• Visiting Assistant Professor 2017-2020

Financial Mathematics

  • Now at U of Michigan
  • Professor
  • FSA
  • Concordia University
  • Visitor during Fall/Winter 2016-17
  • SOA Postdoc

Actuarial Science, Applied Probability

  • Profesor
  • McMaster University
  • Visiting Assistant Professor

Actuarial Science

  • Now at Ball State U
  • Univ. Nevada Reno

Applied Probability, Mathematical Finance

  • Visiting Assistant Professor

Financial Mathematics

  • SOA Postdoc

Financial Mathematics

  • VAP (2016-2017)

Alumni and Former Members

Jose Figueroa-Lopez (2006-2007) 

Hasan Sayit (2006-2007)
Financial mathematics, Stochastic differential equations, Statistical inference on processes. Malliavin Calculus and applications to finance. Stochastic Integration for fractional Brownian motion. Nonparametric calibration methods and portfolio optimization problems in continuous-time models. Emphasis on Levy driven and jump-diffusion models.

Martin Forde (2006-2008)
Small-time and tail asymptotics for stochastic volatility models, Inverse problems in calibrating stochastic volatility models, volatility derivatives.

Mack Galloway (2006-2010)
Research interests include applications of Levy and time-inhomogeneous additive processes to the pricing of exotic options and credit spreads for default swap indices. The H-selfsimilar additive processes of Sato are only recently being recognized for their use in pricing equity options (exponential selfsimilar additive models). The usefulness of these processes extends beyond that of equity ptions, as they may be used to construct new processes in which modeling of price across maturity is involved.

Oana Catu (2008-2009)

Mike Landrigan (2008-2009)

Hyekyung Min (2007-09)
Actuarial and financial mathematics, stochastic processes, optimal control theory, stochastic differential equations.

Jesus Rodriguez (2006-2007)
Financial mathematics, Stochastic differential equations

Adam Tashman (2008-2009)

Rohini Kumar (2009-2011)

Alexandra Chronopoulou (2011-2013)

Esteban Chavez (2011-2014)

Gerard Brunick (2010-2012)