Jaime A. Londoño

Jaime A. Londoño

Contact

Jaime A. Londoño
Departamento de Matemáticas y Estadística
Universidad Nacional de Colombia, Sede Manizales
Cra 27 # 64-60 Manizales, Caldas - Colombia
jaime.a.londono@gmail.com
jalondonol@unal.edu.co

Employment Experience

  • Associate Professor, Universidad Nacional de Colombia, Manizales, Dpto de Matemáticas y Estadística, Jan 2015 to present.
  • Associate Professor, Universidad Nacional de Colombia, Bogotá, Dpto de Matemáticas, Jul 2011--dic 2014.
  • Associate Professor, Universidad Nacional de Colombia,Medellín, Escuela de Estadística. Jan. 2009--Jun. 2011.
  • Associate Professor, Universidad Nacional de Colombia, Bogotá, Dpto Matemáticas. Jul 2005--Dec 2008.
  • Associate Professor, Universidad EAFIT, Dpto Ciencias Básicas, Jan 2005--Jun 2005.
  • Assistant Professor, Universidad EAFIT, Dpto. Ciencias Básicas, Jan 1999--Dec 2004.
  • Instructor, Department of Mathematics, University of California, Riverside, March 1998--Dec 1998.

Education

Ph.D. in Mathematics. University of California, Riverside (Dec, 1998).
M.S. Mathematics. University of California, Riverside (Jun, 1994) 
Matemático (B.S). Universidad de los Andes (Mar, 1993)

Area of interest

  • Stochastic Analysis
  • Mathematical Finance

Research

  • Approximation of SDE's.
  • Statistical Techniques for Finance.
  • Mathematical Finance.
  • Probability Theory.
Publications
  • doi:10.1155/2017/9139645J. A. Londoño. An Approach of Randomness of a Sample Based on Its Weak Ergodic Limit. Journal of Probability and Statistics, vol. 2017, Article ID 9139645, 5 pages, 2017. doi:10.1155/2017/9139645.
  • doi:10.1007/978-3-319-66536-8J.A. Londoño,  José Garrido and Monique Jeanblanc (Eds).  Actuarial Sciences and Quantitative Finance, ICASQF2016, Cartagena, Colombia, June 2016.  Springer Proceedings in Mathematical & Statistics. doi:10.1007/978-3-319-66536-8
  • doi:10.13140/RG.2.2.30992.81923J.A. Londoño, F. A. Gómez, and A. M. Villegas. Valor Presente de las Pensiones en el Régimen de Prima Media de Colombia.  Working Paper.  doi: 10.13140/RG.2.2.30992.81923
  • J.A. Londoño. Duesenberry Equilibrium and Heterogeneous Agents.  Working paper.  doi:10.2139/ssrn.2580626
  • J. A. Londoño, A. Villegas.  Numerical Performance of some Wong-Zakai type approximations for stochastic differential equations. Internationational Journal of Pure and Applied Mathematics. 7 (2016). No.2,301--315, doi: 10.12732/ijpam.v107i2.2
  • https://doi.org/10.1186/s40064-015-1563-9J.A. Londoño and  J. Sandoval. A new logistic-type model for pricing European options.SpringerPlus,  (2015) 4:762, 1--17,  doi: 10.1186/s40064-015-1563-9.
  • Jaime A. Londoño, José Garrido and Daniel Hernández-Hernández, (Eds).  Actuarial Sciences and Quantitative Finance, ICASQF, Bogotá, Colombia June 2014.  Springer Proceedings in Mathematical & Statistics . doi:10.1007/978-3-319-18239-1.
  • J.A. Londoño. State-Dependent Utilities and Incomplete Markets. Mathematical Problems in Engineering Volume 2013 (2013), Article ID 359701, 8 pages,  doi:  dx.doi.org/10.1155/2013/359701
  • J.A. Londoño. State Dependent Utility. Journal of Applied Probability. 46(2009). No.1, 55--70, doi:10.1239/jap/1238592116
  • J.A. Londoño. A more general valuation and arbitrage theory for Ito processes. Stochastic Analysis and Applications. Stoch. Anal. Appl. 26 (2008), no. 4, 809--831. doi: 10.1080/07362990802128610
  • J.A. Londoño. State Tameness: A New Approach for Credit Constrains, Electronic Communications in Probability, 9, (2004), 1-13. doi:dx.doi.org/10.1214/ecp.v9-1102
  • J. A. Londoño. Parametric Estimation of Diffusion Processes Sampled at First Exit Times. International Journal of Pure and Applied Mathematics, 7, No.4 (2003), 449-486.
Ph.D. thesis
  • J. A. Londoño. Discrete Estimation of Continuous-Time Markov Processes Ph.D. Thesis. University of California, Riverside 1998.

Membership

  1. Econometric Society

Awards and recognition

  1. Who's who in the world (Since 2010).
  2. Non Resident-Tuition waiver fellowship UCR. 1993 to 1998.  Passed with the highest score in each of 3 out of 4 qualifiers in 9 months, and the remaining qualifier was passed at the master level the first year.
  3. Colfuturo Fellowship 1994 to 1996.
  4. Member of the team of Colombia for the International Mathematics Olympiad, Cuba 1986 and Olimpiadas Iberoamericanas in Uruguay 1987. Bronze Medalist Olimpiada Iberoamericanas de Matemáticas.
  5. Second Place Olimpiadas Colombianas de Física 1986 para 11o. grado.
  6. Medalla Andres Bello (1986). Mejores Bachilleres de Colombia.  10th Highest score in national examinations (ICFES), and 1st Highest score in non-elective areas (ICFES) in the country.

Conferences

  1. Duesenberry Equilibrium and Heterogeneous Agents.9th World Congress of the Bachelier Finance Society, jul 15-19, 2016, New York, NY, USA.  Arbitraged Conference.
  2. Inter-temporal Equilibrium With State Dependent Utilities and Heterogenous Agents, Econometric Society World Congress, ago 17-ago 21, 2015,  Montreal, Canada Arbitraged conference. 
  3. Inter-temporal Equilibrium with State Dependent Utilities and Heterogeneous Agents.  XIII CLAPEM-Latin American Congress of Probability and Mathematical Statistics, sep 22-sep 26,2014, Cartagena de Indias, Colombia.  Arbitraged Conference.
  4. Inter-temporal Equilibrium with State Dependent Utilities and Heterogeneous Agents.Séminaire Bachelier. Institut Henri Poincaré.Paris, invited conference, Oct 18, 2013.
  5. A new European logistic-type option pricing model.  ITWM, Invited conference.  Department of Financial Mathematics. Oct 7, 2013.
  6. A new European Logistic-type Option Pricing Model. 7th Conference on Actuarial Science & Finance on Samos Arbitraged Conference. Samos, Greece. May 28 - June 3, 2012
  7. A new Theory of Inter-Temporal Equilibrium for Security Markets.  6th World Congress, Bachelier Finance Society.  Arbitraged Conference. Toronto, June 2010.
  8. Inter-Temporal Equilibrium with State Dependent Utility. XI CLAPEM (Congreso Latinoamericano de Probabilidad y Estadística Matemática).  Arbitraged Conference.  Naiguatá, Estado de Vargas, Venezuela. November 2009.
  9. An Inter-temporal equilibrium model with state dependent utilities. WCNA (World Congress of non-linear analysts). Invited conference 2008
  10. Introducción al Modelamiento y Valoración del Riesgo de Crédito. Short course. Invited. XVII simposio de Estadística, Cali, Colombia.
  11. State Dependent Utility. Arbitraged conference. Fourth World Congress of the Bachelier Finance Society, National Center of Sciences (Hitotsubashi University, ICS), Tokyo, Japón. August 17 - 20, 2006.
  12. State Dependent Utility. Invited Conference. Third International Conference on Applied Mathematics, August 12-18, 2006, Technical University-Plovdiv, Plovdiv, Bulgaria.
  13. Dynamic State Tameness. Invited Conference. Stochastic Analysis and Potential Theory. University of Florida, Gainesville, Florida, November 2005.
  14. Dynamic State Tameness. Arbitraged conference. XV Congreso Nacional de Matemáticas. August 2005
  15. State Tameness: A New Approach for Credit Constraints. Arbitraged conference. 2nd World Congress of the Bachelier Finance Society. Creta, Grecia. June 2002.

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