Timothy C. Johnson

Heriot-Watt University - Maxwell Institute for Mathematical Sciences

RCUK academic Fellow in Financial Mathematics

Edinburgh, Scotland EH14 4AS

United Kingdom

http://www.ma.hw.ac.uk/~timj/

SCHOLARLY PAPERS

6

DOWNLOADS

597

SSRN CITATIONS

2

CROSSREF CITATIONS

11

Scholarly Papers (6)

1.

Reciprocity as a Foundation of Financial Economics

Journal of Business Ethics, Forthcoming
Number of pages: 70 Posted: 02 Oct 2013 Last Revised: 14 Oct 2015
Timothy C. Johnson
Heriot-Watt University - Maxwell Institute for Mathematical Sciences
Downloads 314 (119,223)
Citation 2

Abstract:

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Financial Economics, Reciprocity, Communicative Acion, Pragmatism

2.

A Methodology to Assess the Economic Impact of Power Storage Technologies

Number of pages: 49 Posted: 18 Sep 2015 Last Revised: 02 Jul 2016
Laila El-Ghandour and Timothy C. Johnson
Heriot-Watt University - Department of Actuarial Mathematics and Statistics and Heriot-Watt University - Maxwell Institute for Mathematical Sciences
Downloads 120 (284,292)

Abstract:

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optimal stopping, energy storage, policy

3.

Discourse Ethics for Debt Markets

Number of pages: 45 Posted: 05 Feb 2016 Last Revised: 02 Jul 2016
Timothy C. Johnson
Heriot-Watt University - Maxwell Institute for Mathematical Sciences
Downloads 72 (392,749)
Citation 1

Abstract:

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debt, credit, markets, Habermas, discourse ethics

4.

The Solution of Some Discretionary Stopping Problems

Number of pages: 40 Posted: 05 Apr 2014 Last Revised: 18 Sep 2015
Timothy C. Johnson
Heriot-Watt University - Maxwell Institute for Mathematical Sciences
Downloads 59 (435,375)

Abstract:

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Stochastic Control, Optimal stopping, Dynamic programming, Finance

5.

Some Examples of the Role of Finance in Enabling Mathematics

Number of pages: 51 Posted: 29 Oct 2018
Timothy C. Johnson
Heriot-Watt University - Maxwell Institute for Mathematical Sciences
Downloads 31 (558,311)

Abstract:

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Market Making, Dutch Book Argument, Bayesian Statisitics

6.

Buy‐Low and Sell‐High Investment Strategies

Mathematical Finance, Vol. 23, Issue 3, pp. 560-578, 2013
Number of pages: 19 Posted: 09 Jun 2013
Mihail Zervos, Timothy C. Johnson and Fares Alazemi
King's College London - Department of Mathematics, Heriot-Watt University - Maxwell Institute for Mathematical Sciences and Kuwait University
Downloads 1 (777,921)
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optimal investment strategies, optimal switching, sequential entry and exit decisions, variational inequalities

Other Papers (3)

Total Downloads: 650
1.

Ethics and Finance: The Role of Mathematics

Number of pages: 42 Posted: 10 Oct 2012 Last Revised: 26 Mar 2014
Timothy C. Johnson
Heriot-Watt University - Maxwell Institute for Mathematical Sciences
Downloads 293

Abstract:

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virtue ethics, asset pricing, probability theory, financial crises

2.

Derivative Pricing, Probability and Ethics

Number of pages: 36 Posted: 22 Jun 2009 Last Revised: 20 Oct 2012
Timothy C. Johnson
Heriot-Watt University - Maxwell Institute for Mathematical Sciences
Downloads 187

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probability, derivative pricing, arbitrage, ethics

3.

A Context for Financial Economics: Ethics in the Face of Uncertainty

Number of pages: 79 Posted: 06 Jul 2013 Last Revised: 26 Mar 2014
Timothy C. Johnson
Heriot-Watt University - Maxwell Institute for Mathematical Sciences
Downloads 170

Abstract:

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pragmatism, virtue ethics, asset pricing, probability theory, financial crises