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University of Washington
College of Arts & Sciences
Department of Applied Mathematics
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Graduate Student Guide
B.S. in Applied Mathematics
B.S. in Applied Mathematics: Data Science Option
B.S. in Computational Finance & Risk Management
B.S. in Computational Finance & Risk Management: Data Science Option
Minor in Applied Mathematics
Minor in Computational Finance
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Boeing Endowed Professor
Director of Computational Finance and Risk Management Program
Professor of Statistics
Adjunct Professor of Finance
Former Chair of the Department of Statistics
CFRM Featured in the UW Daily
(July 26, 2017)
Tim Leung. (2021)
Employee Stock Options, Exercise Timing, Hedging, and Valuation.
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.
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