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, 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.
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.
Multivariate non-Gaussian factors in asset returns, (joint with D. Madan), in preparation.
Non-dynamical stochastic resonance in economics, (joint with C. Silva), preprint.
Asset Allocation for CARA Utility with Multivariate Levy Returns, United States Naval Academy, Math Department Colloquium, February 2005.
Multivariate Jump Processes in Financial Returns, Vanderbilt University, Computational Analysis Seminar, April 11, 2007.
Asset Allocation with Non-Gaussian Factors, Tennessee State University, Math and Physics Research Seminar, April 19, 2007.
