The Center is governed by an Executive Committee, consists of the following members:

**Karl Sigman**, Director, Industrial Engineering and Operations Research**Awi Federgruen**, Management Science and Operations Management ÷*Representative, Graduate School of Business***Ioannis Karatzas**, Mathematics÷*Representative, Graduate School of the Arts and Sciences***David D. Yao**, Industrial Engineering and Operations Research ÷*Representative, School of Engineering and Applied Science*

**Jose Blanchet:**Applied Probability, Computational Finance, MCMC, Queneing Theory, Rare-Event Analysis, Simulation Methodology, and Risk Theory.**Mark Broadie:**Option Pricing, Portfolio Selection and Investments, Numerical Methods**Sid Browne:**Stochastic Control, Asset Allocation and Portfolio Theory, Risk Management, Stochastic Games.**Joel E. Cohen:**Probability, Stochastic processes, Population dynamics**Edward G. Coffman****Richard A. Davis:**Applied Probability, Time Systems, Stochastic Processes**George Deodatis:**Risk analysis and management of civil infrastructure systems subjected to natural and technological hazards, stochastic mechanics**Robert S. Erikson:**Political Science**Awi Federgruen:**Dynamic Programming, Markov Decision Processes, Logistics and Distribution**Guillermo Gallego:**Stochastic Inventory, Dynamic Programming, Optimal Control**Paul Glasserman:**Derivatives and Risk Management, Monte Carlo Methods**Takaki Hayashi**: Financial Engineering; Derivatives Pricing/ Hedging, Risk Management, Investment Technology**Marc Henry:**Time Series, Econometric Theory**Garud Iyengar:**Stochastic Optimization, Applied Probability, Mathematical Finance, Information Theory, Communication Networks.**Predrag Jelenkovic:**Long-tailed/Subexponential/Long Dependent Traffic Models: Dynamic Channel Allocation Algorithms, Caching Algorithms, Advanced Reservation, Packing Problems, and Information Theory**Ioannis Karatzas:**Probability, Random Processes, Optimization, Mathematical Economics**Steve Kou:**Simulation Theory, Mathematical Statistics, Applied Stochastic Processes, and Mathematical and Computational Finance**Aurel A. Lazar:**Resource Allocation and Networking Games, Multiple Time Scales and Subexponentiality,Telecommunications**Costis Maglaras:**Quantitative Pricing and Revenue Management, The Economics, Design, and Operations of Service Systems, and Financial Engineering**Ciamac Moallemi:**Optimization and Control of Large-Scale Stochastic Systems: Service and Communications Networks, E-Commerce, Data-Mining, and Financial Enigneering**Mariana Olvera-Cravioto:**Applied Probability, in particular, Stochastic Systems, Queueing Theory, Heavy-Tailed Distributions, Simulation, and Inventory Control.**Victor de la Pena:**Probability, Martingales, De-Coupling Methods**Jay Sethuraman:**Scheduling, Discrete Optimization and its Applications, and Applied Probability**Yongzhao Shao:**Probability, Stochastic Optimization, Empirical Processes and their Applications, Limit Theorems, Statistical Estimation**Lawrence Shepp:**Probabilistic, combinatorial, and statistical analysis of problems in physics and engineering, Computer tomography, Mathematical finance, Genetics**Karl Sigman:**Queueing Theory, Stability Theory, Point Processes, Risk Theory**Suresh Sundaresan:**Fixed Income Markets, Term Structure Theory, Auctions, Design and Valuation of Debt Contracts, Derivative Markets and Risk Management**Joseph Traub:**Information Based Complexity, Limits to Scientific Knowledge, Average Case Analysis, Financial Computations**Garrett van Ryzin:**Queueing Systems and Control, Stochastic Optimization, Logistics and Yield Management Applications**Jan Vecer**: Financial Engineering, Option Pricing, Stochastic Optimal Control, Risk Management, Stochastic Processes**Ward Whitt:**Stochastic processes, Queueing networks, Telecommunication applications**Henryk Wozniakowski:**Computer Science, Complexity of Continuous Problems, Financial Computations**David D. Yao:**Stochastic Models, Queues and Queueing Networks, Discrete Event Systems, Manufacturing and Telecommunication Applications**Assaf Zeevi:**Stochastic Modeling and Statistics, and their applications to problems arising in service operations, Revenue Management and Financial Services.

**Marco Avellaneda:**(Courant Institute, New York U.) Partial differential equations, Mathematical finance

**IBM Research**

**Reade Ryan:**(PhD, Courant, NYU, 1996) Stochastic differential equations, Long range dependence**Andrew Lim**: (2000), stochastic differential equations, mathematical finance/financial engineering**Wonjae Chang**: (2001) (TBA)