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Center for                           Computational Finance
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People

Faculty

Dmitry Kramkov, Professor of Mathematics and Director of the Center for Computational Finance

Antje Berndt, Assistant Professor of Finance
Rick Green, Richard M. and Margaret S. Cyert Chair; Professor of Financial Economics
Burton Hollifield, Professor of Financial Economics
William J. Hrusa, Professor of Mathematics
Dmitry Kramkov, Professor of Mathematics
Lars-Alexander Kuehn, Assistant Professor of Finance
Kasper Larsen, Assistant Professor of Mathematics
John P. Lehoczky, Thomas Lord Professor Of Statistics
Roy Nicolaides, Professor of Mathematics
Emilio Osambela, Assistant Professor of Finance
Javier Pena, Associate Professor of Operations Research
Scott Robertson, Assistant Professor
Bryan Routledge, Associate Professor of Finance
Stefano Sacchetto, Assistant Professor Finance
Duane Seppi, BNY Mellon Professor of Finance
Mark Schervish, Professor of Statistics
Steven E. Shreve, Orion Hoch Professor of Mathematics
Chester Spatt, Pamela R. and Kenneth B. Dunn Professor of Finance

Adjunct Faculty

David Korpi, Director Deutsche Bank, 60 Wall Street, New York, NY, 10005


Post-Doctoral Associates

Jin Hyuk Choi
Postdoctoral Associate 
Office: Wean Hall 7115 
Phone: 412-268-5608

Sergio Pulido
Office: Wean Hall 7109
Phone : 412-268-3781

Daniel Schwarz, ICTI Postdoctoral Associate
Office: Wean Hall 7115 
Phone: 412-268-5608

Past CCF Post-Doctoral Associates


Visitors

Michael Monoyios, University of Oxford
Time Period: Mar 16 - 26, 2009
Web Page: http://people.maths.ox.ac.uk/~monoyios/

Simon Lysbjerg Hansen, University of Southern Denmark
Time Period: Jan 15 - June 1, 2009
Web Page: http://www.sam.sdu.dk/~slh/

Fred Espen Benth, University of Oslo
Time Period: Feb 17-Mar 6, 2009
Web Page: http://www.math.uio.no/~fredb/

Past CCF Visitors