Kasper Larsen
Professor
Department of Mathematics
Hill Center 330
110 Frelinghuysen Road
Piscataway, NJ 08854-8019, USA
Links to YouTube:
Discrete time finance lectures (621, 2020) ,
Undergraduate math finance lectures (485, 2020),
Computational finance lectures (623, 2021),
Discrete time finance lectures (621, 2021),
Undergraduate real analysis lectures (311, 2021)
Link to our upcoming equilibrium workshop (July, 2024)
Link to upcoming ECMF 5 meeting (postponed till Oct 2022).
Link to Rutgers' equilibrium summer school (2019)
Link to Bielefeld summer school (2019) Here are my Kyle notes
Link to my Google Scholar page
2020 - Professor (math) at Rutgers University
2017 - 2020: Associate professor (math) at Rutgers University
2013 - 2017: Associate professor (math) at Carnegie Mellon University (2016 - 2017 I was on leave visiting UT-Austin)
2007 - 2013: Assistant professor (math) at Carnegie Mellon University
2004 - 2007: Visiting assistant professor (math) at Carnegie Mellon University
2001 - 2004: Ph.D. student (math) at University of Southern Denmark (advised by Niels Jørgen Nielsen, Claus Munk, and Peter Ove Christensen)