Department of Mathematics |
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Dr Adam Ostaszewski Welcome to my LSE home page. |
Professor of Mathematics
Mathematics Department and CDAM: Computational, Discrete and Applicable Mathematics@LSE |
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Address:
Room B406 Mathematics Department London School of Economics and Political Science Houghton Street London WC2A 2AE |
Email: a.j.ostaszewski@lse.ac.uk Telephone: (+44) 020 7955 7656 Fax: (+44) 020 7955 6877 |
Research interests:
1. Current research interests in Applications of Mathematics: Mathematical finance with a particular focus on strategic analysis of options and accounting theory. Corporate Disclosure. Bargaining Theory. | ||
Click below for pdf files of some of my recent papers, concerning the fundamental value of a firm, and on Bargaining Theory: | ||
1 |
An
Alternative to the Feltham-Ohlson Valuation
Framework: Using q-Theoretic Income to Predict Firm Value
(with M Gietzmann)
Journal version: Accounting & Business Research, 2004 (34 No. 4) 349-377 |
Accompanying diagrams |
2 | Statics and asymptotics of a price control limit: an optimal timing inventory problem (with R O Davies) | |
3 |
‘Equity
smirks’ and embedded options: the shape of a firm’s value function
Journal version in: Accounting & Business Research, 2004 (34 No. 4) 301-331 |
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4 |
Endogenous Irreversibility With Finite Horizon Investment When Resale Is Possible (with M Gietzmann) |
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5 |
Dividend Policy Irrelevance: Ohlson's Uniqueness Principle in several variables |
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6 |
Returns to costly pre-bargaining claims : Taking a principled stand
Journal version in: Journal of Economic Studies, Volume 33 Issue 2 (2005).
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7 |
Value Creation with Dye's Disclosure Option: Optimal Risk-Shielding with an Upper Tailed Disclosure Strategy (with M.B. Gietzmann) Journal version in: Review of Quantitative Finance and Accounting. See Online First™ |
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http://www.springerlink.com/content/c541384437v40165/fulltext.pdf
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8 |
Using Voluntary Disclosure Intensity to Infer the Precision of Management's Vision (with M.B. Gietzmann)
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My Seminar Slides |
9 |
Dividend Policy Irrelevancy and the Construct of Earnings
Journal of Business Finance & Accounting, On Line First. |
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10 |
Multi-firm voluntary disclosures for correlated operations (with M.B. Gietzmann) Annals of Finance, On Line First. |
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11 |
Why managers with low forecast precision select high disclosure intensity: an equilibrium analysis (with M.B. Gietzmann) Review of Quantitative Finance and Accounting, On Line First. |
2. Current research interests in Pure Mathematics: Automatic Continuity and the foundations of Regular Variation. General Topology (dimension theory). |
Click below for pdf files of recent papers on Regular Variation with Nick Bingham. The most recent seminar overview of these from a year ago (dated: 1st Nov. 2007) is provided here by Nick. This covers papers 1-11 and takes no account of later revisions to all papers. | ||
Seminar Slides by N.H. Bingham | ||
My Seminar Slides | ||
1 | Generic subadditive functions (with N H Bingham) | Proc. Amer. Math. Soc. 136 (2008), 4257-4266. |
2 | Infinite combinatorics and foundations of regular variation (with N H Bingham) | Journal of Mathematical Analysis and Applications, 360 (2009), 518-529. |
3 | Very Slowly Varying Functions -- II (with N H Bingham) | Colloquium Mathematicum 116 (2009), 105-117. |
4 | Beyond Lebesgue and Baire: generic regular variation (with N H Bingham) | Colloquium Mathematicum, 116 (2009), 119-138. |
5 | New automatic properties: subadditivity, convexity, uniformity (with N H Bingham) | Aequationes Mathematicae, 78 (2009) 257-270. |
6 | Infinite combinatorics in function spaces (with N H Bingham) | Publ.Inst. Math. Beograde, 86 (100) (2009), 55-73. |
7 | The index theorem of topological regular variation and its applications (with N H Bingham) | Journal of Mathematical Analysis and Applications, 358 (2009), 238-248. |
8 | Regular variation without limits (with N H Bingham) | Journal of Mathematical Analysis and Applications, 370 (2010), 322-338. |
9 | Regular variation, topological dynamics, and the Uniform Boundedness Theorem | Topology Proceedings, 36 (2010), 305-336. |
10 | Automatic continuity by analytic thinning (with N H Bingham) | Proc. Amer. Math. Soc. 138 (2010), 907-919. |
11 | Topological regular variation: I slow-variation (with N H Bingham) | Topology and its applications, 157 (2010), 1999-2013. |
12 | Topological regular variation: II the fundamental theorems (with N H Bingham) | Topology and its applications, 157 (2010), 2014-2023. |
13 | Topological regular variation: III regular variation (with N H Bingham) | Topology and its applications, 157 (2010), 2024-2037. |
14 | Kingman, category and combinatorics (with N H Bingham) | J.F.C. Kingman Festschrift, ed. N.H. Bingham and C.M. Goldie), LMS Lecture Notes Series 378, 2010. |
15 | Normed versus topological groups: dichotomy and duality (with N H Bingham) | Dissertationes Math. 472 (2010), 138pp. |
16 | Beyond Lebesgue and Baire II: Bitopology and measure-category duality (with N H Bingham) | Colloquium Math. 121 (2010), 225-238. |
17 | Dichotomy and infinite combinatorics: the theorems of Steinhaus and Ostrowski (with N H Bingham) | Math. Proc. Camb. Phil. Soc., 150 (2011), 1-22. |
18 | Homotopy and the Kestelman-Borwein-Ditor Theorem (with N H Bingham) | Canadian Math. Bull. 54.1 (2011), 12-20. |
19 | Analytically heavy topologies: Analytic Cantor and Analytic Baire theorems | Topology & its applications, 158 (2011), 253-275. |
20 | Group action and shift-compactness (with Harry I. Miller) | Journal of Mathematical Analysis and Applications, 392 (2012), 23-39. |
21 | Analytic Baire spaces | Fundamenta Mathematicae, 217 (2012), 189-210. |
22 | Almost completeness and the Effros Theorem in normed groups | Topology Proceedings, 41 (2013), 99-110. |
23 | Shift-compactness in almost analytic submetrizable Baire groups and spaces", invited survey article | Topology Proceedings, 41 (2013), 123-151. |
24 | Beyond Lebesgue and Baire III: Steinhaus' Theorem and its descendants | Topology & its applications, 160 (2013), 1144-1154. |
25 | The Semi-Polish Theorem: One-sided vs joint continuity in groups | Topology & its applications, 160 (2013), 1155-1163. |
26 | The Steinhaus theorem and regular variation : De Bruijn and after (with N H Bingham) | Indagationes Math., On Line First. |
27 | Uniformity and self-neglecting functions (with N H Bingham) | |
28 | Uniformity and self-neglecting functions: II. Beurling regular variation and the class Gamma (with N H Bingham) | |
29 | Beurling regular equivariation, Bloom dichotomy and the Gołąb-Schinzel functional equation | |
For further information including past research interests, please see my entry in LSE Experts |
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