FRE Department Announces New Assistant Professor
The Department of Finance and Risk Engineering is delighted to announce the addition of Dr. Andrew Papanicolaou to our faculty starting Fall 2015.
Dr. Papanicolaou as born in New York City in 1980, attended public school in New Jersey until age 13, then moved to California. He received a Bachelors in applied mathematics from UC Santa Barbara in 2003, completed a masters in financial mathematics at University of Southern California in 2007, and submitted his PhD thesis entitled “New Methods in Theory and Applications of Nonlinear Filtering” at Brown University in May 2010. He was a postdoctoral fellow and lecturer at Princeton in the department of ORFE from 2010 to 2013, and since then has held a lecturer’s position at the University of Sydney in the School of Mathematics & Statistics. Currently, Dr. Papanicolaou is an IPAM fellow and participant in the workshop series “Broad Perspectives and New Directions in Financial Mathematics.”
Professor Papanicolaou is scheduled to teach:
FRE 6311 – Dynamic Assets and Option Pricing
FRE 6083 – Quantitative Methods
Please join the department for a welcome reception in September--details will be announced soon.