Office: 2859 East Hall
Phone: (734) 763-3283
Email: the at umich dot edu

Office Hours (Spring 2012): Tuesday 3:30pm-5:30pm.

• Ph.D., Boston University 2009.
• M.A., Boston University 2004.
• A.B., Summa Cum Laude, College of the Holy Cross, 2002.

• Mathematical finance, stochastic analysis, stochastic control, optimal stopping problems, partial differential equations (PDE), partial integro-differential equations (PIDE), insurance economics.

• On the Impulse Control of Jump Diffusions (with Jose-Luis Menaldi and Erhan Bayraktar ), submitted [arXiv]
• Perpetual Cancellable American Call Option, to appear in Mathematical Finance, Wiley-Blackwell.[arXiv]
• American Chooser Options (with Jerome Detemple ), Journal of Economic Dynamics and Control, 33, pgs. 128-153, 2009.[pdf]

• Department of Mathematical Sciences, Carnegie Mellon University, February 20, 2012, Probability and Computational Finance Seminar Speaker.
• Department of Mathematics, Rutgers University, April 5, 2011, Mathematical Finance and Probability Seminar Speaker.
• SIAM Conference on Financial Mathematics and Engineering, San Francisco, November 19, 2010, Optimal Stopping Mini-Symposia Speaker (organized by Erhan Bayraktar).
• Bachelier Finance Society World Congress, Fields Institute, Toronto, June 22-26, 2010, Options and Futures Session Speaker.
• Department of Mathematics, University of Michigan, October 1, 2009, Financial/Actuarial Seminar Speaker.
• Operations Research and Financial Engineering (ORFE) , Princeton University, February 17, 2009, Stochastic Analysis Seminar Speaker.

• Phi Beta Kappa Society
• American Mathematical Society

• Spring 2012: MATH 423--Mathematics of Finance.
  
  Section 102-- Tuesday, Thursday 12:10pm-3:00pm. 245 Dennison.
  
  
• Winter 2012: MATH 423--Mathematics of Finance.
  
  Section 001-- Tuesday, Thursday 8:40am-10:00am. 430 Dennison.
  
  
• Fall 2011: MATH 472--Numerical Methods with Financial Applications
  
  Section 001-- Tuesday, Thursday 1:10pm-2:30pm. 3088 EH.
  Section 002-- Tuesday, Thursday 11:40am-1:00pm. 237 Dennison.
  
  
  
• Winter 2011: MATH 423--Mathematics of Finance.
  
  Section 003-- Tuesday, Thursday 11:40am-1:00pm. 213 Dennison.
  
  
• Fall 2010:
  • MATH 423--Mathematics of Finance.
  • MATH 472--Numerical Methods with Financial Applications
  
  
• Winter 2010: MATH 423--Mathematics of Finance.
  
  Section 002-- Tuesday, Thursday 10:00am-11:30am. 3088 EH.
  
  
• Fall 2009: MATH/IOE 623--Computational Finance.
  
  Section 001--Tuesday, Thursday 10:00am-11:30am.
  Section 002--Tuesday, Thursday 1:00pm-2:30pm.