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.
Hill Center Rm 216
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
The Rutgers Math Department is proud to now offer an undergraduate certificate in mathematical finance, including two new courses to be offered in spring semesters. Information about certificate requirements and course descriptions can be found here.
My research is funded in part by the NSF through DMS#1606253 (2016-2018) and DMS#1908255 (2019-2023). 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).