I am a tenure-track assistant professor at Rutgers interested in mathematical finance and stochastic analysis. I completed my PhD in 2016 under the direction of Dmitry Kramkov at Carnegie Mellon University. I spent the 2016-17 academic year as an NSF postdoc at UT Austin and 2017-18 as an NSF postdoc at Rutgers.
Math Finance Seminar:
Our seminars are held in Hill 705. The schedule can be found here.
Equilibrium Summer School and Workshop:
We will be hosting a summer school and workshop based on equilibrium theory at Rutgers on June 10-13, 2019. More info can be found here.
Real World Math:
Together with the Metuchen YMCA, I am running a program in the Winter 2019 session for middle school students on real world applications of math. If you are a participant, please see here for our handouts.
Hill Center Rm 213
Department of Mathematics
Rutgers, the State University of New Jersey
110 Frelinghuysen Road
Piscataway, NJ 08854-8018, USA
E-mail: kw552 (at) rutgers (dot) edu
My research is funded in part by the NSF through DMS#1606253 (2016-2018) and DMS#1908255 (2019-2022). Any opinions, findings and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation (NSF).