Henning Rasmussen

发布时间:2018-11-02 浏览次数:166

姓        名:Henning Rasmussen逗留时间:2009.3-2009.7450x620
单       位:The University of Western Ontario最后学历:Ph.D.
讲       授:金融计算联系方式:
研究课题:Finance Mathematics

Name: Henning Rasmussen

Rank: Professor Emeritus

Department of Applied Mathematics
The University of Western Ontario
London, Canada N6A 5B7

B.E.Sc. University of Western Ontario Engineering 1963
M.A. University of Western Ontario Mathematics 1965
Ph.D. University of Queensland Mathematics 1969

1968 to 69       Research Fellow          Monash University, Australia
1970 to 71       Research Fellow          University of Southampton, England
1971 to 74       Associate Professor    The Technical University of Denmark
1974 to 77       Assistant Professor     Applied Mathematics, U.W.O.
1977 to 82       Associate Professor     Applied Mathematics, U.W.O.
1982 to 2004   Professor                     Applied Mathematics, U.W.O.
2004-               Professor Emeritus       Applied Mathematics, U.W.O.
2003 to 2008    Visiting Professor         Mathematics, KAIST, Korea(One term each year)

Graduate Supervision
Mater’s         12.
PhD               20
Postdoc         2

Lecturing Experience
In numerical analysis I have lectured in Introductory numerical analysis undergraduate level
Finite difference methods for senior undergraduate partial differential equations and graduate level
Finite element methods for senior undergraduate partial differential equations and graduate level
Object oriented programming senior undergraduate for partial differential equations and graduate level
Numerical methods for financial mathematics graduate level
Papers in Refereed Journals:
Total number 85
Recent papers
B. Ge ,A. B. MacIsaac, and H. Rasmussen, A threaded parallel code for
pricing discrete Asian options on SMP system, HPCS (2006):35
C. K. Anderson ,H. Rasmussen, H. and L. MacDonald,.. “Competitive Pric-
ing with Dynamic Asymmetric Price Effects”. International Transactions in
Operational Research, 12 (2005) 509-525
C. K. Anderson, H. Rasmussen, and M. Davison, Revenue Management: a
real options approach. Naval Research Logistics, 51(5) (2004), 686-703.
A. Doeschl, M. Davison, G. Reid, and H. Rasmussen , “Assessing Cellular-
Automata-Based Models using Partial Differential Equations, Mathematical
and Computer Modelling 40 (2004) 977-994.
Gaede S, Wong E, Rasmussen H. An algorithm for systematic selec- ion of
beam directions for IMRT. Med Phys. 31(2004)),376-388.
Thompson M., Davison M., Rasmussen H., Evaluation and optimal control
of electrical power plants in deregulated markets Operations Research 52(4)
(2004) 546-562.
H. Rasmussen, G.C. Wake, J. Donaldson, Analysis of a class of distributed
delay logistic differential equations, Mathematical and Computer Modelling
38 (2003) 123-132.
U.E. Aladl, A.S. Deakin, H. Rasmussen, Nonreflecting boundary condition
for the wave equation, J. of Computational and Applied Mathematics, 138
(2002) 309-323.
A.S. Deakin, H. Rasmussen, ”Nonreflecting boundary condition for the Helmholtz
equation”, Computers and Mathematics with Applications, 41 (2001) 307-
E.B. Hansen and H. Rasmussen, ”A numerical study of unstable Hele-Shaw
flow”, Computers and Mathematics with Applications 38 (1999) 217-230.
K. Abdella and H. Rasmussen, ”Electrohydrodynamic instability of two su-
perimposed fluids in normal electric Fields”, J. of Computational and Applied
Mathematics, 78 (1997) 33-61.
J.A. McGeough and H. Rasmussen, ”A Theoretical model of electrodischarge
texturing”, J. of Materials Processing Technology 68 (1997) 172-178.
K. Abdella, H. Rasmussen and I.I. Inculet, ”Interfacial deformation of liquid
drops by electric fields at zero gravity”, Computers and Mathematics with
Applications, vol. 31, no. 10 (1996) 67-82.
A.S. Deakin and H. Rasmussen, ”Sparse boundary conditions on artificial
boundaries for three-dimensional potential problems” Journal of Computa-
tional Physics, 129, no. 237 (1996) 111-120.
M. Pettigrew and H. Rasmussen, ”A compact method for second orde r
boundary value problems on non uniform grids”, Computers Math. Applic.
31, 9 (1996) 1-16 . R.A. Stern and H. Rasmussen, ”Left ventricular ejection:
model solution by collocation, an approximate analytical method” Comput.
Biol. Med. 26, 3 (1996) 255-261.
D.J.Moseley, H. Rasmussen, P. Forsyth, ”Three-dimensional inversion scheme
for mise--la-masse prospecting data using simulated annealing” Canadian
Applied Mathematics Quarterly, vo.l. 3, no. 3 (1995) 337-364.
J. Greydanus, M.F. Pettigrew and H. Rasmussen, ”A theoretical analysis of
an airbag crash sensor” Math. Engng. Ind., vol. 5, no. 3 (1995) 255-267.
D. Moseley, H. Rasmussen and P. Forsyth, ”Three-dimensional inversion
scheme for mise--la-masse prospecting data using simulated annealing” Cana-
dian Applied Mathematics Quarterly, vol 3, no. 3 (1995) 337-364.
J.P. Pascal and H. Rasmussen, ”Stability of power law fluid flow between
rotating cylinders”, Dynamics and Stability of Systems vol 10, no. 1 (1995)
Submitted papers:
Thompson, M. , Davison, M.and Rasmussen, H. “Natural Gas Storage Val-
uation and Optimization: A Real Options Application,” submitted to Naval
Research Logistics.
MacDonald, L.T., Anderson, C. and Rasmussen, H. “Optimal retail pricing
and inventory policies with uncertain demand” submitted to Journal of the
Operations Research.
MacDonald, L.T., Anderson, C.K. and Rasmussen, H., “Optimal pricing
and Inventory policies with dynamic demand”, submitted to Naval Research
J. Kay M. Davison and Rasmussen, H. ”The Early Exercise Region for
Bermudan Options on Multiple Underlyings,” submitted to the Journal of
Computational and Applied Mathematics.

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