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Program in Mathematics, with a Specialization in the Mathematics of Finance
Degree Programs:
Full-Time/Part-Time: Free-Standing M.A.
Program Director:
Mikhail
Smirnov,
Ph.D.
425 Mathematics
Tel:
212.854.4303
Faculty
| Alexei
Chekhlov:
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| Visting Professor,
Ph.D.,
Princeton,
1995 |
| Interests:
Statistical trading; analysis and prediction of prices |
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| Julien
Dubedat:
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| Assistant Professor,
Ph.D.,
Paris-Sud,
2004 |
| Interests:
Probability |
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| Alex
Greyserman:
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| Visiting Professor,
Ph.D.,
Rutgers,
1995 |
| Interests:
Quantitative investment management |
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| Ioannis
Karatzas:
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| Higgins Professor of Applied Probability,
Ph.D.,
Columbia,
1980 |
| Interests:
Probability and random processes; stochastic analysis; optimization; mathematical economics and finance |
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| Emmanuel
Schertzer:
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| Assistant Professor,
Ph.D.,
New York,
2008 |
| Interests:
Probability |
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| Mikhail
Smirnov:
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| Sr Lecturer,
Ph.D.,
Princeton,
1995 |
| Interests:
Portfolio optimization; statistical trading; risk measurement; optimization of derivatives hedging |
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| Jan
Vecer:
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| Associate Professor,
Ph.D.,
Carnegie Mellon,
2000 |
| Interests:
Financial engineering; probability and random processes; stochastic optimal control |
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