Past Students
Andrew Winters
Discontinuous Galerkin Spectral Element Approximations For The Reflection And Transmission Of Waves From Moving Material Interfaces
Postdoc, University of Cologne
Ahmed Derar Islim
High Resolution Methods for Exotic Options.
Associate, Quantitative Strategies Group, Bank of America
Jinhua Yan
Partial Differential Equation Methods to Price Options in the Energy Market
Citibank
Motoi Namihira
Probabilistic Uncertainty Analysis and its Applications in Option Models.
Senior Risk Analyst at Southern Company
Cesar Acosta Minoli
Universidad del Quindio,
Armenia, Colombia
Matthew Willard
Adaptive Spectral Element Methods To Price American Options
Penn State
Wuming Zhu
A Spectral Element Method to Price Single and Multi-Asset European Options.
Senior Analyst of Business Management at NextEra Energy Resources