Columbia Home
MAFN Affiliated Faculty

Irina Bogacheva
QS Investors LLP
Adjunct Professor, Department of Mathematics
MBA, Analytic Finance, University of Chicago, 1998
Multi-Asset Portfolio Management.

Alexei Chekhlov
Dassault Systems
Adjunct Professor, Department of Mathematics
PhD, Princeton University, 1995
Statistical and High-Frequency Trading, Drawdown Risk Measures, Portfolio Optimization.

Robert Friedman
Department Chair and Professor of Mathematics, Department of Mathematics
PhD, Harvard, 1981
Algebraic Geometry.

Tat Sang Fung
Jefferies
Adjunct 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.

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

Haoran Li
Term Assistant Professor, Department of Statistics
PhD, UC Davis, 2019

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

Amal Moussa
Goldman Sachs
Adjunct Professor, Department of Mathematics
PhD, Columbia University, 2011
Equity Derivatives Trading.

Ka Yi Ng
Finch Lead Inc.
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
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
Multi-Asset Portfolio Management.

Inna Okounkova
Journal of Investment Consulting (Editor-in-Chief)
Adjunct Professor, Department of Mathematics
MBA, Finance, University of Chicago, 1999
Multi-Asset Portfolio Management.

Cristian G. Pasarica
JP Morgan
Adjunct Assistant Professor, Department of Statistics
PhD, Columbia University, 2003
Quant Research Rates Exotics, Emerging markets, Exotic Derivatives Pricing.

Rosanna Pezzo-Brizio
New York Life Investment Management
Adjunct Professor, Department of Mathematics
PhD, University of Brescia, 2000
Fixed Income Portfolio Management.

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

Renzo Silva
Adjunct Professor, Department of Mathematics
MBA, Columbia Business School

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.

Johannes Wiesel
Assistant Professor, Department of Statistics
PhD, Oxford University, 2020

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

Tian Zheng
Department Chair and Professor of Statistics, Department of Statistics
PhD, Columbia University, 2002
Statistics, Data Science, Statistical Machine Learning.

Print this page