Carnegie Mellon University
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Mykhaylo Shkolnikov

Mykhaylo Shkolnikov

Professor

Bio

Professor of Mathematical Sciences, Professor Shkolnikov earned his PhD in Mathematics from Stanford University in 2012. Before joining Carnegie Mellon University, he was a tenured Associate Professor of Operations Research and Financial Engineering at Princeton University. Professor Shkolnikov is the recipient of the 2018 Erlang Prize by the INFORMS Applied Probability Society and of the 2019 Early Career Prize by the SIAM Activity Group on Financial Mathematics & Engineering. He serves as an Associate Editor for Annals of Applied Probability, Applied Mathematical Finance, and Mathematical Finance. His research interests include stochastic portfolio theory, stochastic calculus, interacting particle systems, models of random growth, (stochastic) partial differential equations, and random matrices. 

MSCF Courses

  • Stochastic Calculus I
  • Stochastic Calculus II