Charles Tier, Ph.D.
Senior Lecturer
Applied Mathematics
Office: Engineering 1, Room 212
10 W. 32nd Street
Chicago, IL 60616
Office Hours: MWF 12:45 - 1:45 pm or by appointment
Phone: 312.567.3523
Fax: 312.567.3135
Email:
ctier_AT_iit_DOT_edu
Web:
http://www.iit.edu/~ctier
Expertise
- Asymptotic and singular perturbation methods, applied stochastic modelling, queueing theory, computational finance, mathematical biology.
Education
- Ph.D. in Applied Mathematics - Courant Institute at New York University
Curriculum Vitae
Research & Major Accomplishments
Current Projects
Awards/Honors
Patents
Books
Selected Publications
- The variance swap contract under the CEV process, with R. Jordan, International Journal of Theoretical and Applied Finance, 2009.
- Asymptotic approximations in financial mathematics, with R. Jordan, in Frontiers of Applied and Computational Mathematics, World Scientific, 2008
- Computing the stability regions of Hill's equation, with S. V. Simakhina, Applied Mathematics and Computation 162, 2005, 639-660.
- A dynamic priority queue model for simultaneous service of two traffic types, with D. I. Choi and C. Knessl, SIAM Journal on Applied Mathematics, 63, 2002, 398-422.
- A simple fluid model for servicing priority traffic, with C. Knessl, IEEE Transactions on Automatic Control, 46, 2001, 909-914.
