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Valery A. Kholodnyi
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Valery A. Kholodnyi posted a discussion

My paper on Differential Geometry on Graphs with applications to Foreign Exchange Option Symmetry

Dear Colleagues, I would like to bring to your attention my paper of 2001 on differential geometry on graphs with applications to the foreign exchange option symmetry in a multiple currency foreign exchange market that might be of interest to you: [1] V.A. Kholodnyi and J.F. Price, Foreign Exchange Option Symmetry and a Coordinate-Free Description of a Multiple Currency Market in Terms of Differential Geometry on Graphs, Journal of Nonlinear Analysis, 47 (9) (2001) 5885-5896. I introduced the…See More
Nov 11

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Short Bio:
Valery A. Kholodnyi is Managing Director of Quantitative Research and Risk Analytics at Platts, a Division of the McGraw-Hill Companies. Prior to this role he served as Chief Science Officer and Vice President of Research and Development at Integrated Energy Services, Director of Research at TXU Energy Trading, Director of Quantitative Analysis at Reliant Resources, and Professor of Financial Mathematics and Risk Management and Executive Director of the Center for Quantitative Risk Analysis at Middle Tennessee State University. He authored four books and over a hundred research papers in finance, mathematics, physics and engineering. He was an invited speaker at numerous international and national conferences both for the industry practitioners and academic researchers.

Valery A. Kholodnyi's Blog

Gauge Symmetry Group and Replication of Contingent Claims

Posted on June 11, 2015 at 2:00am 0 Comments

Dear Colleagues,



I would like to bring to your attention my book of 1998 on my beliefs-preferences gauge symmetry that might be of interest to you:

 

[1]  V.A. Kholodnyi, Beliefs-Preferences Gauge Symmetry Group and Replication of Contingent Claims in a General Market Environment, IES Press, Research Triangle Park, North Carolina, 1998.

 

I introduced the beliefs-preferences gauge symmetry as well as the related differential-geometrical and…

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At 5:57pm on March 15, 2008, Victor Zinenberg said…
Great career! How long are you in US!
 
 
 

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