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MAFN Affiliated Faculty

Irina Bogacheva
QS Investors LLP
Adjunct Professor, Department of Mathematics
MBA, Analytic Finance, University of Chicago, 1998

Alexei Chekhlov
Systematic Alpha Management
Adjunct Assistant Professor, Department of Mathematics
PhD, Princeton University, 1995
Statistical and High-Frequency Trading, Drawdown Risk Measures, Portfolio Optimization

Richard A. Davis
Department Chair and Howard Levene Professor of Statistics, Department of Statistics
PhD, University of California, San Diego, 1979
Time Series, Financial Time Series Modeling, Econometrics, Applied Probability

Tat Sang Fung
Misys
Adjunct Assistant Professor, Department of Mathematics
PhD, Columbia University, 1996
Numerical Methods in Finance

Alex Greyserman
Hite Capital Management
Adjunct Assistant Professor, Department of Mathematics
PhD, Rutgers, 1995
Quantitative Investment Management

Julien Guyon
Bloomberg L.P.
Adjunct Professor, Department of Mathematics
PhD, École des ponts ParisTech, 2006
Nonlinear Option Pricing, Numerical Probabilistic Methods, Volatility and Correlation Modeling

Irene Hueter
Adjunct Associate Professor, Department of Statistics
PhD, University of Berne, 1992
Probability, Stochastic Processes with Applications in Finance, Time Series, Extreme Values, Statistics

Ioannis Karatzas
Eugene Higgins Professor of Applied Probability, Department of Mathematics
PhD, Columbia University, 1980
Probability, Stochastic Control, Mathematical Economics and Finance

Keith A. Lewis
Bloomberg L.P.
Adjunct Professor, Department of Mathematics
PhD, University of Hawaii, 1988
Implementation of financial models

Bryan Liang
Bloomberg L.P.
Adjunct Assistant Professor, Department of Mathematics
PhD, University of Michigan 2002
Derivatives Modelling

Amal Moussa
Citigroup
Adjunct Assistant Professor, Department of Mathematics
Ph.D., Columbia University, 2011
Equity Derivatives Trading

Ka Yi Ng
ION Group
Adjunct Assistant Professor, Department of Mathematics
PhD, Columbia University 1996
Derivatives and Structured Products Development

Lars Tyge Nielsen
Senior Lecturer in Discipline, Department of Mathematics
Director of the Mathematics of Finance MA program
PhD, Harvard University, 1985
Finance, Mathematical Finance.

Marcel Nutz
Associate Professor, Department of Statistics
PhD, ETH Zürich, 2010
Mathematical Finance, Stochastic Optimal Control, Probability

Colm O’Cinneide
QS Investors LLP
Adjunct Professor, Department of Mathematics
PhD, University of Kentucky, 1983

Inna Okounkova
Adjunct Professor, Department of Mathematics
MBA, Finance, University of Chicago, 1999

Rosanna Pezzo-Brizio
Intesa Sanpaolo
Adjunct Assistant Professor, Department of Mathematics
PhD, University of Brescia, 2000
Fixed Income Portfolio Management

Pawel Polak
Assistant Professor, Department of Statistics
PhD, Swiss Finance Institute, University of Zurich, 2014
Financial Time Series Modeling, Machine Learning, Computational Finance, Quantitative Portfolio Strategies and Risk Management

Philip E. Protter
Professor, Department of Statistics
PhD, University of California, San Diego, 1975
Probability, Mathematical Finance

Mikhail Smirnov
Senior Lecturer in Discipline, Department of Mathematics
PhD, Princeton University, 1995
Quantitative Portfolio Management, Quantitative Investment Strategies, Risk Measurement and Management.

Harvey J. Stein
Bloomberg, L.P.
Adjunct Professor, Department of Mathematics
PhD, University of California, Berkeley, 1991
Quantitative Modeling, Risk Analytics, Derivatives Pricing, Stochastic Processes, Numerical Methods

Michael Thaddeus
Department Chair and Professor of Mathematics, Department of Mathematics
PhD, Oxford 1992
Algebraic Geometry

Eric Yeh
Adjunct Assistant Professor, Department of Mathematics
AB/SM, Harvard University, 1998
Quantitative Investment Strategies

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