Brian D. Ewald
Coordinator, Professional Science Masters Program
Financial Mathematics

Email: ewald@math.fsu.edu
Phone: (850)644-5805
Office: LOV 205-C

Our masters program in financial mathematics here at Florida State University is a Professional Science Masters. We give our students advanced training in financial mathematics, and at the same time include a professional component to cross-train our students in workplace skills that companies on Wall Street and in the financial industry look for. Our alumni have an excellent record of getting very good jobs in the financial industry, insurance industry, energy industry, and academia. If you have any questions about our masters or Ph.D. program, please contact me.

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I have had two doctoral students graduate:

Ibukun Amusan, who is now at Kentucky State University.

Wanwan Huang, who is now at Roosevelt University in Chicago.

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• Here are some of my publications:
• 1. Approximation of the Long-Term Dynamics of the Dynamical System Generated by the Two-Dimensional Thermohydraulics Equations with Florentina Tone of the University of West Florida
• 2. Discretization of Space-Time White Noise in the Heat Equation (working paper)
• 3. A Martingale Control Variate Method for Option Pricing with CAM Model with Wanwan Huang, now of Roosevelt University
• 4. Parameter Estimation for a Stochastic Volatility Model with Additive and Multiplicative Noise with Ibukun Amusan, now of Kentucky State University
• 5. On the Uniqueness of Invariant Measures for the Stochastic Infinite Darcy-Prandtl Number Model with Rana D. Parshad of Clarkson University
• 6. Weak Versions of Stochastic Adams-Bashforth and Semi-Implicit Leapfrog Schemes for SDEs
• 7. Computing Expected Transition Events in Reducible Markov Chains with Jeffrey Humpherys and Jeremy M. West of Brigham Young University
• 8. Some Remarks on the Numerical Approximation of Stochastic Differential Equations with Roger Temam of Indiana University
• 9. On Modelling Physical Systems with Stochastic Models: Diffusion versus Levy Processes with Cecile Penland of the National Oceanographic and Atmospheric Administration
• 10. Stochastic Solutions of the Two-Dimensional Primitive Equations of the Ocean and Atmosphere with an Additive Noise with Roger Temam of Indiana University and Madalina Petcu, now of the University of Poitiers
• 11. Error and Convergence of Two Numerical Schemes for Stochastic Differential Equations
• 12. Numerical Analysis of Stochastic Schemes in Geophysics with Roger Temam of Indiana University
• 13. Accurate Integration of Stochastic Climate Models with Application to El Nino with Cecile Penland of the National Oceanographic and Atmospheric Administration and Roger Temam of Indiana University
• 14. Analysis of Stochastic Numerical Schemes for the Evolution Equations of Geophysics with Roger Temam of Indiana University
• 15. Maximum Principles for the Primitive Equations of the Atmosphere with Roger Temam of Indiana University
• 16. Numerical Generation of Stochastic Differential Equations in Climate Models with Cecile Penland of the National Oceanographic and Atmospheric Administration