People @ CCF
Below is a list of the people involved with the Center for Computational Finance.
CCF Steering Committee
Chad Schafer
Associate Professor
Research Interests: Statistical methods for addressing important questions in the sciences, primarily astronomy.
Duane J. Seppi
BNY Mellon Professor of Finance Head, M.S. in Computational Finance Program
Research Interests:
Steven Shreve
Orion Hoch University Professor
Research Interests: Stochastic calculus in finance, diffusion models of limit-order books.
Members of CCF
Matthew Denes
Assistant Professor of Finance
Research Interests: Empirical corporate finance, political economy, and venture capital.
Max G'Sell
Assistant Professor
Research Interests: Development of statistical methodology, as well as applications of statistics to the sciences.
Yu Gu
Assistant Professor, Department of Mathematical Sciences
Research Interests: PDE with random coefficients, stochastic homogenization, waves in random media, SPDE, applied probability.
Gautam Iyer
Associate Professor
Research Interests: Mixing, fluid dynamics, stochastic processes, homogenization.
Jiashun Jin
Professor
Research Interests: Statistical machine learning, social networks, genomics and genetics, and neuroscience.
Dmitry Kramkov
Professor
Research Interests: Optimal investment, equilibrium, price impact, arbitrage-free pricing, BSDE, stochastic control.
Lars-Alexander Kuehn
Associate Professor of Finance
Research Interests: Credit risk, asset allocation & macro-finance.
