Professor Dorje Brody

Contact

University Research Centre Membership

Publications

Journal Papers

(2013) Bender, CM., Brody, DC., Caldeira, J., Günther, U., Meister, BK. and Samsonov, BF., Symmetric quantum state discrimination, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 371 (1989)

(2013) Brody, DC., Hughston, LP. and Yang, X., Signal processing with Levy information, PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 469 (2149) : -

(2012) Brody, DC. and Graefe, E-M., Mixed-state evolution in the presence of gain and loss, Physical Review Letters 109 (23)

(2012) Brody, DC., Hughston, LP. and Mackie, E., Rational term structure models with geometric Lévy martingales, Stochastics 84 (5-6) : 719- 740

(2012) Brody, DC., Holm, DD. and Meier, DM., Quantum splines, Physical Review Letters 109 (10)

(2012) Brody, DC., Meister, BK. and Parry, MF., Informational inefficiency in financial markets, Mathematics and Financial Economics 6 (3) : 249- 259

(2012) Brody, DC., Hughston, LP. and Mackie, E., General theory of geometric Levy models for dynamic asset pricing, PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 468 (2142) : 1778- 1798

(2011) Brody, DC. and Graefe, E-M., Six-dimensional space-time from quaternionic quantum mechanics, PHYSICAL REVIEW D 84ARTN 125016

(2011) Brody, DC. and Graefe, EM., Coquaternionic quantum dynamics for two-level systems, Acta Polytechnica: Journal of Advanced Engineering 51 14- 20

(2011) Brody, DC., Information geometry of density matrices and state estimation, Journal of Physics A: Mathematical and Theoretical 44 (25) : 252002

(2011) Brody, DC. and Graefe, E., On complexified mechanics and coquaternions, Journal of Physics A: Mathematical and Theoretical 44 (7) : 072001

(2010) Brody, DC., Hughston, LP. and Parry, MF., Effects of quantum entanglement in phase transitions, Physics Letters A 374 (24) : 2424- 2428

(2010) Brody, DC. and Graefe, EM., Coherent states and rational surfaces, Journal of Physics A: Mathematical and Theoretical 43 (25) : 255205

(2010) Brody, DC., Gustavsson, AC. and Hughston, LP., Nonlinearity and constrained quantum motion, Journal of Physics A: Mathematical and Theoretical 43 (8) : 082003

(2009) Brody, DC., Ellis, DCP. and Holm, DD., Random Hamiltonian in thermal equilibrium, Journal of Physics: Conference Series 174 (1) : 012041

(2009) Bender, CM. and Brody, DC., Optimal time evolution for Hermitian and non-Hermitian Hamiltonians, Lecture Notes in Physics 789 341- 361

(2009) Brody, DC. and Friedman, RL., Information of interest, Risk Magazine December 2009 101- 106

(2009) Brody, DC., Dequantization of the Dirac monopole, Proceedings of the Royal Society A 465 (2110) : 3047- 3068

(2009) Brody, DC., Davis, MHA., Friedman, RL. and Hughston, LP., Informed traders, Proceedings of the Royal Society A 465 (2104) : 1103- 1122

(2009) Brody, DC. and Hook, DW., Information geometry in vapour-liquid equilibrium, Journal of Physics A: Mathematical and Theoretical 42 (2) : 023001

(2009) Brody, DC., Gustavsson, AC. and Hughston, LP., Metric approach to quantum constraints, Journal of Physics A: Mathematical and Theoretical 42 (29) : 295303

(2008) Brody, DC., Comment on "typicality for generalized microcanonical ensembles"., Phys Rev Lett 100 (14) : 148901- Download publication

(2008) Brody, DC., Gustavsson, ACT. and Hughston, LP., Symplectic approach to quantum constraint, Journal of Physics A: Mathematical and Theoretical 41 (47) : 475301

(2008) Brody, DC., Crosby, J. and Li, H., Convexity adjustments in inflation-linked derivatives, Risk Magazine September 2008 124- 129

(2008) Brody, DC., Hughston, LP. and Macrina, A., Dam rain and cumulative gain, Proceedings of the Royal Society A 464 (2095) : 1801- 1822

(2008) Brody, DC., Hughston, LP. and Macrina, A., Information-based asset pricing, International Journal of Theoretical and Applied Finance 11 (1) : 107- 142

(2008) Brody, DC., Ellis, DCP. and Holm, DD., Hamiltonian statistical mechanics, Journal of Physics A: Mathematical and Theoretical 41 (50) : 502002

(2008) Bender, CM., Brody, DC. and Hook, DW., Quantum effects in classical systems having complex energy, Journal of Physics A: Mathematical and Theoretical 41 (35) : 352003

(2007) Brody, DC., Constantinou, IC. and Meister, BK., Term structure of vanilla options, International Journal of Theoretical and Applied Finance 10 (8) : 1323- 1337

(2007) Brody, DC., Hook, DW. and Hughston, LP., On quantum microcanonical equilibrium, Journal of Physics: Conference Series 67 (1)

(2007) Brody, DC., Gustavsson, ACT. and Hughston, LP., Entanglement of three-qubit geometry, Journal of Physics: Conference Series 67 (1)

(2007) Bender, CM., Brody, DC., Jones, HF. and Meister, BK., Faster than hermitian quantum mechanics, PHYSICAL REVIEW LETTERS 98 (4) : -

(2007) Bender, CM., Brody, DC., Chen, J-H. and Furlan, E., PT-symmetric extension of the Korteweg-de Vries equation, JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL 40 (5) : F153- F160

(2007) Brody, DC., Hook, DW. and Hughston, LP., Quantum phase transitions without thermodynamic limits, PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 463 (2084) : 2021- 2030

(2007) Brody, DC., A note on exponential families of distributions, JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL 40 (30) : F691- F695

(2007) Brody, DC., Buckley, IRC. and Constantinou, IC., Option price calibration from Renyi entropy, PHYSICS LETTERS A 366 (4-5) : 298- 307

(2006) Bender, CM., Brody, DC. and Jones, HF., Semiclassical analysis of a complex quartic Hamiltonian, PHYSICAL REVIEW D 73 (2) : -

(2006) Brody, DC. and Hughston, LP., Quantum noise and stochastic reduction, JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 39 (4) : 833- 876

(2006) Brody, DC. and Hook, DW., On optimum Hamiltonians for state transformations, JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 39 (11) : L167- L170

(2006) Bender, CM., Brody, DC., Chen, J-H., Jones, HF., Milton, KA. and Ogilvie, MC., Equivalence of a complex PT-symmetric quartic Hamiltonian and a Hermitian quartic Hamiltonian with an anomaly, PHYSICAL REVIEW D 74 (2) : -

(2006) Brody, DC., Constantinou, IC., Dear, JDC. and Hughston, LP., Exactly solvable quantum state reduction models with time-dependent coupling, JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 39 (35) : 11029- 11051

(2005) Bender, CM., Brody, DC. and Meister, BK., Unusual quantum states: non-locality, entropy, Maxwell's demon and fractals, PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 461 (2055) : 733- 753

(2005) Brody, DC., Buckley, IRC., Constantinou, IC. and Meister, BK., Entropic calibration revisited, PHYSICS LETTERS A 337 (4-6) : 257- 264

(2005) Brody, DC. and Hughston, LP., Finite-time stochastic reduction models, JOURNAL OF MATHEMATICAL PHYSICS 46 (8) : -

(2005) Brody, DC. and Hughston, LP., Theory of quantum space-time, PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 461 (2061) : 2679- 2699

(2005) Bender, CM., Brody, DC. and Hook, DW., Solvable model of quantum microcanonical states, JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 38 (38) : L607- L613

(2004) Brody, DC. and Hughston, LP., Chaos and coherence: a new framework for interest-rate modelling, PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 460 (2041) : 85- 110

(2004) Brody, DC., Shapes of quantum states, JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 37 (1) : 251- 257

(2004) Bender, CM., Brody, DC. and Jones, HF., Extension of PT-symmetric quantum mechanics to quantum field theory with cubic interaction, PHYSICAL REVIEW D 70 (2) : -

(2004) Brody, DC., Buckey, IRC. and Meister, BK., Preposterior analysis for option pricing, QUANTITATIVE FINANCE 4 (4) : 465- 477

(2004) Bender, CM., Brody, DC. and Jones, HF., Scalar quantum field theory with a complex cubic interaction., Phys Rev Lett 93 (25) : 251601- Download publication

(2003) Bender, CM., Brody, DC. and Meister, BK., On powers of Bessel functions, JOURNAL OF MATHEMATICAL PHYSICS 44 (1) : 309- 314

(2003) Brody, DC., Elementary derivation for passage times, JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 36 (20) : 5587- 5593

(2003) Brody, DC. and Ritz, A., Information geometry of finite Ising models, JOURNAL OF GEOMETRY AND PHYSICS 47 (2-3) : 207- 220

(2003) Brody, DC., Hughston, LP. and Syroka, J., Relaxation of quantum states under energy perturbations, PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 459 (2037) : 2297- 2316

(2003) Bender, CM., Brody, DC. and Jones, HF., Must a Hamiltonian be Hermitian?, AMERICAN JOURNAL OF PHYSICS 71 (11) : 1095- 1102

(2003) Accardi, L., Brody, DC., Belavkin, VP., Kent, JT., Bingham, NH., Frey, JG., Helland, IS., Larsson, JA., Majumdar, NK., Minozzo, M. and Thompson, JW., Discussion on the paper by Barndorff-Nielsen, Gill and Jupp, JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 65 805- 816

(2002) Brody, DC. and Hughston, LP., Entropy and information in the interest rate term structure, Quantitative Finance 2 (1) : 70- 80

(2002) Brody, DC., Syroka, J. and Zervos, M., Dynamical pricing of weather derivatives, Quantitative Finance 2 (3) : 189- 198

(2002) Brody, DC. and Hughston, LP., Stochastic reduction in nonlinear quantum mechanics, PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 458 (2021) : 1117- 1127

(2002) Bender, CM., Brody, DC. and Meister, BK., Entropy and temperature of a quantum Carnot engine, PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 458 (2022) : 1519- 1526

(2002) Brody, DC. and Hughston, LP., Efficient simulation of quantum state reduction, JOURNAL OF MATHEMATICAL PHYSICS 43 (11) : 5254- 5261

(2002) Bender, CM., Brody, DC. and Jones, HF., Complex extension of quantum mechanics, PHYSICAL REVIEW LETTERS 89 (27) : -

(2001) Brody, DC. and Hughston, LP., Geometric quantum mechanics, JOURNAL OF GEOMETRY AND PHYSICS 38 (1) : 19- 53

(2001) Brody, DC. and Hughston, LP., Interest rates and information geometry, PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 457 (2010) : 1343- 1363

(2001) Adler, SL., Brody, DC., Brun, TA. and Hughston, LP., Martingale models for quantum state reduction, JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 34 (42) : 8795- 8820

(2000) Brody, DC. and Hughston, LP., Information content for quantum states, JOURNAL OF MATHEMATICAL PHYSICS 41 (5) : 2586- 2592

(2000) Bender, CM., Brody, DC. and Meister, BK., Quantum mechanical Carnot engine, JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 33 (24) : 4427- 4436

(2000) Brody, DC., Differential renormalisation flow in random lattice gauge theories, PHYSICS LETTERS B 485 (4) : 422- 428

(1999) Brody, DC. and Hughston, LP., Thermalization of quantum states, JOURNAL OF MATHEMATICAL PHYSICS 40 (1) : 12- 18

(1999) Brody, DC. and Hughston, LP., Geometrization of statistical mechanics, PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 455 (1985) : 1683- 1715

(1999) Bender, CM., Brody, DC. and Meister, BK., Quantum field theory of partitions, JOURNAL OF MATHEMATICAL PHYSICS 40 (7) : 3239- 3245

(1999) Brody, DC. and Meister, BK., Discrete uncertainty relations, JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 32 (26) : 4921- 4930

(1998) Brody, DC. and Ritz, A., On the symmetry of real-space renormalisation, NUCLEAR PHYSICS B 522 (3) : 588- 604

(1998) Brody, DC. and Hughston, LP., Geometry of thermodynamic states, PHYSICS LETTERS A 245 (1-2) : 73- 78

(1998) Brody, DC. and Hughston, LP., Statistical geometry in quantum mechanics, PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 454 (1977) : 2445- 2475

(1998) Brody, DC. and Hughston, LP., The quantum canonical ensemble, JOURNAL OF MATHEMATICAL PHYSICS 39 (12) : 6502- 6508

(1997) Brody, DC. and Hughston, LP., Generalised Heisenberg relations for quantum statistical estimation, PHYSICS LETTERS A 236 (4) : 257- 262

(1997) Brody, D. and Ritz, A., Restoration of isotropy for spin models, PHYSICS LETTERS A 233 (4-6) : 430- 436

(1996) Brody, DC. and Meister, B., Bayesian inference in quantum systems, PHYSICA A 223 (3-4) : 348- 364

(1996) Brody, DC. and Hughston, LP., Geometry of quantum statistical inference, PHYSICAL REVIEW LETTERS 77 (14) : 2851- 2854

(1996) Brody, D. and Meister, B., Minimum decision cost for quantum ensembles, PHYSICAL REVIEW LETTERS 76 (1) : 1- 5

(1995) Brody, DC., TOPOLOGICAL VARIANTS OF LATTICE FIELD MODELS, PHYSICA A 213 (3) : 315- 336

(1995) Brody, D. and Meister, B., AN UPPER BOUND FOR ENTROPY PRODUCTION, PHYSICS LETTERS A 204 (2) : 93- 98

(1995) Brody, D. and Rivier, N., GEOMETRICAL ASPECTS OF STATISTICAL-MECHANICS, PHYSICAL REVIEW E 51 (2) : 1006- 1011

(1994) Brody, DC., ONE-DIMENSIONAL SPHERICAL MODEL WITH A PHASE-TRANSITION, PHYSICAL REVIEW E 49 (5) : 3665- 3669

Conference Papers

(2005) Brody, DC. and Hughston, LP., Quantum states and space-time causality, 2nd International Symposium on Information Geometry and its Applications, Proceedings of the 2nd International Symposium on Information Geometry and its Applications

(1997) Brody, DC., Meister, BK., Hirota, O., Holevo, AS. and Caves, CM., Generalised uncertainties for quantum signal processing, 3rd International Conference on Quantum Communication and Measurement, QUANTUM COMMUNICATION, COMPUTING, AND MEASUREMENT 299- 307

(1998) Brody, DC., Hughston, LP., Huggett, SA., Mason, LJ., Tod, KP., Tsou, ST. and Woodhouse, NMJ., Geometric models for quantum statistical inference, Symposium on Geometric Issues in the Foundations of Science in Honor of Sir Roger Penrose, GEOMETRIC UNIVERSE 265- 276

(2001) Brody, DC., Hughston, LP., Sollich, P., Coolen, ACC., Hughston, LP. and Streater, RF., Applications of information geometry to interest rate theory, International Conference on Disordered and Complex Systems, DISORDERED AND COMPLEX SYSTEMS (553) : 281- 287

(2005) Brody, DC., Hughston, LP., Lukierski, J. and Sorokin, D., Twistor cosmology and quantum space-time, 19th Max Born Symposium, Fundamental Interactions and Twistor-Like Methods (767) : 57- 95

(2007) Brody, DC., Gustavsson, ACT., Hughston, LP., Diosi, L., Elze, HT. and Vitiello, G., Entanglement of three-qubit geometry, 3rd International Workshop DICE2006 - Quantum Mechanics between Decoherence and Determinism, THIRD INTERNATIONAL WORKSHOP DICE2006 - QUANTUM MECHANICS BETWEEN DECOHERENCE AND DETERMINISM: NEW ASPECTS FROM PARTICLE PHYSICS TO COSMOLOGY - CONTRIBUTED PAPERS (67) : -

(2007) Brody, DC., Hook, DW., Hughston, LP., Diosi, L., Elze, HT. and Vitiello, G., On quantum microcanonical equilibrium, 3rd International Workshop DICE2006 - Quantum Mechanics between Decoherence and Determinism, THIRD INTERNATIONAL WORKSHOP DICE2006 - QUANTUM MECHANICS BETWEEN DECOHERENCE AND DETERMINISM: NEW ASPECTS FROM PARTICLE PHYSICS TO COSMOLOGY - CONTRIBUTED PAPERS (67) : -

Book Chapters

(2011) Brody, DC., Hughston, LP. and Macrina, A., Modelling information flows in financial markets. In: Di Nunno, G. and Øksendal, B. eds. Advanced Mathematical Methods for Finance. Springer Verlag 133- 154

(2010) Brody, DC., Information and asset pricing. In: Ruzhansky, M. and Wirth, J. eds. Progress in Analysis and its Applications: Proceedings of the 7th International ISAAC Congress. World Scientific Pub Co Inc 381- 388

(2010) Brody, DC., Hughston, LP. and Macrina, A., Credit risk, market sentiment and randomly-timed default. In: Crisan, D. ed. Stochastic Analysis 2010. Springer Verlag 267- 280

(2007) Brody, DC., Hughston, LP. and Macrina, A., Beyond hazard rates: A new framework for credit-risk modelling. In: Fu, MC., Jarrow, RA., Yen, JYJ. and Elliott, RJ. eds. Advances in Mathematical Finance. Birkhauser

(2006) Bender, CM., Brody, DC. and Meister, BK., Entropy and temperature of a quantum carnot engine. In: Viegas, J. ed. The Laws of Thermodynamics: An Anthology of Current Thought. The Rosen Publishing Group 21- 34

Books

(2005) Brody, DC., ビジネスマンのための金融工学 [Financial engineering for business: Correct idea of risk and hedging]. Toyo Keizai Inc

(2000) Brody, DC., 現代ファイナンス数理 [Modern mathematical finance]. Critic's Japan