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John Crosby
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#	Item
51	Convexity adjustments in inﬂation-linked derivatives with delayed payments Dorje C. Brody∗ , John Crosby† and Hongyun Li∗ ∗ Department of Mathematics, Imperial College London, London SW7 2BZ, UK Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-31 16:39:10 Statistics Inflation swap Inflation derivative Log-normal distribution Covariance Inflation Financial economics Economics
52	John Crosby Commodities: A simple Multi-factor Jump-Diffusion Model John Crosby, Lloyds TSB Financial Markets, Faryners House, 25 Monument Street, London EC3R 8BQ Email : [removed] Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:34 Mathematical finance Finance Black–Scholes Futures contract Brownian motion Risk-neutral measure Forward price Forward contract Martingale Statistics Financial economics Stochastic processes
53	A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options PETER CARR and JOHN CROSBY Peter Carr (email: [removed]) is Director of the Master’s in Mathematical Finance p Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-11-22 13:21:26 Finance Investment Local volatility Foreign-exchange option Black–Scholes Μ operator Volatility smile Stochastic volatility Poisson process Financial economics Options Mathematical finance
54	• Figures and graphs for John Crosby’s talk at the Workshop on Spectral and Cubature methods in Finance and Econometrics, Leicester University, 18th June 2009. NIG Implied volatilities Add to Reading List Source URL: www.john-crosby.co.uk - Date: 2009-11-22 13:21:09
55	John Crosby Grizzly Bear Capital and Glasgow University Adam Smith Business School M.Sc. and Ph.D. courses in Finance / Financial Economics at Glasgow University Adam Smith Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2014-02-14 06:59:02 Financial markets Arbitrage Convertible bond Hedge fund Relative value Convertible security Futures contract Hedge Bond Financial economics Finance Investment
56	Commodity and Commodity Hybrid Derivatives John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Financial Markets Risk South Africa, 15th March 2007 Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:09 Commodities market Futures contract Commodity market Commodity Price of petroleum Forward contract Derivative Petroleum Contango Business Economics Financial economics
57	MSc_dissertation_Hongyun_Li_Imperial_College.mdi Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:35:29 Inflation derivative Inflation swap Derivative Real interest rate Yield curve Exchange rate Swap Bond Monetary inflation Economics Inflation Financial economics
58	Approximating L´ evy processes by a hyperexponential jump-diffusion process with a view to option pricing John Crosby Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-11-22 13:21:30 Statistical mechanics Brownian motion Colloidal chemistry Fractals Robert Brown Diffusion process Statistics Stochastic processes Probability and statistics
59	CUTTING EDGE. COMMODITIES Commodity options optimised In 2005, John Crosby introduced a very ﬂexible Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:35:40 T1 Mathematical finance Futures contract Foreign-exchange option Financial economics Options Finance
60	Marc A.Scorca and Kelley Rourke Opera in the United-States • Add to Reading List Source URL: www.opera-management.fr Language: English - Date: 2011-07-01 12:25:29 AFL–CIO American Guild of Musical Artists Lyric Opera of Chicago Santa Fe Opera Opera house Richard Gaddes John Crosby Jake Heggie The Metropolitan Opera Guild Opera Entertainment Classical music

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