Affiliated Faculty
Prof. Mikhail Smirnov (Mathematics)
Director of the Program; Ph.D., Princeton, 1995
Portfolio Optimization, Statistical Models of Securities Pricing, Risk Measurement and Management.
Selected Publications.
Prof. Ioannis Karatzas (Mathematics & Statistics)
Eugene Higgins Professor of Applied Probability; Ph.D., Columbia University, 1980
Probability and Random Processes, Stochastic Analysis, Optimization, Mathematical Economics and Finance.
Selected Publications.
Prof Christopher Heyde (Statistics)
Professor, Ph.D., D.Sc., Australian National University, 1965
Stochastic Modeling, Randomness in Systems, Large Sample Behavior, System Parameter Estimations.
Selected Publications.
Prof Jan Vecer (Statistics)
Associate Professor, Ph.D., Carnegie Mellon University, 2000
Mathematical Finance.
Selected Publications.
Prof Tat Fung
Visiting Professor, Ph.D., Columbia, 1996
Numerical Methods in Finance.
Selected Publications.
Prof Alex Greyserman (Hite LLC)
Visiting Professor, Ph.D., Rutgers, 1995
Quantitative Investment Management.
Selected Publications.
