Chris Rogers (mathematician)
Encyclopedia
Leonard Christopher Gordon "Chris" Rogers is a mathematician
working in probability theory
and quantitative finance. He is the Professor of Statistical Science
in the Statistical Laboratory, University of Cambridge.
Rogers' specialist fields include stochastic analysis and applications to quantitative finance. With David Williams
he has written two influential textbooks on diffusion processes.
He was awarded the Mayhew Prize
of Cambridge University in 1976, and the Rollo Davidson Prize in 1984. He was elected an Honorary Fellow of the Institute of Actuaries
in 2003.
Rogers was an undergraduate at St John's College, Cambridge
, where he graduated in 1975 and completed his PhD
in 1980. He has held positions at several UK universities, including Warwick University (1980–1983), University College of Swansea (1983–1985), Cambridge University (1985–1991), Queen Mary and Westfield College
(1991–1994), and the University of Bath
(1994–2002). He was elected to the Cambridge Professorship of Statistical Science
in 2002.
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
working in probability theory
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...
and quantitative finance. He is the Professor of Statistical Science
Professorship of Statistical Science, University of Cambridge
The Professorship of Statistical Science is a professorship at the University of Cambridge. It was established in 1994 as the third professorship within the Cambridge Statistical Laboratory.- List of Professors of Statistical Science :...
in the Statistical Laboratory, University of Cambridge.
Rogers' specialist fields include stochastic analysis and applications to quantitative finance. With David Williams
David Williams (mathematician)
David Williams is a Welsh mathematician who works in probability theory.He was educated at Gowerton Grammar School, winning a mathematics scholarship to Jesus College, Oxford, and went on to obtain a DPhil under the supervision of D. G. Kendall and G. E. H...
he has written two influential textbooks on diffusion processes.
He was awarded the Mayhew Prize
Mayhew Prize
The Mayhew Prize is a prize awarded annually by the Faculty of Mathematics, University of Cambridge to the student showing the greatest distinction in applied mathematics, primarily for courses offered by DAMTP, but also for some courses offered by the Statistical Laboratory, in the CASM...
of Cambridge University in 1976, and the Rollo Davidson Prize in 1984. He was elected an Honorary Fellow of the Institute of Actuaries
Institute of Actuaries
The Institute of Actuaries was one of the two professional which represented actuaries in the United Kingdom . The Institute was based in England, while the other body, the Faculty of Actuaries, was based in Scotland...
in 2003.
Rogers was an undergraduate at St John's College, Cambridge
St John's College, Cambridge
St John's College is a constituent college of the University of Cambridge. The college's alumni include nine Nobel Prize winners, six Prime Ministers, three archbishops, at least two princes, and three Saints....
, where he graduated in 1975 and completed his PhD
PHD
PHD may refer to:*Ph.D., a doctorate of philosophy*Ph.D. , a 1980s British group*PHD finger, a protein sequence*PHD Mountain Software, an outdoor clothing and equipment company*PhD Docbook renderer, an XML renderer...
in 1980. He has held positions at several UK universities, including Warwick University (1980–1983), University College of Swansea (1983–1985), Cambridge University (1985–1991), Queen Mary and Westfield College
Queen Mary, University of London
Queen Mary, University of London is a public research university located in London, United Kingdom and a constituent college of the federal University of London...
(1991–1994), and the University of Bath
University of Bath
The University of Bath is a campus university located in Bath, United Kingdom. It received its Royal Charter in 1966....
(1994–2002). He was elected to the Cambridge Professorship of Statistical Science
Professorship of Statistical Science, University of Cambridge
The Professorship of Statistical Science is a professorship at the University of Cambridge. It was established in 1994 as the third professorship within the Cambridge Statistical Laboratory.- List of Professors of Statistical Science :...
in 2002.