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:
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.