Financial Mathematics

Related Faculty

Tim S.T. Leung
Boeing Endowed Professor
Director of Computational Finance and Risk Management Program
Matthew Lorig
Professor
Doug Martin
Professor Emeritus
Professor Emeritus of Statistics
Adjunct Professor of Finance

Latest News

CFRM Featured in the UW Daily (July 26, 2017)

Related Research

Tim Leung (2025). Stochastic Control Approach to Futures Trading, World Scientific
Tim Leung. (2021) Employee Stock Options, Exercise Timing, Hedging, and Valuation. World Scientific
Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York.
Tim Leung and Xin Li. (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company.
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
John B. Guerard, Jr., Introduction to financial forecasting in investment analysis, Springer, 2013.