Matthew Lorig

Professor
Matthew Lorig

Contact Information

LEW 307

Biography

Ph.D., Physics, University of California at Santa Barbara, 2011
B.S. Physics, University of Minnesota, 2004

Professor Lorig obtained a PhD in physics from the University of California at Santa Barbara in 2011. From 2011 to 2014 he worked as a postdoctoral researcher in the Department of Operations Research and Financial Engineering at Princeton University.  In 2014, he joined the Department of Applied Mathematics at the University of Washington.

Professor Lorig's research focuses on solving problems that arise in the financial industry. He has written on various topics including derivative pricing, hedging, implied volatility and portfolio management. His research combines tools from stochastic analysis, spectral theory and perturbation methods for PDEs. Of late, Professor Lorig has been particularly interested in model-free approaches to pricing and hedging path-dependent derivative assets.

Courses Taught

Autumn 2024

Winter 2024

Autumn 2023

Spring 2023

Winter 2023

Autumn 2022

Autumn 2021

Winter 2021

Related News

Share