Financial Mathematics

Related Faculty

Tim Leung

Boeing Endowed Professor, Director of Computational Finance and Risk Management Program
Matthew Lorig

Associate Professor, Graduate Program Coordinator
Douglas Martin

Professor Emeritus, Professor of Statistics, Adjunct Professor of Finance, Former Chair of the Department of Statistics

Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York. Learn more
Tim Leung and Xin Li. (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company. Learn more
Tim Leung and Xin Li (2015). Optimal mean reversion trading with transaction costs and stop-loss exit, International Journal of Theoretical and Applied Finance 18 (03), 1550020 Learn more
John B. Guerard, Jr., Introduction to financial forecasting in investment analysis, Springer, 2013. Learn more