Information, Risk, & Operations Management
McCombs School of Business
I am an assistant professor at McCombs School of Business at the University of Texas at Austin.
My research interests are in analytical and computational methods for derivative security pricing based on spectral expansions and integral transforms. The financial applications related to my research are in credit risk, credit-equity modeling, commodity and energy derivatives, and insurance.
Before joining McCombs, I was a financial engineer at Algorithmics Inc. (now IBM Algorithmics) and a quantitative researcher at Citadel Group. My industry experience includes the areas of market and credit risk, asset management and distributed computing.
I received my doctorate in Industrial Engineering and Management Sciences from Northwestern University, and I also hold a Master’s degree in mathematical finance from the University of Toronto and in industrial engineering and management sciences from Northwestern University.
If you have any question, don’t hesitate to send me an email.