Brief CV

University of Maryland, PhD in Applied Mathematics and Scientific Computation.
Thesis advisor: Dilip B. Madan.

University of Maryland, MA in Applied Mathematics.

Pacific Union College, BS in Mathematics.

Vanderbilt University, Department of Mathematics and Department of Economics, Assistant Professor, 2008--present.

City University of Hong Kong, Visiting Fellow, Fall 2009.

Academia Sinica, Taipei, Taiwan, Visiting Scholar, Summer 2008 & 2009.

Vanderbilt University, Department of Mathematics, Assistant Professor, 2006--2008.

New York University, Courant Institute of Mathematical Sciences, Visiting Academic, Summer 2007.

University of Maryland, Department of Mathematics, Norbert Wiener Center, Research Scholar, 2006.

University of Maryland, Department of Mathematics, Lecturer, Spring 2005--Spring 2006.

Federal Deposit Insurance Corporation (FDIC), Center for Financial Research, Fellow in Residence, Fall 2005--Spring 2006.

Stochastic resonance and the trade arrival rate of stocks, (joint with C. Silva), to appear in Quantitative Finance, available at http://arxiv.org/abs/0807.0925

Call option prices based on Bessel processes, (joint with M. Yor), to appear in Methodology and Computing in Applied Probability , available at http://arxiv.org/abs/0808.3402

Asset allocation for multivariate non-Gaussian returns, (joint with D. Madan), Handbooks in Operations Research and Management Science:  Financial Engineering 15, 2008.

Advances in Mathematical Finance (Festschrift for Dilip Madan's 60th Birthday), co-editor (with R. Elliott, M. Fu, R. Jarrow), July 2007, http://www.springer.com/birkhauser/mathematics/book/978-0-8176-4544-1

Measuring the "non-stopping timeness" of ends of previsible sets (joint with M. Yor), submitted, available at http://arxiv.org/abs/0810.1059.

Dependence non-Gaussian modeling in asset returns, (joint with D. Madan), working paper.

Asset Allocation with Multivariate Non-Gaussian Returns, National Center for Theoretical Sciences, Seminar on Stochastic and Finance, Taiwan, January 5, 2009.

Asset Allocation: with Non-Gaussian Factors and Exponential Utilities, University of Edinburgh, Scotland, November 28, 2008.

Dependence Non-Gaussian Modeling in Asset Returns, National Taiwan University, Workshop on Probability and Finance, July 10, 2008.

Multivariate Levy Processes in Financial Returns, National Chung Hsing University, Taiwan,  May 30, 2008.

Multivariate Levy Processes in Financial Returns, Providence University, Taiwan, May 29, 2008.

Asset Allocation with Non-Gaussian Factors, Tennessee State University, Math and Physics Research Seminar, April 19, 2007.

Multivariate Jump Processes in Financial Returns, Vanderbilt University, Computational Analysis Seminar, April 11, 2007.

Asset Allocation for CARA Utility with Multivariate Levy Returns, United States Naval Academy, Math Department Colloquium, February 2005.