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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

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  • 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

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