Core Faculty

The following core faculty members have active research interests in financial mathematics and teach most program courses.

Prof. P. Beaumont

Professor Beaumont has research interests in Financial Economics, Time Series Econometrics, and Computational Economics, including asset price dynamics for agent-based models.

Paul Beaumont
Dr. B. Ewald

Dr. Ewald is interested in just about any aspect of stochastic processes, especially stochastic ordinary and partial differential equations, their numerical approximation, and their application to physical and financial models, including the fluid dynamics of the atmosphere and ocean, stochastic volatility models, and partial differential equations driven by space-time white noises.

Brian Ewald
Prof. A. Fahim

Professor Fahim works in financial mathematics and PDEs, especially probabilistic numerical methods for solving nonlinear partial differential equations arising in financial applications.

Arash Fahim
Prof. A. Kercheval

Professor 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.

Alec Kercheval
Prof. G. Ökten

Professor 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 the context of low-discrepancy sequences.

Giray Okten
Prof. L. Zhu

Professor Zhu works in applied probability and financial math, including: credit risk,limit order books, option pricing, point processes, large deviations, random graphs and social networks.

Lingjiong Zhu
Additional Faculty

The following additional faculty members teach and/or advise financial math students, or have research interests in related areas.

Advisory Board

The following are members of our Advisory Board and have participated in our annual Financial Math Quant Symposia.

Greg Anderson (Bank of America Merrill Lynch), Bettye Anne Case (FSU Professor Emerita), E. Robert Fernholz (Chairman of the Investment Committee, INTECH), Lisa Goldberg (UC Berkeley), Wenbo Hu (Bell Trading), Benoit Montin (Barclays Capital), Vassilios Papathanakos (Deputy CIO, INTECH), Steven Perfect (FSU College of Business), Edward Qian (PanAgora Asset Management), Dan Waggoner (Federal Reserve Bank, Atlanta), Jay Webb (Copperwood Energy Partners).