Financial Mathematics and Statistics - University of Houston
Skip to main content

Financial Mathematics and Statistics

Members of Financial Mathematics and Statistics Group


AUCHMUTY, GILES  -  Ph.D., Chicago, 1970

Research Interests: Optimization, duality theory, algorithms and game theory.


AZENCOTT, ROBERT  -  Ph.D., University Paris 1, 1970

Research Interests: Stochastic volatilities, Heston SDE modeling, option pricing errors, trading performance monitoring.


FU, WENJIANG  -  Ph.D., University of Toronto, 1998

Research Interests: Biostatistics, statistical models of economic, finance and marketing data, identifying the temporal trend and comparing the sales between competitors, and assessing incomes in different populations.


HOPPE, RONALD  -  Ph.D., University of Technology Berlin, 1979

Research Interests: Optimal control of basket options, hedging for options, adaptive finite-element approach to option pricing, numerical methods in option pricing.


KAO, EDWARD  -  Ph.D., Stanford, 1971

Research Interests: Energy derivatives.


TIMOFEYEV, ILYA  -  Ph.D., Rensselaer Polytechnic Institute, 1998

Research Interests: Parametric and non-parametric estimation of the volatility process in financial models, data-clustering and reduced models in large stock portfolios, data-analysis and importance of jumps in financial models.