Alec Kercheval

Alec Kercheval

I am a professor in the Department of Mathematics at the Florida State University, and Director of the Financial Mathematics MS and PhD programs. I'm also an Affiliated Researcher with the Consortium for Data Analytics in Risk at UC Berkeley.

My research interests include financial mathematics, mathematical economics, dynamical systems, and geometric analysis.

Research and Students

Research Areas

My research at FSU has focused on financial mathematics and mathematical economics, including portfolio and credit risk modeling, high frequency analysis of the limit order book, and agent-based modeling of endogenous asset pricing dynamics. Current projects include:

Current and Former PhD Students

Selected Publications

Books

Selected Articles

Invited Articles

Seminars and Conferences

We have a weekly Financial Mathematics Seminar.

There is also an annual Mathematics in Industry Symposium.

Teaching

Contact