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Jeremy Staum Associate Professor Dept. of Industrial Engineering and Management Sciences Northwestern University office: Technological Institute D235 |
| Research Interests:
My research is in financial engineering and computer simulation, and especially in the intersection of these two fields.
Present research interests include efficient simulation algorithms for risk management, systemic risk, and the impact of risk management on security pricing.
There is lots going on in financial engineering at McCormick. I am the department editor for financial engineering at IIE Transactions and seeking submissions. Wondering if you should submit a manuscript? Here is the department statement. |