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Martin Larsson

Martin Larsson

Professor

Bio

Martin Larsson is a professor in the Department of Mathematical Sciences at Carnegie Mellon University working in mathematical finance, probability theory, stochastic analysis, and statistics. His research has applications to term structure modeling, stochastic portfolio theory, equilibrium analysis, and the statistical analysis of sequentially observed financial data. Before joining CMU in 2019, he was an Assistant Professor of Mathematical Finance at the Department of Mathematics at ETH Zurich. He holds a PhD in Operations Research and Information Engineering from Cornell University, and was a postdoctoral fellow at the Swiss Finance Institute at EPFL in Lausanne. He represents the Department of Mathematical Sciences on the Steering Committee of the Master of Science in Computational Finance (MSCF) program at CMU.

MSCF Courses

  • Fixed Income
  • Risk Management
  • Financial Products and Markets