MY PH. D. STUDENTS:

• Mingbin Feng
  Thesis: "Green Simulation: Reusing the Output of Repeated Experiments," expected 2016.
  First job: Assistant Professor, Department of Statistics and Actuarial Science, University of Waterloo.
• Imry Rosenbaum
  Thesis: "Multi-Level Monte Carlo and Database Monte Carlo for Stochastic Simulation Metamodeling," expected 2016.
  First job: Fixed Income, Commodities, and Currencies, Goldman Sachs, London.
• Peter Salemi
  Thesis: "Gaussian Markov Random Fields and Moving Least Squares for Metamodeling and Optimization in Stochastic Simulation," 2014.
  First job: MITRE Corporation, Bedford, Massachusetts.
• Ming Liu
  Thesis: Efficient Simulation in Financial Risk Management, 2010.
  First job: Sales and Trading, Morgan Stanley, New York.
• Hai Lan
  Thesis: Two-Level Simulation of Expected Shortfall: Confidence Intervals, Efficient Simulation Procedures, and High-Performance Computing, 2010.
  First job: Assistant Professor, Antai College of Economics and Management, Shanghai Jiao Tong University.
• R. Evren Baysal
  Thesis: "Advances in Risk Management Simulation," 2008.
  First job: Quantitative Risk Management, Chicago.
• 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.

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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