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Research Output 2007 2018

2018

Teaching Reciprocity as the Foundation of Financial Economics

Johnson, T., 2018, Post Crash Economics: Pluralist and Heterodox Ideas in Teaching and Research. Feraboli, O. & Morelli, C. (eds.). Palgrave Macmillan, p. 199-230 32 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

reciprocity
mathematics
Teaching
economics
pricing
2017
Open Access
File
Economics
Technology
Renewable Energy
Compressed Air
Stochastic Processes
Quantitative finance
Financial markets
Finance
Mathematics
Guidance
2016

Discourse Ethics for Debt Markets

Johnson, T., 31 Oct 2016, In : Finance and Society. 2, 1, p. 62-85 24 p.

Research output: Contribution to journalSpecial issue

Open Access
File
Discourse ethics
Debt
Finance
Financial system
Legitimacy

The Necessity of Multi-disciplinary Scholarship for Finance: On Ayache and Roffe

Johnson, T., 19 Dec 2016, In : Finance and Society. 2, 2, p. 189-204 16 p.

Research output: Contribution to journalLiterature review

Open Access
File
Finance
finance
market
nineteenth century
mathematics
2015

Mathematics and Finance: Where is the ethical malaise?

Johnson, T., 2015, In : The Mathematical Intelligencer. 37, 4, p. 8-11 4 p.

Research output: Contribution to journalComment/debate

File

Reciprocity as a foundation of financial economics

Johnson, T., 2015, In : Journal of Business Ethics. 131, 1, p. 43-67 24 p.

Research output: Contribution to journalArticle

Open Access
File
Reciprocity
reciprocity
Economics
communicative action
social cohesion

The solution of some discretionary stopping problems

Johnson, T., 17 Dec 2015, In : IMA Journal of Mathematical Control and Information. 34, 3, p. 717–744 28 p.

Research output: Contribution to journalArticle

Open Access
File
Variational techniques
Optimal Stopping Problem
Discounting
Finance
Explicit Solution
2013

Buy-low and sell-high investment strategies

Zervos, M., Johnson, T. & Alazemi, F., Jul 2013, In : Mathematical Finance. 23, 3, p. 560-578

Research output: Contribution to journalArticle

Geometric Brownian Motion
Transaction Costs
Stochastic Control
Optimal Strategy
Elasticity
2012

A context for financial mathematics: ethics in the face of uncertainty

Johnson, T., 2012, (Unpublished) In : Review of Social Economy.

Research output: Contribution to journalComment/debate

File
Financial mathematics
Uncertainty
Equality
Fundamental theorem of asset pricing
Justice
2011

Donald Mackenzie, An engine, not a camera: How financial models shape market

Johnson, T., 2011, In : Annals of Actuarial Science. 5, 2, p. 297-298

Research output: Contribution to journalBook/Film/Article review

What is financial mathematics?

Johnson, T., 2011, The Best Writing on Mathematics 2010. Pitci, M. (ed.). Princeton University Press, p. 43-46

Research output: Chapter in Book/Report/Conference proceedingChapter

2010
Decision maker
Guarantee
Tactics
Costs
Switching costs

Validation of a dynamic control model to simulate investment cycles in electricity generating capacity

Eager, D., Bialek, J. & Johnson, T., 2010, IEEE PES General Meeting, PES 2010. p. 1-8

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Electricity
Feedback
Control theory
Feedback control
Differential equations
2008

A singular control model with application to the goodwill problem

Jack, A., Johnson, T. C. & Zervos, M., Nov 2008, In : Stochastic Processes and their Applications. 118, 11, p. 2098-2124 27 p.

Research output: Contribution to journalArticle

Singular Control
Control Problem
Singular Stochastic Control
Stochastic Control
Reward
2007
Linear Ordinary Differential Equations
Stochastic Control
Ordinary differential equation
Singular Stochastic Control
Impulse Control