Professor Nadtochiy obtained his PhD in Operations Research and Financial Engineering from Princeton University in 2009. After that he worked at Oxford-Man Institute for Quantitative Finance, at University of Michigan, and at Illinois Institute of Technology, before joining Carnegie Mellon University in 2025. Professor Nadtochiy's research includes modeling and calibration of option prices, studying market microstructure and optimal investment strategies, as well as expanding mathematical foundation of statistical inference.
