Professor Roy Nicolaides (Ph. D. University of London 1972): I am a specialist in computational mathematics. My major interest is in computational techniques for partial differential equations. Prior 1995 I worked mainly on computational and numerical methods in fluid dynamics, electrodynamics and other fields. In 1995 Professor Shreve invited me to teach a course on numerical methods for finance problems in our MSCF program. Teaching this course was an eye opening experience and I learned that computational finance is a field with many novel and challenging computational difficulties. I have taught this course every year since 1995 and its content continues to evolve. During this time period I have had one doctoral student whose thesis was on computational finance problems and I am coadvising another. I am also currently at work on a book on numerical methods in mathematical finance. My current research centers around a spectral method for CIR models. This approach does not require the domain to be truncated and produces a smooth function rather than a table of numbers as its output.