The Master's Degree in Mathematics with Option in Mathematical Finance
is administered by the Department of Mathematics in consultation with a
Program Steering Committee. Faculty members and
part-time lecturers from
participating departments are listed below:
| | | Doug Borden | | Adjunct Lecturer | | Email: | dborden (at) knight.com | | Office: | Hill 611 | | Phone: | 848.445.3920 | | Web: | |
| | Biography: Managing Director, Knight Equity Markets |
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| | | | Biography: Research interests include nonlinear and multivariate time series analysis; Monte Carlo methods, statistical computing and Bayesian analysis; statistical applications in Science, Engineering and Business. |
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| | | | Biography: My main area of research is the numerical solution of partial differential equations, especially the use of finite element methods. I am one of the co-organizers of the *Finite Element Circus*, a regular conference devoted to the theory and applications of the finite element method and related areas of numerical analysis and partial differential equations. |
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| | | Paul Feehan | | Associate Professor of Mathematics and Director, M.S. Mathematical Finance Program - On Leave | | Email: | feehan (at) rci.rutgers.edu | | Office: | Hill 544 | | Phone: | 848.445.6961 | | Web: | math.rutgers.edu/~feehan |
| | Biography: My current research interests include mathematical finance, especially applications of partial-integro differential equations to derivative security pricing and risk management, Lévy processes and semimartingales. My research has also included applications of partial differential equations to smooth four-manifold topology, including the relationship between the theories of Donaldson and Seiberg-Witten. |
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| | | | Biography: Associate Professor of Finance and Economics in the Lubin School of Business, Pace University, New York New York |
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| | | | Biography: John Landon-Lane is an Associate Professor in the Department of Economics at Rutgers, The State University of New Jersey. He holds a B. Sc(Hons) and a M.Comm(Hons) from the University of Canterbury, New Zealand and a Ph.D. from the University of Minnesota. His research includes work in econometric theory, applied macro-econometrics, growth and development, and economic and financial history. He has published widely in
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| | | | Biography: My research interests are on computational mathematics and numerical methods for partial differential equations. In particular, the current research is focused on the multigrid methods and their applications to the computational fluid dynamics and material sciences. |
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| | | Paisan Limratanamongkol | | Adjunct Lecturer in Mathematics | | Email: | paisan67 (at) yahoo.com | | Office: | Hill 611 | | Phone: | 848.445.3920 | | Web: | |
| | Biography: Currently with Blackrock Asset Management. My main area of research is quantitative aspect of asset management. My interests include quantitative stock selection models, applied empirical asset pricing models, behavioral finance, dynamic portfolio choice problem, portfolio optimization, and risk management. |
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| | | Daniel Ocone | | Professor of Mathematics and Acting Director, M.S. Mathematical Finance Program | | Email: | ocone (at) math.rutgers.edu | | Office: | Room 518 | | Phone: | 848.445.7964 | | Web: | math.rutgers.edu/~ocone |
| | Biography: I study stochastic process and their applications. |
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| | | | Biography: TBA |
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| | | Marco Pereira | | Adjunct Lecturer in Mathematics | | Email: | ny2292000@yahoo.com | | Office: | Hill 611 | | Phone: | 848.445.3920 | | Web: | |
| | Biography: |
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| | | | Biography: Mr. Alexander Shklyarevsky is a Senior Vice President, Counterparty Credit Risk Analytics, in Counterparty Credit Risk Management at Bank of America in New York. He specializes in quantitative pricing and risk models, methodologies and processes for derivative products and their portfolios across asset classes. Prior to joining Bank of America, Alexander worked at KBC Financial Products, Commerzbank, Merrill Lynch, ING B
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| | | | Biography: Norman R. Swanson was educated at the University of Waterloo and the University of California, San Diego. He is currently Professor and Director of Graduate Studies in the Economics Department at Rutgers University. He has held previous positions at Pennsylvania State University (1994-1999), Texas A&M University (1999-2001), and Purdue University (2001-2002). His primary research interests include econometric theory, f
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| | | Glen Swindle | | Adjunct Lecturer | | Email: | glenswindle (at) mac.com | | Office: | Hill 611 | | Phone: | 848.445.3920 | | Web: | |
| | Biography: |
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| | | | Biography: Research interests lie in the areas of Mathematical Analysis, Partial Differential Equations and Numerical Analysis. Two major recent themes have been ``Homogenization theories for Composite Media" and ``Impedance- and other forms of Tomography". |
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| | | | Biography:I study and teach algorithms, database theory, and programming. |
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The Master's Degree in Mathematics with Option in Mathematical Finance
is administered by the Department of Mathematics in consultation with a
Program Steering Committee whose members include:
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