Graduate Students

Past Students

Andrew Winters

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Discontinuous Galerkin Spectral Element Approximations For The Reflection And Transmission Of Waves From Moving Material Interfaces

Postdoc, University of Cologne

Ahmed Derar Islim

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High Resolution Methods for Exotic Options.

Associate, Quantitative Strategies Group, Bank of America

Jinhua Yan

Partial Differential Equation Methods to Price Options in the Energy Market


Motoi Namihira

Probabilistic Uncertainty Analysis and its Applications in Option Models.

Senior Risk Analyst at Southern Company

Cesar Acosta Minoli

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Discontinuous Galerkin spectral element approximations on moving meshes for wave scattering from reflective moving boundaries

Universidad del Quindio,
Armenia, Colombia

Matthew Willard

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Adaptive Spectral Element Methods To Price American Options
Penn State

Wuming Zhu

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A Spectral Element Method to Price Single and Multi-Asset European Options.

Senior Analyst of Business Management at NextEra Energy Resources

© David Kopriva 2013-2015