Faculty
Program Director
| Tomasz Bielecki, Ph.D. Professor, Applied Mathematics Research Interests and Expertise: Mathematical finance, quantitative methods for risk management in finance and insurance, stochastic control, stochastic analysis, probability and random processes. Office: IIT Main Campus, Engineering 1, Room 125A Phone: 312.567.3165 Email: bielecki_at_iit_dot_edu |
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Program Faculty
| Brian K. Boonstra, Ph.D. Adjunct Faculty, Stuart School of Business Director, Quantitative Research, UBS O'Connor Research Interests and Expertise: Computational finance, derivatives modeling, algorithmic trading, and statistical metrics of risk. |
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| Igor Cialenco, Ph.D. Assistant Professor, Applied Mathematics Research Interests and Expertise: Mathematical finance, quantitative methods in fixed income and risk management, stochastic PDEs, statistical inference for stochastic processes, functional analysis and operator theory. Office: IIT Main Campus, Engineering 1, Room 125B Phone: 312.567.3131 Email: icialenc_at_iit_dot_edu |
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| Geoffrey Harris, Ph.D. Assistant Professor of Finance, Stuart School of Business Research Interests and Expertise: Derivatives, credit risk modeling and counterparty credit risk. Office: IIT Downtown Campus, Room 446 Phone: 312.906.6533 Email: gharris_at_stuart_dot_iit_dot_edu |
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| Fred J. Hickernell, Ph.D. Professor Chair, Applied Mathematics Department Research Interests and Expertise: Monte Carlo and quasi-Monte Carlo methods, computational complexity of numerical problems, experimental design, multivariate numerical approximation and integration. Office: IIT Main Campus, Engineering 1, Room 208 Phone: 312.567.8983 Email: hickernell_at_iit_dot_edu |
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| Andrei Lyashenko, Ph.D Adjunct Faculty Head of Quantitative Research at Quantitative Risk Management (QRM), the world's leading enterprise risk management consulting firm. Research Interests and Expertise: Mathematical finance, interest rate modeling, risk management, quantitative methods for pricing and hedging of financial products. |
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| Benjamin Van Vliet Lecturer Associate Director, MS Finance Program Stuart School of Business. Research Interests and Expertise: Systematic trading and investment. Quality control of trading systems and technology. Office: IIT Downtown Campus, Room 454 Phone: 312.906.6513 Email: bvanvliet_at_stuart_dot_iit_dot_edu |
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| Tao L. Wu, Ph.D. Assistant Professor of Finance, Stuart School of Business Research Interests and Expertise: Derivatives. Office: IIT Downtown Campus, Room 458 Phone: 312.906.6553 Email: twu5_at_stuart_dot_iit_dot_edu |
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Faculty with research interests in quantitative finance
John F. O. Bilson, Ph.D.
Professor of Finance, Stuart School of Business
Research Interests and Expertise: International finance, market risk management.
Michael K. Ong, Ph.D.
Professor of Finance, Stuart School of Business
Research Interests and Expertise: Risk management, international finance and capital markets, financial risk modeling.
Charles Tier, Ph.D.
Senior Lecturer, Applied Mathematics
Research Interests and Expertise: Asymptotic and singular perturbation methods, applied stochastic modeling, queueing theory, computational finance, mathematical biology.
Lulu Zeng, Ph.D.
Assistant Professor of Finance, Stuart School of Business
Research Interests and Expertise: Asset pricing, portfolio choice, and DSGE.
Last modified: 05/02/2012 03:06:34