COURSES TAUGHT:

• Economics and Finance for Engineers, IEMS 326-0: Fall 2008.
• Stochastic Models II, IEMS 460-2: Spring, annually.
• Simulation Experiment Design and Analysis, IEMS 465: Spring 2008.
• Simulation in Financial Engineering, IEMS 475: Spring 2009.

MY PH. D. STUDENTS:

• Vadim Lesnevski.
  Thesis: "Simulation of Coherent Risk Measures Based on Generalized Scenarios," 2006.
  First job: Quantitative Research for Equity Derivatives, Royal Bank of Scotland, London.
• R. Evren Baysal
• Hai Lan
• Ming Liu
• Yunpeng Sun

PROSPECTIVE PH. D. STUDENTS AND INTERNS:

I encourage prospective Ph. D. students to apply directly to the IEMS department. I do not have funds available to support first-year Ph. D. students, transfer Ph. D. students, or interns.

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