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
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
Sample Publications
Tail dependence functions and vine copulas
Orthant tail dependence of multivariate extreme value distributions

Hong-Ming Yin
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
Sample Publications
Infectious disease modeling and analysis
Reaction-Diffusion system
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