Positive Interest: an Afterword. In: M Broadie and P Glasserman, eds. Hedging with Trees: Advances in Pricing and Risk Managing Derivatives. Risk Publications, pp. 120-124. ISBN 1899332022
Dynamic Models of Yield Curve Evolution Flesaker, B and Hughston, L P. 1997. Dynamic Models of Yield Curve Evolution. In: M A H Dempster and S R Pliska, eds. Mathematics of Derivative Securities. Cambridge: Cambridge University Press, pp. 294-314. ISBN 9780521584241
Exotic Interest Rate Options Flesaker, B and Hughston, L P. 1997. Exotic Interest Rate Options. In: L Clewlow and C Strickland, eds. Exotic Options: the State of the Art. International Thompson Publishing, pp. 209-227. ISBN 0412631709
Positive Interest: Foreign Exchange Flesaker, B and Hughston, L P. 1996. Positive Interest: Foreign Exchange. In: L P Hughston, ed. Vasicek and Beyond. London: Risk Publications, pp. 351-367. ISBN 1899332502
Geometric Aspects of Quantum Mechanics Hughston, L P. 1995. Geometric Aspects of Quantum Mechanics. In: S A Huggett, ed. Twistor Theory. Marcel Dekker, pp. 59-79.
Twistors and Strings Hughston, L P and Shaw, W T. 1990. Twistors and Strings. In: R Baston and T N Bailey, eds. Twistors in Mathematics and Physics. Cambridge: Cambridge University Press, pp. 218-245. ISBN 9780521397834
Spinor Parametrizations of Minimal Surfaces Hughston, L P and Shaw, W T. 1990. Spinor Parametrizations of Minimal Surfaces. In: D C Handscomb, ed. Mathematics of Surfaces. 3 Oxford: Oxford University Press, pp. 359-372. ISBN 0198536291
Applications of Cartan Spinors to Differential Geometry in Higher Dimensions Hughston, L P. 1988. Applications of Cartan Spinors to Differential Geometry in Higher Dimensions. In: A Trautman and G Furlan, eds. Spinors in Physics and Geometry. World Scientific, pp. 226-237. ISBN 9789814541510
Applications of SO(8) Spinors Hughston, L P. 1987. Applications of SO(8) Spinors. In: W Rindler and A Trautman, eds. Gravitation and Geometry. Naples: Bibliopolis, pp. 243-278. ISBN 9788870881424
Entropy, Uncertainty, and Nonlinearity Hughston, L P. 1986. Entropy, Uncertainty, and Nonlinearity. In: C J Isham and R Penrose, eds. Quantum Concepts in Space and Time. Oxford: Oxford University Press, pp. 174-181. ISBN 0198519729
Some New Contour Integral Formulae Hughston, L P. 1979. Some New Contour Integral Formulae. In: D Lerner and P D Sommers, eds. Complex Manifold Techniques in Theoretical Physics. London: Pitman, pp. 115-125. ISBN 0273084372
On an Einstein-Maxwell Field with a Null Source Hughston, L P. 1972. On an Einstein-Maxwell Field with a Null Source. In: D Farnsworth; J Fink; J Porter and A Thompson, eds. Methods of Local and Global Differential Geometry in General Relativity. 14 Berlin: Springer, pp. 121-125. ISBN 3540057935

Conference or Workshop Item

Contingent Claim Replication in Continuous Time with Transaction Costs Flesaker, B and Hughston, L P. 1994. 'Contingent Claim Replication in Continuous Time with Transaction Costs'. In: 29th Conference of the Western Finance Association. Santa Fe, New Mexico, United States.
Stochastic Differential Geometry, Financial Modelling, and Arbitrage-Free Pricing Hughston, L P. 1994. 'Stochastic Differential Geometry, Financial Modelling, and Arbitrage-Free Pricing'. In: Cambridge Finance Forum. Cambridge University.
Twistor Cohomology and the Local Properties of Hertz Potentials in Linearized Gravitation Hughston, L P. 1977. 'Twistor Cohomology and the Local Properties of Hertz Potentials in Linearized Gravitation'. In: 8th International Conference on General Relativity and Gravitation. University of Waterloo, Ontario, Canada.

Edited Book

Financial Informatics: An Information-Based Approach to Asset Pricing Brody, D C; Hughston, L P and Macrina, A, eds. 2022. Financial Informatics: An Information-Based Approach to Asset Pricing. Singapore: World Scientific Publishing Company. ISBN 9811246483; 9789811246487
Finance at Fields Grasselli, M R and Hughston, L P, eds. 2012. Finance at Fields. Singapore: World Scientific Publishing Company. ISBN 9789814407885
Disordered and Complex Systems Sollich, P; Coolen, A C C; Hughston, L P and Streater, R F, eds. 2001. Disordered and Complex Systems. Melville, NY: American Institute of Physics. ISBN 1563969831

Report

Inflation Derivatives Hughston, L P. 1998. Inflation Derivatives. Working Paper. King’s College London, London.