Contact and mini bio

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 math finance/probability seminar

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)