Financial Students & Post Docs

Past Math Finance Post Docs:

  • Ronnie Sircar, 1997-2000. (Now Professor at Princeton University, Department of Operations Research and Financial Engineering).
  • Yevgeny Goncharov, 2003-2004. (Now Research Analyst at Quantitative Risk Management).
  • Masahiko Egami, 2005-2007. (Now Full Professor at Kyoto University, Graduate School of Economics, Japan).
  • Mike Ludkovski , 2005-2008. (Now Associate Professor at the University of California at Santa Barbara, Department of Applied Probability and Statistics).
  • Semih Sezer, 2006-2008. (Now Associate Professor at Sabanci University, Department of Industrial Engineering, Turkey).
  • Ahmet Duran, 2006-20010. (Now Associate Professor at Istanbul Technical University, Department of Mathematical Engineering, Turkey).
  • Song Yao, 2008-2011. (Now Assistant Professor at the University of Pittsburgh, Department of Mathematics).
  • Qingshuo Song, 2009. (Now Assistant Professor at the City University of Hong Kong, Department of Mathematics).
  • Tom Emmerling, 2009-2012. (Now a post-doc Assistant Professor at Syracuse University, Whitman School of Management).
  • Jose Alcala Burgos, 2010-2013. (Now CONACYT fellow at CIMAT, Facultad de Matematicas, Mexico).
  • Arash Fahim, 2011-2013. (Now Assistant Professor at Florida State University, Department of Mathematics).
  • Xiang Yu, 2012-2015. (Tenure track Assistant Professor, Hong Kong Polytechnic University, Department of Applied Mathematics)
  • Gu Wang, 2013-2015. (Tenure track Assistant Professor at WPI, Department of Mathematical Sciences).
  • Asaf Cohen, 2014-2017.
  • Bahman Angoshtari, 2014-2017.
  • Christian Keller, 2015-2018.
  • Jinniao Qiu, 2015-2018
  • Yavor Stoev, 2015-2018.

Erhan Bayraktar's Past and Current Ph.D. Students:

  • Bo Yang, Vice President, CVA (Counter party Valuation Adjustment) desk strategiest, Morgan Stanley. Defended on August 13, 2008.
  • Hao Xing, Associate Professor@ the Statistics Department of the London School of Economics. Defended on the 20th of April, 2009.
  • Xueying Hu, Vice President, Market risk modeling, Goldman Sachs. Defended on the 6th of January, 2012.
  • Ross Kravitz, Data Scientist at Pandora. Defended on the 10th of January 2013.
  • Yu-Jui Huang, Lecturer, Department of Mathematics, Dublin City University, starting September 2013. Defended on April 30th, 2013.
  • Zhou Zhou (Defended on April 1, 2015, IMA post-doc starting in September 2015.).
  • Yuchong Zhang (Defended on March 31, 2015, post-doc at Columbia starting in July 2015).
  • Jiaqi Li (Candidate, expected to graduate in April/May 2016).
  • Alex Munk (Candidate, candidate, expected to graduate in April/May 2017).

Erhan Bayraktar - past students are listed here.