Mark T. from Alexandria, VA
$60.00
Shop on Wyzant
Add to price tracker
Description
I developed innovative solutions to partial differential equations that are widely used in mathematical finance. My research is cited on the webpage of the Federal Reserve, Stanford University, insurance regulators and many more. This includes Quadratic Term Structure Models, the Green's function or Arrow Debreu state price for the Cox, Ingersoll, and Ross model, and the first multifactor option pricing models for the Cox, Ingersoll and Ross model. I have passed Ph.D. exams in physics, f
