Information about Recent Financial Mathematics alumni

Select interviews
To see a selection of short interviews with some recent alumni, go to our Interviews Page.
Select recent publications of research with graduate students Details
(For more complete listing, see the Affiliated Faculty web pages and the Department's e-print archive.)
Authors Title Journal Year
Shreya Bose and Ibrahim Ekren Kyle-Back models with risk aversion and non-Gaussian beliefs To appear in Annals of Applied Probability 2023
Shreya Bose and Ibrahim Ekren Multidimensional Kyle-Back model with a risk averse informed trader arXiv:2008.06377 2023
Ibrahim Ekren, Brad Mostowskin and Gordan Zitkovic Kyle's Model with Stochastic Liquidity arXiv:2204.11069 2023
Yiran Chen and G. Okten A goodness-of-fit test for copulas based on the collision test Statistical Papers 2022
Nima Salehy and G. Okten Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination International Journal of Approximate Reasoning 145, 163-186 2022
Navid Salehy, Nima Salehy and A. Kercheval Pricing and hedging options conditional on market activity Journal of Mathematical Finance 12:1, 1-19 2022
Hubeyb Gurdogan and A. Kercheval Multiple anchor point shrinkage for the sample covariance matrix SIAM Journal on Financial Mathematics 13:3, 1112-1143 2022
Haixu Wang Limit theorems for a discrete-time marked Hawkes process Statistics & Probability Letters 184:109368 2022
Haixu Wang Large and moderate deviations for a discrete-time marked Hawkes process Communications in Statistics-Theory and Methods 2022
Jamie Fox and G. Okten Brownian path generation and polynomial chaos SIAM Journal on Financial Mathematics 12:2, 724-743 2021
Jamie Fox and G. Okten Polynomial chaos as a control variate method SIAM Journal on Scientific Computing 43:3, A2268-A2294 2021
A. Camuto, Xiaoyu Wang , L. Zhu, C. Holmes, M. Gurbuzbalaban and U. Simsekli Asymmetric heavy tails and implicit bias in Gaussian noise injections International Conference on Machine Learning 2021
Zailei Cheng and Y. Seol Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims Methodology and Computing in Applied Probability 22:2, 555-571 2020
Arun Kumar Polala and G. Okten Implementing de-biased estimators using mixed sequences Monte Carlo Methods and Applications 26:4, 293-301 2020
Zailei Cheng and Y. Seol Precise deviations for Cox processes with a shot noise intensity Communications in Statistics-Theory and Methods 48:23, 5850-5861 2019
C.-Y. Chiu and A. Kercheval Modeling credit risk in the jump threshold framework Applied Mathematical Finance, DOI: 10.1080/1350486X.2018.1465349 2018
Wan-Yu Tsai and A. Fahim A numerical scheme for a singular control problem: Investment-consumption under proportional transaction costs Journal of Computational and Applied Mathematics, 333, 170-184 2018
Yu-Ying Tzeng, P. Beaumont, G. Okten Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall Computational Economics 52:1, 55-77 2018
David Mandel, G. Okten Randomized Sobol' Sensitivity Indices Monte Carlo and Quasi-Monte Carlo Methods, Springer Proceedings in Mathematics & Statistics, vol 241, pp. 395-408. Springer International Publishing. 2018
Hua-Yi Lin and A. Fahim Optimal portfolio execution under time-varying liquidity constraints Applied Mathematical Finance 24:5, 387-416 2017
Zailei Cheng Optimal Dividends in the Dual Risk Model under a Stochastic Interest Rate International Journal of Financial Engineering 4:1, 1750010 2017
A. Kercheval and P. Garreau A structural jump threshold framework for credit risk SIAM Journal on Financial Mathematics, 7:1, 642-673 2016
Nguyet Nguyen and G. Okten The acceptance-rejection algorithm for low-discrepancy sequences Monte Carlo Methods and Applications, 22:2, 133-148 2016
Wanwan Huang, B. Ewald, G. Okten CAM Stochastic Volatility Model for Option Pricing Mathematical Problems in Engineering, Vol 2016, 2016
A. Kercheval and Y. Zhang Modeling high-frequency limit order book dynamics with support vector machines Quantitative Analystitative Finance 2015
Linlin Xu and G. Okten High Performance Financial Simulation Using Randomized Quasi-Monte Carlo Methods Quantitative Analystitative Finance 2015
Wei Yuan, Ahmet Goncu, and G. Okten Estimating Sensitivities of Temperature Based Weather Derivatives Applied Economics, 47:19, 1942-1955. 2015
Ahmet Goncu and G. Okten Uniform point sets and the collision test Journal of Computational and Applied Mathematics, 259, 798-804. 2014
Ahmet Goncu and G. Okten Efficient Simulation of a Multi-factor Stochastic Volatility Model Journal of Computational and Applied Mathematics, 259, 329-335. 2014
P. Beaumont, Y. Guan, A. Kercheval Complex Dynamics in Equilibrium Asset Pricing Models with Boundedly Rational, Heterogeneous Agents Complexity, 19:3, 38-55 2014
P. Garreau and D. Kopriva A spectral element framework for option pricing under general exponential Levy processes J. of Scientific Computing, 57:2, 390-413 2013
D. Bayazit, C. A. Nolder Sensitivities of Options via Malliavin Calculus: Applications to Markets of exponential Variance Gamma and Normal Inverse Gaussian processes Quantitative Analystitative Finance, 13:8, 1257-1287 2013
P. Beaumont, A.J. Culham, A. Kercheval Asset Market Dynamics in Equilibrium Models with Heterogeneous Agents: Analytical Results Advances in Economics and Business, 1:2, 49-56 2013
H. Huang, A. Kercheval A generalized birth-death stochastic model for high-frequency order book dynamics Quantitative Analystitative Finance, 12:4, 547-557 2012
G. Okten, Manan Shah, Y. Goncharov Random and Deterministic Digit Permutations of the Halton Sequence Monte Carlo and Quasi-Monte Carlo Methods 2010, 609-622. Springer, Berlin, Heidelberg 2012
A. Kercheval, Y. Liu Risk forecasting with GARCH, skewed t distributions, and multiple timescales Handbook of Modeling High-Frequency Data in Finance, Wiley, ch 7, 163-218 2012
Placement of recent graduates in Financial Mathematics Details
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Name Graduation date Title Location
Shreya Bose PhD, 2023 Quant Analyst Wells Fargo
Zishi Feng PhD, 2022 Risk Analyst Citibank, Tampa
Hubeyb Gurdogan PhD, 2021 CDAR Postdoc UC Berkeley
Xiaoyu Wang PhD, 2021 Postdoc Washington University in St. Louis
Heting Yan PhD, 2020 Data Scientist Microsoft
Arun Polala PhD, 2020 Quantitative Analyst Wells Fargo, NYC
Jamie Fox PhD, 2020 Quantitative Analyst Wells Fargo, Charlotte
Nicholas Dunn MS, 2020 Model Validation Analyst BBVA Compass
Nicholas Di Egidio MS, 2020 Financial Solutions Senior Analyst Citibank, Tampa
Alex Claffey MS, 2020 Business Intelligence & Analytics Senior Analyst Raymond James, St Pete, FL
Navid Salehy PhD, 2019 Assistant Professor University of New Orleans
Nima Salehy PhD, 2019 Adjunct Faculty Louisiana Tech University
Andrey Manakov PhD, 2019 Group Lead Citibank, Tampa
Calen Jackman MS, 2019 Financial Systems Analyst L3Harris, Palm Bay, FL
Connor Bush MS, 2019 Actuary Ernst & Young, Dallas
Chase Heafner MS, 2019 Pricing Analyst Transportation Insight
Daniel Gonzalez MS, 2019 PhD Student Computer Science, University of Notre Dame
William Cullen MS, 2019 Financial Specialist Flowers Foods & Subsidiaries
Hua-Yi Lin PhD, 2018 Quantitative Associate Wells Fargo, Charlotte
Debanjana Dey MS, 2018 PhD Student Finance Department, University of Central Florida
Tyler Allee MS, 2018 PhD Student Department of Economics, Florida State University
Othniel Ashidam MS, 2018 Jr. Business Intelligence Analyst SharpSpring Inc., Gainesville
Tian Chen MS, 2018 Business Analyst Sinocontech, Cambridge MA
Chelsea Humphreys MS, 2018 Actuarial Assistant Mutual of Omaha, Omaha, Nebraska
Jae Hyun Jo MS, 2018 Senior Manager Financial Supervisory Service, Seoul, Korea
Patrick Mangan MS, 2018 Quantitative Financial Analyst Southern Company, Atlanta
Zailei Cheng PhD, 2018 Quantitative Risk Analyst Citibank, Tampa
Neda Moinian MS, 2018 Instructor University of New Orleans
Benjamin Weber MS, 2018 PhD Student Department of Mathematical Sciences, Carnegie Mellon University
Jiawei Yu MS, 2018 Ops Specialist - trade settlement Brown Brothers Harriman, Jersey City
Tushar Makhija MS, 2017 Actuarial Analyst Milliman, Atlanta
Margarita Mangones MS, 2017 Actuary BBVA Seguros Vida, Colombia
Samuel Miller MS, 2017 Actuarial Analyst Capital Health Plan, Tallahassee
Suyog Shelar MS, 2017 Senior Consultant Key Bank, Cleveland
Emma Svensson MS, 2017 Assistant Swim Coach FSU Athletics
Jiani Wang MS, 2017 Data Scientist Ford Motor Company, Dearborn
Xuchang Zhang MS, 2017 Intern Guosen Securities, Shenzhen, China
Yuanda Chen PhD, 2017 Associate Goldman Sachs, NYC
David Mandel PhD, 2017 Associate JP Morgan, NYC
Yu-Ying Tzeng PhD, 2017 Assistant Professor Department of Risk Management and Insurance, National Cheng-Chi University, Taiwan
Jian Wang PhD, 2017 Senior AI Research Scientist Byton, Santa Clara
ChenChen Zhou PhD, 2017 Quantitative Analyst Wells Fargo, Charlotte
Wan-Yu Tsai PhD, 2017 Quantitative Finance Analyst Bank of America, Charlotte
Morgan Weiss MS, 2017 Quantitative Analyst Aspen Capital, Portland
David Kirby MS, 2016 Adjunct Professor Santa Fe College, Gainseville
Yu-Cheng Lin MS, 2016 Consultant KPMG Taiwan
Jeremiah Pack MS, 2016 Health Actuarial Analyst Milliman, Atlanta
Noah Schmidt MS, 2016 Math Specialist, TCC Learning Commons Tallahassee Community College, Tallahassee
Chun-Yuan Chiu PhD, 2016 Quantitative Analyst Bank of America - Merrill Lynch, NYC
Fangxi Gu PhD, 2016 Quantitative Analyst High-Flyer Quant, Hangzhou, China
Koudiao Yao PhD, 2016 Modeling Analyst The Cincinnati Insurance Companies
Calandra Brazile MS, 2015 MBA student University of Texas Dallas
Anthony Wills PhD, 2015 Quantitative Analyst Southern Company, Atlanta
Dawna Jones PhD, 2015 Quantitative Analyst Wells Fargo, Charlotte
Wei Yuang PhD, 2015 Quantitative Analyst Wells Fargo, Charlotte
Linlin Xu PhD, 2015 Quantitative Analyst Barclays, NYC
Erika Fedorko MS, 2015 Actuarial Analyst Aon, Los Angeles
Danielle Ireton MS, 2015 Actuarial Analyst RSUI Group, Atlanta
Yi Ji MS, 2015 Business Intelligence Manager Vibrant America Clinical Lab, San Carlos
Oktay Akpolat MS, 2015 Ph.D. Student Department of Statistics, Florida State University
Mingfei Qiu MS, 2015 Ph.D. Student Department of Statistics, Florida State University
Nguyet Nguyen PhD, 2014 Assistant Professor Youngstown State University
Ahmed Derar Islim PhD, 2014 Credit Quantitative Analyst Bank of America - Merrill Lynch, NYC
Ming Zhu PhD, 2014 Quantitative Analyst Bank of America - Merrill Lynch, NYC
Johnny Petit MS, 2014 Instructor Florida A&M University, Tallahassee
Chih-Han Hsu MS, 2014 Money Market Trader Cathay United Bank, Taiwan
Pierre Garreau PhD, 2013 Associate Quantitative Finance Analyst Deutsche Bank, Jacksonville
Yuan Zhang PhD, 2013 Tech Software Developer Yahoo!
Motoi Namihira PhD, 2013 Quantitative Analyst Southern Company, Atlanta
Ibukun Amusan PhD, 2013 Assistant Professor Kentucky State University, Frankfort
Jian Geng PhD, 2013 Quantitative Associate Wells Fargo, Charlotte
Wanwan Huang PhD, 2013 Assistant Professor Roosevelt University, Chicago
Tan Deng MS, 2013 Proprietary Equities Trader Wall Street Trading, LLC
Haomiao (Andrew) Fan MS, 2013 Quantitative Risk Analyst Citibank, Tampa
Thomas Grivakis MS, 2013 Actuarial Analyst Wakely Consulting Group
Ruite Guo MS, 2013 PhD Student Department of Statistics, FSU
Yaoliang He MS, 2013 Quantitative Equities Research Associate Principal Financial Group
Naman Jani MS, 2013 Analyst, EFT Trader Deutsche Bank, Jacksonville
Haoyue Jin MS, 2013 Modeling Analyst Citibank, Tampa
Namsuk Lee MS, 2013 Research Assistant KTB Investment & Securities Co., Ltd., Seol, Korea
Xin Liu MS, 2013 Software Designer Southeastern Data Cooperative, Atlanta
Jun Meng MS, 2013 Pricing Science Intern Prorize LLC
Gene Paul San Valentin MS, 2013 Assistant Actuary AIG
Li Zhang MS, 2013 Market Reserch Analyst Amica Mutual Insurance Co. Westborough
Sen Zhang MS, 2013 Statistical Quant Analyst SunTrust, Atlanta
Sheng Zheng MS, 2013 Equity Research Associate Deutsche Bank, Shanghai, China
Joseph Boor PhD, 2012 Actuary Florida Office of Insurance Regulation, Tallahassee
He Huang PhD, 2012 Quantitative Analyst Alliance Bernstein, NYC
Yang Liu PhD, 2012 Portfolio Manager Florida State Board of Administration, Tallahassee
Jinhua Yan PhD, 2012 Asistant Vice President Citibank, Tampa
Yi Dai MS, 2012 Managing Director BOMINWELL Systems Engineering Co. Ltd, Shenzhen, China
Fan Fei MS, 2012 Data Scientist Comrise, NJ
Wei Li MS, 2012 PhD Student Department of Mathematics, Washington State University
Kaizhe Liu MS, 2012 Analyst Pengyuan Credit Rating Co Ltd, China
Chen Luo MS, 2012 Trader New Technology Solutions, Jersey City
Bei Wang MS, 2012 Data Scientist Liberty Mutual Insurance, Seattle
Jie (Amy) Zhao MS, 2012 Actuarial Associate ING, Philadelphia
Jimmy Doyle MS, 2012 Actuarial Analyst Aetna, Tampa
Tim Lewkow MS, 2012 Integration Engineering Manager Ripple, San Francisco
Yu Tian MS, 2011 P&C Solutions Manager Swiss Re, Beijing, China
Stephen Brouillette MS, 2011 Actuarial Analyst G.S. Curran & Co., Baton Rouge
Abdullah Makki MS, 2011 PhD Student Hospitality Management, University of Central Florida
Jonathan Yeatman MS, 2011 Portfolio Manager State Board of Administration, Tallahassee
Joel Douglas MS, 2011 Associate - Pension Actuary Fidelity Investments, Dallas
Saleem Hameer MS, 2011 Acquisitions Offerpad, Charlotte
Jingyi Xiao MS, 2011 PhD Student Department of Statistics, FSU
Haseeb Khawaja MS, 2011 Senior Consultant Deloitte, Houston
Yuanying Guan PhD, 2011 Assistant Professor Department of Mathematics and Actuarial Science, Indiana University Northwest
Matthew Willyard PhD, 2011 Associate Teaching Professor Department of Mathematics, The Pennsylvania State University