Alec Kercheval

Alec Kercheval
I am a professor in the Department of Mathematics at the Florida State University. I also serve as Director of the department's Financial Mathematics graduate program.

My research interests include financial mathematics, mathematical economics, dynamical systems, and geometric analysis.

Research and Students

Research Areas

My research at FSU has focused on financial mathematics and mathematical economics, including portfolio and credit risk modeling, high frequency analysis of the limit order book, and, jointly with Paul Beaumont, agent-based modeling of asset pricing dynamics. Current projects include:

Current and Former PhD Students

Selected Publications


Selected Articles

Links go to PDF preprints.

Seminars and Conferences

I frequently organize the regular Financial Mathematics Seminar at FSU.

I also oversee organization of our annual Financial Mathematics Festival.