Kasper Larsen Professor Department of Mathematics Hill Center 330 110 Frelinghuysen Road Piscataway, NJ 08854-8019, USA Links to YouTube lectures: Discrete time finance lectures (621), Computational finance lectures (623), Undergraduate math finance lectures (485) Link to upcoming ECMF 5 meeting (postponed till Oct 2022). 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) |