Jeremy Staum
Dept. of Industrial Engineering & Management Sciences

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

Northwestern University
2145 Sheridan Road
Evanston IL 60208-3119

office: Technological Institute D235 (map)
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 is in financial engineering and Monte Carlo simulation, and especially in the intersection of these two fields. Present research includes systemic risk, simulation metamodeling, and efficient simulation algorithms for risk management.

You can learn more about my research interests from this tutorial on Monte Carlo in financial engineering, this website on stochastic kriging (a simulation metamodeling technique), and these slides on repeating similar financial simulations.

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.