Professor Robert Elliott

Robert J. Elliott received the bachelors and masters degrees from Oxford University, Oxford, U.K., and the Ph.D. and D.Sc. degrees from Cambridge University, Cambridge, U.K. He has held positions at Newcastle, Yale, Oxford, Warwick, Hull, Alberta, and visiting positions in Toronto, Northwestern, Kentucky, Brown, Paris, Denmark, Hong Kong, and Australia. From 2001 to 2009 he was the RBC Financial Group Professor of Finance at the University of Calgary, Canada, where he was also an Adjunct Professor in both the Department of Mathematics and the Department of Electrical Engineering. From 2009 to 2014 he was an Australian Professorial Fellow at the University of Adelaide. Currently he is a Research Professor at the University of South Australia.

He has authored nine books and over 500 papers. His book with PE Kopp Mathematics of Financial Markets was published by Springer in 1999 and has been reprinted three times. The Hungarian edition was published in 2000 and the second edition was published in September 2004. An edition in China was published in 2010. Springer Verlag published his book Binomial Methods in Finance, written with John van der Hoek, in the summer of 2005. He has also worked in signal processing, and his book with L. Aggoun and J. Moore on Hidden Markov Models: Estimation and Control was published in 1995 by Springer Verlag and reprinted in 1997. A revised and expanded edition was printed in 2008. His book with L. Aggoun Measure Theory and Filtering was published by Cambridge University Press in June 2004. His earlier book Stochastic Calculus and Applications was published by Springer in 1982, and a Russian translation appeared in 1986. A greatly enlarged second edition written with S Cohen was published in December 2015. Cambridge University Press published his book with John van der Hoek Hidden Semi Markov Models in 2018. 

Qualifications

• Doctor of Philosophy King's College Cambridge

• Bachelor of Arts New College, Oxford