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 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)