Jeremy Staum
Dept. of Industrial Engineering & Management Sciences
[Northwestern University]
Jeremy Staum
Associate Professor
Dept. of Industrial Engineering
and Management Sciences

Northwestern University
2145 Sheridan Road
Evanston IL 60208-3119

office: Technological Institute D235
phone: (847) 491-2405
fax: (847) 491-8005
email: j-staum at northwestern.edu

[McCormick School]

IEMS

C.V.

Papers

Students

Research Interests

My research interests are financial engineering and computer simulation, and especially the intersection of these two fields: simulation applied to problems of risk management or pricing derivative securities such as stock options. My present primary research goal is to make improved risk management techniques computationally affordable by developing efficient simulation algorithms for them.