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University of Washington
College of Arts & Sciences
Department of Applied Mathematics
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Programs & Courses
Applied & Computational Mathematics
Applied & Computational Mathematics (Online)
Computational Finance (Online)
Frequently Asked Questions
B.S. in Applied Mathematics
B.S. in Computational Finance & Risk Management
Minor in Applied Mathematics
Minor in Computational Finance
Applied & Computational Math Sciences (ACMS)
Policies & Resources
Scientific Computing (SCICOMP)
Quantitative Fundamentals of Computational Finance
Current & Upcoming Courses
AMATH Course Catalog
CFRM Course Catalog
Research Groups & Labs
Centers & Institutes
News & Events
Boeing Distinguished Colloquia
Funding & Financial Support
Women in Applied Math Mentorship
Applied Math Tutors
The department's services have been moved online. Please
who are available to assist you online. For students needing advising, please visit the
to see your options.
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Boeing Endowed Professor, Director of Computational Finance and Risk Management Program
Associate Professor, Graduate Program Coordinator
Yang, Y.-J & Qian, H. (2020) Unified formalism for entropy production and fluctuation relations. Phys. Rev. E 101 , 022129.
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
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