Michael Alan Howarth DEMPSTER

Biography

Gender Male
Titles N/A
Birthdate 1938-04-10
Education Univ of Toronto (BA), Carnegie Inst of Technology (MS, PhD), Univ of Oxford (MA), Univ of Cambridge (MA)
Books & Publications Publications Introduction to Optimization Methods (with P R Adby, 1974), Stochastic Programming (contrib and ed, 1980), Analysis and Optimization of Stochastic Systems (co-ed with M H A Davis, C J Harris, O L R Jacobs, P C Parks, 1980), Large-Scale Linear Programming (co-ed with G B Dantzig and M Kallio, 1981), Deterministic and Stochastic Scheduling (contrib and co-ed with J K Lenstra and A H G Rinnooy Kan, 1982), Proceedings of the IIASA Task Force Meeting on Stochastic Optimization (guest ed, 1983), Mathematical Models in Economics (contrib and co-ed with M O L Bacharach and J L Enos, 1990), Mathematics of Derivative Securities (contrib and co-ed with S R Pliska, 1997), Risk Management: Value at Risk and Beyond (contrib and ed, 2002), Quantitative Fund Management (contrib and co-ed with G Mitra and G Pflug, 2009), Stochastic Optimization Methods in Finance and Energy (contrib and co-ed with M Bertocchi and G Consigli, 2011), The Euro in Danger: Reform and Reset (with J S Chadha and D E Pickford, 2012); also ed translations and author of numerous articles in various learned jls
Recreations reading, gardening, tennis, sailing, skiing
Clubs N/A
Style Prof M A H Dempster
Career jr research fell Nuffield Coll Oxford 1966; Balliol Coll Oxford: fell and tutor in mathematics 1967-79, sr research fell 1979-81, lectr in mathematics 1981-87; univ lectr in industrial mathematics Univ of Oxford 1967-81, fell Center for Advanced Study in Behavioural Sciences Stanford Calif 1974-75, sr research scholar System and Decision Sciences International Inst for Applied Systems Analysis Laxenburg Austria 1979-81, prof of mathematics, statistics and computing science/R A Jodrey research prof of mgmnt and information sciences Dalhousie Univ 1981-93, prof of mathematics Univ of Essex 1990-95 (dir Inst for Studies in Fin 1993-95); Judge Business Sch Univ of Cambridge: dir Centre for Financial Research 1996-2008, dir of research 1997-2001, dir PhD prog 1997-2002, currently emeritus prof of finance and mgmnt sciences and emeritus prof Statistical Lab Centre for Mathematical Sciences; fell Hughes Hall Cambridge 2003-; resident participant progs on financial mathematics and devpt in quantitative finance Isaac Newton Inst for Mathematical Sciences Cambridge 1995, 2005 and 2014; Oxford Systems Associates Ltd: md 1974-79, chm 1974-80; chm and md Cambridge Systems Assocs Ltd 1996-; conslt to various cos incl: Eni, BT, Citigroup, CSFB, Swiss Roc, HSBC, Fujitsu, Frank Russell Co, Morgan Stanley, Anglo American; founding co-ed-in-chief Quantitative Finance 2000-; visiting prof: Univ of Rome, Univ of Toronto, Univ of Melbourne, Univ of Calif Berkeley; visiting sr fell Manchester Business Sch, visiting fell Princeton Univ; memb: London Mathematical Soc, American Mathematical Soc, Canadian Mathematical Soc, Mathematical Programming Soc, Operational Research Soc, Inst for Operations Research and Mgmnt Sciences, Assoc for Computing Machinery, Inst of Mathematical Statistics, American Statistical Assoc, Econometric Soc, Oxford Political Economy Club, American Inst of Decision Science, Public Choice Soc, Sigma Xi Hon Scientific Fraternity, Lincco; FIMA, Hon FIA
Food and drink etiquette

Food and drink etiquette

Debrett's notebooks

Debrett's notebooks

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