The following faculty members have research interests in financial mathematics.

Paul M. Beaumont has research interests in Financial Economics, Time Series Econometrics, and Computational Economics.

Alec Kercheval works in financial mathematics and mathematical economics, including: the dynamics of agent-based economic pricing models; portfolio and credit risk, including the use of non-gaussian modeling distributions; fixed income risk models; and financial problems in stochastic impulse control and numerical linear algebra.

Kyounghee Kim is interested in bond market modeling using probabilistic methods. One interesting choice of volatility for forward interest rates within an HJM model is an affine function of forward interest rates. Kim is trying to understand bond price dynamics obtained from various choices of volatility for forward interest rates. Currently, she is focusing on understanding the distribution of the time integral of a function of Geometric Brownian motion, which is related to pricing path dependent derivatives, e.g. as in Asian options.

David Kopriva works in computational mathematics with interests in both the development and implementation of numerical algorithms. In particular, he develops highly accurate numerical solution methods for partial differential equation models. His recent research includes the use of spectral methods in pricing financial derivatives.

Warren Nichols has a broad range of interests within financial mathematics, focusing on probabilistic methods and on the interplay between discrete and continuous models. His interests include the pricing and hedging of financial derivatives, mortgages, portfolio management, and financial problems which incorporate a long time horizon.

Craig Nolder has research interests that include agent-based economic systems, random dynamical systems and stochastic equilibria, evolutionary finance, game theory, stochastic portfolio theory and evolutionary portfolio theory. Other interests include asset and option pricing using exponential Levy and additive models, time-changed processes and especially selfsimilar additive models. Involved are the calibration of models, simulations to price exotic options and maximum and quasi likelihood methods.

Giray Ökten is interested in computational finance and Monte Carlo & quasi-Monte Carlo methods. His recent research is on (a) the design of effective simulation techniques for high dimensional problems in security pricing, (b) randomized quasi-Monte Carlo methods and their use in computational finance, and (c) quasi-Monte Carlo error bounds in financial problems and statistical accuracy of different normal variate generation techniques in the context of low-discrepancy sequences.

The following additional faculty members teach and/or advise financial math students.

		Mathematics: Bettye Anne Case, Brian Ewald, Kyle Gallivan, Mike Mesterton-Gibbons, Jerry F. Magnan, Stephen P. Paris, Xiaoming Wang
		Economics: Milton H. Marquis, Don Schlagenhauf
		Statistics: Fred W. Huffer
		Finance: Gary Benesh, James Doran, David Humphrey
		Computational Science: I. Michael Navon
		Computer Science: David B. Whalley
		Risk Management and Insurance: James M. Carson

The following professionals advise the program and participate in our annual Financial Math Festivals.

Larry Abele (Auriel Capital), Greg Anderson (Merrill Lynch), David Barge (Florida Power and Light), Nolia Brandt (President, Brandt Information Services, Inc.), Jim Moran (Institute for Global Entrepreneurship, FSU), E. Robert Fernholz (Chief Investment Officer, INTECH), Raffael Clerici (H.B.Fuller), Lisa Goldberg (MSCI Barra), Wenbo Hu (Bell Trading), Benoit Montin (Barclays Capital), Steven Perfect (Florida Power and Light), Edward Qian (PanAgora Asset Management), Ray Song (Branch Banking and Trust), David Villa (CIO, State of Wisconsin Investment Board), Dan Waggoner (Federal Reserve Bank, Atlanta), Jay Webb (Centaurus Energy), and Anjun Zhou (State Street Global Advisors).