معرفی
Sam Howison is a Professor at the Mathematical Institute, University of Oxford, with an academic rank of Associate Professor. His research spans applied mathematics and financial engineering, focusing on differential equations, free and moving boundary problems, stochastic processes, and network modeling.
Research Interests: His work in applied mathematics addresses fluid dynamics, shallow water flows, and non-classical PDEs, while in financial mathematics, he specializes in derivatives pricing, energy markets, volatility modeling, and market microstructure. Recent projects include network-based analysis of cryptocurrency markets and community detection in temporal multilayer networks.
Publication Trends: Over the past decade, his research has bridged fluid mechanics with financial modeling, emphasizing asymptotic methods, stochastic games, and network theory. Key themes include limit order books, non-Markovian biological systems, and environmental market pricing.
Scientific Awards:
- SIGEST Paper Award for Risk-Neutral Pricing of Financial Instruments in Emission Markets
Advising and Collaborative Work: He has co-authored over 80 publications with colleagues like Mason Porter and Michael Boulton, contributing to interdisciplinary projects in mathematical finance and industrial applications. He co-founded the Oxford Centre for Industrial and Applied Mathematics and served as Head of the Mathematical Institute (2011-2015).
