Igor Cialenco , Ph.D.
Assistant Professor
Applied Mathematics
Office: Engineering 1, Room 125B
10 W. 32nd Street
Chicago, IL 60616
Office Hours: TR 4:30-5:30pm or by appointment
Phone: 312.567.3131
Fax: 312.567.3135
Email: igor_AT_math_DOT_iit_DOT_edu
Web: click here
Expertise
Education
- Ph.D. in Applied Mathematics, University of Southern California (2007)
Curriculum Vitae
Research & Major Accomplishments
Current Projects
Awards/Honors
Patents
Books
Selected Publications
Ig. Cialenco and Tomasz R. Bielecki and Ismail Iyigunler, Counterparty Risk and the Impact of Collateralization in CDS Contracts, Forthcoming in Robert Elliott Festschrift, 2011
Ig. Cialenco and Tomasz R. Bielecki and Zhao Zhang, Dynamic Coherent Acceptability Indices and their Applications to Finance, Submitted for publication
Ig. Cialenco and Nathan Glatt-Holtz, Parameter estimation for Stochastically perturbed Navier-Stokes Equations, Stochastic Processes and their Applications, vol 121, pp. 701-724, 2011. DOI:10.1016/j.spa.2010.12.007
Ig. Cialenco and Aris Protopapadakis, Do Technical Trading Profits Remain in the Foreign Exchange Market? Evidence from Fourteen Currencies, Journal of International Financial Markets, Institutions & Money, vol 21 , pp 176-206, 2011. DOI:10.1016/j.intfin.2010.10.001
Ig. Cialenco, Parameter estimations for SPDEs with multiplicative fractional noise, Stochastics and Dynamics, Vol. 10, No. 4, pp 561-576, 2010, DOI: 10.1142/S0219493710003091
Professional Society Memberships
- American Mathematical Society (AMS)
- Mathematical Society of the Republic of Moldova
- Romanian Mathematical Society
- Society for Industrial and Applied Mathematics (SIAM)
