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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
Dassault Systems
Adjunct Assistant 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
Finch Lead Inc.
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.

Ruimeng Hu
Term Assistant Professor, Department of Statistics
PhD, University of California, Santa Barbara, 2018
Mathematical Finance, Stochastic Control, Deep Learning in Math Finance.

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
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
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
Journal of Investment Consulting (Editor-in-Chief)
Adjunct Professor, Department of Mathematics
MBA, Finance, University of Chicago, 1999

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

Rosanna Pezzo-Brizio
New York Life Investment Management
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.

Eric Yeh
Adjunct Assistant 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.

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