^{COLLEGE OF ARTS AND SCIENCES }

_{Department of Mathematics and Statistics}

# Mathematical Finance

The mathematics of money is a comparatively recent area of research. The application of the Black-Scholes equation and related discussions are ongoing subjects of interest. Research topics at WSU include finding optimal portfolio with a manageable risk, and designing new financial products and setting attractive prices for these productions.

#### Haijun Li

http://www.math.wsu.edu/math/faculty/lih/ liklu@wsu.edu Neill 317 Copula Theory for Multivariate Extremes, Risk and Choquet Capacities, Free Probability under Group-Invariance Statistics and Probability Pure Mathematics Mathematical Finance Probability and Stochastic Processes |
Tail dependence functions and vine copulas Orthant tail dependence of multivariate extreme value distributions |

#### Hong-Ming Yin

http://www.math.wsu.edu/math/faculty/hyin/ hyin@wsu.edu Neill 303 Partial Differential Equations and Applications; Mathematical Modeling and Analysis in Life Sciences; Financial Engineering and Portfolio Management. Applied Mathematics Pure Mathematics Mathematical Biology Optimization and Data Analytics Mathematical Finance Analysis and PDEs |
Infectious disease modeling and analysis Reaction-Diffusion system |