Eunjung Noh
Assistant Professor of Mathematics
Department of Mathematics and Computer Science
Email: enoh@rollins.edu
About me
I am a tenure-track Assistant Professor in the Department of Mathematics and Computer Science at Rollins College. Before that, I was a Dean's Post-Doctoral Scholar at Florida State University, and Hill Assistant Professor in the Department of Mathematics at Rutgers University. I obtained Ph.D. in applied mathematics in 2018 at University of Southern California under the direction of Professor Jin Ma.
My general research interest is stochastic analysis and its applications to financial mathematics. More specifically, I have been working on problems in the general areas of equilibrium models, optimal transport, stochastic control theory, market frictions, and mean-field game.
Here is my CV in pdf version (updated December 2023).
Publications:
A unified approach to informed trading via Monge-Kantorovich duality. R. Chhaibi, I. Ekren, E. Noh and L. Vy.
Submitted. [arXiv]
Price impact equilibrium with transaction costs and TWAP trading. E. Noh and K. Weston.
Mathematics and Financial Economics 16, 187–204 (2022) [Journal link]
Equilibrium Model of Limit Order Books - A Mean-field Game View. J. Ma and E. Noh.
Stochastic Analysis, Filtering, and Stochastic Optimization, pp. 381-410. (2022). [Journal link]
An optimal portfolio model with stochastic volatility and stochastic interest rate. E. Noh and J-H. Kim.
Journal of Mathematical Analysis and Applications, Vol 375, Issue 2, pp. 510-522. (2011) [Journal link]
Teaching:
Current (Fall 2023) at Rollins
MAT 195 (Topic: Math for Finance) -- all class materials will be posted on Canvas course website.
At Florida State University (as an instructor) :
MAC 2312 (Calculus with Analytic Geometry II)
MAP 5932 (Stochastic Analysis) - graduate course
At Rutgers University (as an instructor) :
Math 252 (Elementary Differential Equations)
Math 354 (Linear Optimization)
Math 421 (Advanced Calculus for Engineering)
At University of Southern California (as a teaching assistant/grader) :
Introductions to Mathematics for Business and Economics, Calculus II, Foundations of Statistics, Numerical Methods, Mathematics of Physics and Engineering (undergraduate level)
Stochastic Calculus and Mathematical Finance, Methods of Applied Mathematics (graduate level)
At Yonsei University (as a teaching assistant) :
Financial Mathematics, Probability and Stochastic Processes, Linear Algebra, Advanced Engineering Mathematics, Calculus
Women in Mathematical Finance:
I co-organized a conference Women in Mathematical Finance, which was held in Rutgers University on June 12-13, 2023. This conference features a panel discussion on academic job, contributed talks, and research talks from female professionals in order to promote young researchers to pursue academic careers.