Board Committee Documents Academic Policy, Programs And

Program Identification

Baruch College

Bachelor of Science in Financial Engineering

Department of Mathematics

Contact: Warren B. Gordon, Chair

Department of Mathematics

646-312-4110

Approved by the Faculty of the Weissman School of Arts and Sciences:

December 11, 2013

College Representative: David P. Christy, Provost and Senior Vice President

Signature: ______Date: ______

Proposed Initiation Date: September, 2015 Table of Contents

Executive Summary ...... 1 Abstract ...... 4 1. Purpose and Goals ...... 4 Academic Goals ...... 4 Employment Objectives ...... 5 2. Need and Justification ...... 6 3. Students ...... 7 4. Curriculum ...... 8 Program Requirements ...... 8 Required Courses ...... 9 Preliminary Courses ...... 9 Upper Level Courses ...... 9 New Courses ...... 10 Integration with and Impact upon Other Majors ...... 10 Elective Courses and Minors ...... 10 Typical Course of Study (Full-Time Student) ...... 10 Program's Learning Goals ...... 13 5. Faculty ...... 13 Anticipated Teaching Responsibilities ...... 18 6. Facilities and Equipment ...... 18 7. Library and Instructional Materials ...... 18 8. Budget ...... 19 Projected Enrollment ...... 19 Cost Assessment ...... 19 Resources Requested ...... 19 9. Internal Evaluation ...... 19 10. External Evaluation ...... 20 11. Appendices Appendix A: Course Descriptions and Syllabi...... A -1 Appendix B: Internal Letters of Support ...... B -1 Appendix C: External Letters of Support ...... C -1 Appendix D: Faculty Curriculum Vitae ...... D-1

BSFE Program Proposal Executive Summary

The Department of Mathematics in the Weissman School of Arts and Sciences of Baruch College proposes to establish a Bachelor of Science in Financial Engineering (“BSFE”). We anticipate opening the program in fall 2015.

The Master of Science program in Financial Engineering (“MFE”) has been a resounding success for Baruch College. While the faculty and students of Baruch’s MFE program are succeeding, there is a need to educate undergraduates in the materials necessary to thrive in the industries that utilize such computational and mathematical skills. The proposed BSFE program offers Baruch students the ability to gain such an education.

The program is first and foremost a course of study in mathematics, with a focus on the computational tools and techniques needed to thrive in the financial engineering industry. In today’s specialized world, a sophisticated level of mathematical understanding is an essential competitive edge.

A key objective of the program is to ensure that our graduates are well positioned to find employment, or to continue into graduate studies in a mathematical, computational, or financial field. Elite financial institutions hire, and elite graduate programs accept, only the most capable and well-trained individuals. It is a major goal of our program that graduating students both know how to solve real problems and be able to continue their studies. An additional goal of the program is to ensure that our students leave with communication skills of the quality demanded by the business community.

The academic rigor of our program is an important component, to ensure that our graduates are prepared for both the job and the higher education markets. Another equally important strategic feature of the program will be its emphasis on computational techniques. We will require that our BSFE students are well-versed in programming languages being used in industry.

Using tools learned in the program, students will be required to analyze various relevant situations and give visual and oral presentations of their work that will be open to both faculty and students. The presentations will also be an opportunity for the students to improve their communication skills, an important aspect in any employment decision.

The skills required to be successful in a quantitative role in the financial industry can typically not be acquired as part of only one undergraduate degree. A sophisticated grasp of mathematical ideas and techniques, strong computational and programming skills, good communication skills, and adequate knowledge of finance and accounting cannot currently be achieved without undertaking further post-graduate study. In particular, our own Baruch MFE admission requirements list all of the skills addressed in this proposed new undergraduate curriculum but none of Baruch’s current undergraduate programs enable students to acquire these skills in just one degree.

Holders of the proposed BSFE degree are likely to be very attractive to employers in the financial

BSFE Proposal 1 of 22 industry; graduates can expect to find roles in investment banks, asset management companies, hedge funds, and regulatory agencies. Moreover, motivated students can expect to be admitted to leading masters and Ph.D. programs. Offering this financial engineering program should make the Weissman School an attractive target for the best undergraduate students, which will in turn will help to attract the best faculty and students to other programs besides financial engineering.

More philosophically, one might go so far as to say that this proposed program of undergraduate study is indicative of a new trend to study and teach concrete and applicable mathematics. Our proposed program is by its nature interdisciplinary, combining pure and applied mathematics, computer science, economics and finance. The students we attract to our MFE program come from all over the world and we expect no less for our proposed undergraduate program.

As a consequence of the strong reputation of our MFE program, outstanding students who would otherwise not consider Baruch among their college choices may now apply with the realistic expectation that doing well in this program would significantly increase their chances of being accepted to the MFE program after graduation. Thus, the BSFE program would serve as an in-house “feeder” to our MFE program.

The BSFE will consist of four components, totaling 120 credits: 45 in required Mathematics courses, and the rest spread across Core credits, Economics and Finance courses, and minor and elective courses. As a preliminary requirement, students must complete two semesters of calculus. As this program includes courses in Economics and Finance, students who would usually not consider a traditional mathematics major will find this program attractive.

Our present faculty have expertise in all areas related to the proposed major and we can offer all the courses in this proposal immediately. As there will be five new mathematics courses, this translates into about one or two additional courses each semester to be offered by the department, which presently offers about one-hundred and fifty sections each semester; an additional course or two each semester will have a minimal impact upon our teaching load. The responsibility to teach the proposed financial engineering courses will fall upon our full-time faculty.

There is no need for additional facilities or for any new equipment, as the present facilities include the sophisticated Subotnick Financial Services Center as well as Bloomberg terminals readily available for our students to use. The department houses the Ercolano Library and in addition, the MFE program has a well-stocked reference library for our financial engineering students. Along with the Baruch College library, no additional library resources are needed. The department has access to various on-line sources which will also be available.

We anticipate an entering class with about 15 – 20 students, with increasing enrollments each year until we reach about 35 – 40 students per year. The costs associated with this program are just to cover the new courses. The first year there will be no new courses, three new courses the second and third year, and ultimately five new courses the fourth year and thereafter. Five courses would result in an additional $20,000 in adjunct replacement costs. The actual cost could be considerably less, as we offer multiple sections of lower level courses, and a significant portion of these costs can

BSFE Proposal 2 of 22 be absorbed by other existing sections by running them at near capacity. There would be no additional resources required.

There is universal support for such a program at Baruch. Myong Soo Lee, Interim Dean of the Zicklin School, clearly appreciates the cumulative effect this program can have on both the Zicklin and Weissman schools. Presidential Professor James Gatheral and Professor Andrew Lesniewski, senior faculty in the Mathematics department, each come from distinguished careers in the financial industry, and appreciate the high regard which such a program will be held by our graduates’ future employers. In addition, we have solicited external evaluations from well-regarded professionals in both academia and industry, these may be found in Appendix B.

There is universally strong support indicating the value and rigor of the proposed major, as well as a need and opportunities for its graduates. Students with a strong background in financial mathematics will have opportunities to pursue graduate programs at the best universities and find excellent employment opportunities in the financial sector.

BSFE Proposal 3 of 22 BSFE Program Proposal Abstract

The proposed Bachelor of Science in Financial Engineering (BSFE) program offers several benefits to the Baruch College community. Not only will it attract extremely qualified students who may not have considered applying to a public college, the program will strengthen the undergraduate offerings in mathematics in both the theoretical and applied realms, giving more learning options to our pure mathematics and actuarial science majors and minors. It will also prepare our graduates for positions in industry and academia. In addition, it will be an in-house ‘feeder” to our successful Master of Science in Financial Engineering (MFE) program, which has become one of the pre- eminent financial engineering graduate programs in the country.

The minimal costs involved with implementing this program, as well as the increase in visibility of the Weissman School of Arts and Sciences as a destination school for undergraduates interested in the intersection of mathematics, computer science, and finance, makes the BSFE program a brilliant addition to the program offerings of Baruch College’s Department of Mathematics.

1. Purpose and Goals

The Department of Mathematics in the Weissman School of Arts and Sciences of Baruch College proposes to establish a Bachelor of Science in Financial Engineering (BSFE). We anticipate opening the program in fall 2015.

The Master of Science program in Mathematical Finance (later renamed Financial Engineering; abbreviated hereafter as “MFE”) has been a resounding success for Baruch College. QuantNet, in 2013, ranked the program #4 in the nation, which is the highest ranking for a program in a public university, is higher than those of a number of first tier private colleges. Job placement for graduates is at over 90%, with an average starting salary for 2012-2013 graduates of $113,000. Our students have won numerous accolades, including top honors in the Rotman International Trading Competition, the IAFE Academic Case Competition, and the Metaquotes Automated Trading Championship.

BSFE Proposal 4 of 22 While the faculty and students of Baruch’s MFE program are succeeding, there is a need to educate undergraduates in the materials necessary to thrive in the industries that utilize such computational and mathematical skills. The proposed BSFE program offers Baruch students the ability to gain such an education.

Academic Goals The body of mathematics drawn upon to solve problems in finance is a well-recognized area of academic pursuit. The number of mathematical journals devoted to this field – Finance and Stochastics, Journal of Computational Finance, Journal of Financial and Quantitative Analysis, and Mathematical Finance, to name a few – is evidence of this phenomenon. Additionally, long- established mathematics journals focusing on areas such as probability and differential equations have been publishing papers concerning applications in finance for well over a decade. We note also that other universities in the Tri-State area offer BS degrees in Financial Engineering (Columbia University, Princeton University), Quantitative Finance (Stevens Institute of Technology), or Financial Mathematics (Brooklyn College).

The program we propose is first and foremost a course of study in mathematics, with a focus on the computational tools and techniques needed to thrive in the financial engineering industry. A perusal of Section 4 (Curriculum) shows that the proposed courses are organized by mathematical content, following the structure of our MFE curriculum. In today’s specialized world, a sophisticated level of mathematical understanding is an essential competitive edge.

An additional goal of the program is to ensure that our students leave with communication skills of the quality demanded by the business community. A version of the course MTH 4300 (Algorithms, Computers, and Programming II) will have an oral presentation component that will require students to be able to present technical work in a professional manner.

Employment Objectives A key objective of the program is to ensure that our graduates are well positioned to find employment, or to continue into graduate studies in a mathematical, computational, or financial

BSFE Proposal 5 of 22 field. Elite financial institutions hire, and elite graduate programs accept, only the most capable and well-trained individuals. It is a major goal of our program that graduating students both know how to solve real problems and be able to continue their studies. We also expect that best graduates of this undergraduate program will continue their studies in our graduate MSFE program. This new “feeder” program may allow us to increase the size of our graduate program while maintaining its high standards.

The academic rigor of our program as discussed above is an important component of our strategy to ensure that our graduates are prepared for both the job and the higher education markets. Another equally important strategic feature of the program will be its emphasis on computational techniques. C++ is the predominant computer language of Wall Street, and we will require that our BSFE students be well-versed in this language as well. Two other programming languages are also being used in industry, Python and R; Python is already taught in our courses, and we plan to integrate R into MTH 4130.

In this practical and hands-on spirit, all students will be required to prepare and deliver presentations. Using tools learned in the program, students will be required to analyze these situations, and give visual and oral presentations of their work that will be open to both faculty and students. The presentations will also be an opportunity for the students to improve their communication skills, an important aspect in any employment decision.

2. Need and Justification

In particular, our own Baruch MFE admission requirements lists all of the skills addressed in this proposed new undergraduate curriculum but none of Baruch’s current undergraduate

BSFE Proposal 6 of 22 programs enable students to acquire these skills in just one degree. So far, we have accepted a very few exceptional Baruch undergraduate students who subsequently did extremely well, successfully landing good jobs in the financial industry. These MFE graduates are now some of our most dedicated alumni, supporting the MFE program with time and money.

As the letters from industry leaders supporting this application indicate, holders of the proposed Bachelor of Science in Financial Engineering degree are likely to be very attractive to employers in the financial industry; graduates can expect to find roles in investment banks, asset management companies, hedge funds, and regulatory agencies. Moreover, motivated students can expect to be admitted to leading masters and Ph.D. programs. Just as importantly, our offering this financial engineering program should make the Weissman School an attractive target for the best undergraduate students, which in turn will help to attract the best faculty and students to other programs besides financial engineering.

3. Students

The proposed program will require a strong mathematics background; students wishing to pursue this major will first need to demonstrate a high level of understanding of the first two semesters of calculus. This may be accomplished by scoring a 4 or better on the calculus AP BC exam; by scoring a 4 or better on the calculus AP AB exam, and by completing MTH 3010 (calculus II) with a B+ or better; or by completing both MTH 2610 (calculus I) and MTH 3010 with a combined GPA of at least 3.5. Students then take MTH 3050 (Multivariable and Vector Calculus) and MTH 4000 (Bridge to Higher Mathematics); admission to the program will require a minimum grade of B in each of these two courses.

BSFE Proposal 7 of 22 Baruch College has many entering freshmen who satisfy either of the first two preliminary requirements; there are also a number of Macauley honor students who would also be eligible to take MTH 3050 and 4000. As this program includes courses in economics and finance, students who would usually not consider a traditional mathematics major will find this program attractive.

4. Curriculum

The BS in Financial Engineering will consist of four components, totaling 120 credits: • 43 Core credits, consisting of 13 credits of Required Core (including a STEM alternative MTH 2610), 18 credits of Flexible Core, and 12 credits of College Option (including foreign languages); • 12 credits in required Economics and Finance courses; • 45 credits in required Mathematics courses; • 20 credits in minor and elective courses.

Program Requirements As a preliminary requirement, students must complete two semesters of calculus, which may be achieved by any one of the following three methods: • Calculus AP BC with grade 4 or 5 • Calculus AP AB with a grade of 4 or 5 and MTH 3010 with B+ or higher (4 credits)

• MTH 2610 and MTH 3010 with a combined GPA of at least 3.5 out of 4.0 Students must meet the following requirement to gain admission to the program:

• MTH 3050 and MTH 4000 (both new courses) with a minimum grade of B in each course.

The 12 credits of required Economics and Finance come from the following courses (3 credits

BSFE Proposal 8 of 22 each): • ECO 1001 Microeconomics • ECO 1002 Macroeconomics • FIN 3000 Principles of Finance (prerequisites: BUS 1000, CIS 2200, ACC 2101) • FIN 3610 Corporate Finance (prerequisite: FIN 3000)

Required Courses Following is a list of the twelve required mathematics courses for the B.S. in Financial Engineering, totaling 45 credits. This list includes existing courses as well as five new courses, which are so labeled.

Preliminary Courses • MTH 3050 (NEW, 4 hours/4 credits) Multivariable and Vector Calculus Prerequisites: MTH 2610 and MTH 3010 with a combined GPA of at least 3.5; or Calculus AP AB with a grade of 4 or 5 and MTH 3010 with a B+ or higher; or Calculus AP BC with a grade 4 or 5 • MTH 3300 (3 credits) Algorithms, Computers, and Programming I • MTH 4000 (NEW, 4 hours/4 credits) Bridge to Higher Mathematics Prerequisites: MTH 3020 or MTH 3030 or MTH 3050. MTH 4000 will be a prerequisite to MTH 4115. Upper Level Courses • MTH 4100 (3 credits) Linear Algebra • MTH 4115 (NEW, 4 hours/4 credits) Numerical Methods for Differential Equations • MTH 4120 (4 credits) Introduction to Probability • MTH 4125 (4 credits) Introduction to Stochastic Processes • MTH 4130 (4 credits) Mathematics of Statistics • MTH 4300 (3 credits) Algorithms, Computers, and Programming II Remark: This second programming course will include a computational project and an oral presentation. • MTH 4500 (4 credits) Introductory Financial Mathematics • MTH 4600 (NEW, 4 hours/4 credits) Data Analysis and Simulation for Financial

BSFE Proposal 9 of 22 Engineers Prerequisites: MTH 4125, MTH 4130, and MTH 4500 • MTH 5500 (NEW, 4 hours/4 credits) Stochastic Calculus for Finance Prerequisites: MTH 4125, MTH 4500

New Courses A detailed description of the new courses may be found in the Course Proposal section of the Appendix.

Integration with and Impact upon Existing Majors The department presently offers two majors, in mathematics and actuarial science. The proposed BSFE major will initially have a number of courses in common with these majors, for example, MTH 4100 and MTH 4120. It is our expectation that when the BSFE program’s enrollment sufficiently increases, we will offer separate sections of such courses, geared more specifically toward financial applications. It is also expected that courses like MTH 4000, the bridge course, will prove attractive to the other majors, making revisions to courses desirable.

Elective Courses and Minors If entrance requirements and other introductory coursework are relieved by AP credit or transfer credit, or the student wishes to extend his/her undergraduate studies beyond a fourth year, a minor course of study is recommended but not required. Possible options include Economics, Communication Studies, or Statistics. Alternatively, with departmental permission, students may opt to take electives that would further enhance their understanding of their field of study, including but not limited to: • ECO 4000 Statistical Analysis for Economics and Finance (3 credits) • STA 3155 Regression and Forecasting Models for Business Applications (3 credits) • STA 4158 Analysis of Time Series (3 credits) • MTH 4135 Computational Methods in Probability (3 credits)

Typical Course of Study (Full-Time Student) A sample 120-credit course of study for a full-time student is presented below. The first two

BSFE Proposal 10 of 22 semesters fulfill the student's Required Core. Semesters three and four begin the mathematical content in earnest, while fulfilling prerequisites for the required finance courses and beginning the College Option. At the end of semester four, the entry requirements for the BSFE are complete. For the final two years, the complexity and difficulty of mathematics coursework increases while maintaining a well-rounded schedule, and culminating in the completion of the Economics and Finance requirement and College Option in semester six, and the final Mathematics courses and Flexible Core in semester eight.

BSFE Proposal 11 of 22 Semester Course Course Name Hours Credits 1 ECO 1001 Microeconomics 3 3 1 ENG 2100 Writing I 3 3 1 MTH 2610 Calculus I 4 4 1 FC Flexible Core: Creative Expression 3 3 1 elective Elective 3 3 TOTAL CREDITS FOR SEMESTER 1 16 2 ECO 1002 Macroeconomics 3 3 2 ENG 2150 Writing II 3 3 2 MTH 3010 Elementary Calculus II 4 4 2 FC Flexible Core: Scientific World (lab co-req w/ lect) 3 3 2 RC Required Core: Life and Physical Science 3 3 TOTAL CREDITS FOR SEMESTER 2 16 3 ACC 2101 Principles of Accounting 4 3 3 ENG 28x0 Great Works of Literature I or II 3 3 3 MTH 3050 Multivariable and Vector Calculus 4 4 3 MTH 3300 Algorithms, Computers, and Programming I 4 3 3 elective Elective 3 3 TOTAL CREDITS FOR SEMESTER 3 16 4 COM 1010 Speech Communication 3 3 4 MTH 4000 Bridge to Higher Mathematics 4 4 4 MTH 4115 Numerical Methods for Differential Equations 4 4 4 FC Flexible Core: World Cultures and Global Issues 3 3 TOTAL CREDITS FOR SEMESTER 4 14 5 FIN 3000 Principles of Finance 3 3 5 MTH 4100 Linear Algebra 3 3 5 MTH 4120 Introduction to Probability 4 4 5 CO foreign language (semester 1 of 2) 3 3 5 FC Flexible Core: U. S. Experience in its Diversity 3 3 TOTAL CREDITS FOR SEMESTER 5 16 6 FIN 3610 Corporate Finance 3 3 6 MTH 4125 Introduction to Stochastic Processes 4 4 6 MTH 4300 Algorithms, Computers, and Programming II 4 3 6 CO foreign language (semester 2 of 2) 3 3 TOTAL CREDITS FOR SEMESTER 6 13 7 MTH 4130 Mathematics of Statistics 4 4 7 MTH 4500 Introductory Financial Mathematics 4 4 7 FC Flexible Core: The Individual and Society 3 3 7 elective Elective 4 4 TOTAL CREDITS FOR SEMESTER 7 15 8 MTH 4600 Data Analysis and Simulation for FE 4 4 8 MTH 5500 Stochastic Calculus for Finance 4 4 8 FC Flexible Core: sixth course 3 3 8 elective Elective 3 3 TOTAL CREDITS FOR SEMESTER 8 14 Total Credits for the Program = 120

BSFE Proposal 12 of 22 Program’s Learning Goals

The Bachelor of Science in Financial Engineering degree program will prepare students for higher-level work in the fields of finance, economics, mathematics, computer science and engineering. Through a well-rounded, theoretical and technical curriculum, graduates of this program will be able to more competitively begin employment or graduate studies in financial engineering or a related field.

Upon completion of the BSFE program, students will be able to:

• apply the fundamental quantitative modeling methodologies both at the theoretical and practical levels;

• implement quantitative models and methodologies in computer code;

• present quantitative ideas both orally and in writing to technical and non-technical audiences;

• acquire employment in the financial industry in a variety of positions requiring strong quantitative and programming skills;

• continue their education in financial engineering, mathematics, computer science, or a related field in graduate school.

5. Faculty

This past academic year we hired five new faculty, bringing our full-time complement to thirty- one. This total is expected to be thirty-two by the fall of 2014. Our present faculty has expertise in all areas related to the proposed major and we can offer all the courses in this proposal immediately. The faculty most likely to teach these undergraduate courses are indicated below with a short professional biography included; their curriculum vitae may be found in Appendix D.

BSFE Proposal 13 of 22 Michael Carlisle is a probabilist with research interests in two-dimensional random walks, Brownian motion, and financial applications of probability. He joined Baruch’s faculty after acting as teaching assistant for the MFE program’s probability sequence during his graduate studies at the CUNY Graduate Center, where he received his Ph.D.

Jim Gatheral was involved in all of the major derivative product areas as bookrunner, risk manager, and quantitative analyst in London, Tokyo and New York, in a career in the financial industry that spanned over 25 years. Between 1996 and 2005, he led the Equity Quantitative Analytics Group at Merrill Lynch. His current research focus is on volatility modeling and modeling equity market micro-structure for algorithmic trading. Dr. Gatheral is a frequent speaker at both practitioner and academic conferences around the world. His bestselling book, “The Volatility Surface: A Practitioner’s Guide“, has become a standard reference for practitioners, academics and students alike. In April 2013, Dr. Gatheral was named Presidential Professor at Baruch College.

Warren B. Gordon is the Chair of the Mathematics Department and Co-Director of the MFE Program. He has a special interest in mathematical physics, differential equations, mathematics education and the use of technology in the classroom. He holds a B.E. (Electrical) from CUNY’s City College and earned his Ph.D. in mathematics from New York University’s Courant Institute of Mathematical Sciences.

Peter Gregory is deputy chair of the mathematics department. He holds a BS in mathematics and a MAT (Master of Arts in teaching mathematics) from Union College in Schenectady, NY. He earned his Ph.D. in mathematics from the Graduate Center – CUNY. He was awarded the 2011 Chancellor's Award for Excellence in Undergraduate Mathematics Education. His research interests include mathematics education and algebraic topology, in particular unstable homotopy theory.

Sarah Harney joined Baruch in 2003. She received her Ph.D. in mathematics from the University of Strathclyde, Scotland, and held a Post-Doc at the University of Alberta, Canada. She received an Engineering Undergraduate Teaching Award and several nominations for

BSFE Proposal 14 of 22 Distinguished Teaching awards. Her research interests are in the area of pedagogy with a particular focus on the use of technology in the classroom.

Douglas Howard brings to Baruch eight years of Wall Street experience, where he developed an expertise in computational methods in finance. He continues to consult to Wall Street firms and writes about applications of probability in finance. His research on the properties of spatially disordered systems, a class of probabilistic models motivated by certain physical phenomena, was funded by a grant from the National Science Foundation (NSF). He holds a B.S. in mathematics from MIT, an M.B.A. in finance from Columbia, and a Ph.D. from the Courant Institute.

Elena Kosygina‘s main research interests are in the areas of stochastic processes, interacting particle systems, and partial differential equations. She is also interested in applications of probabilistic techniques to finance. A graduate of Moscow State University, she received her Ph.D. form the Courant Institute.

Andrew Lesniewski is an expert in quantitative finance and financial engineering, and has sixteen years of industrial experience in quantitative research and modeling, risk management, and trading. He has pioneered a number of methodologies that are widely used by the financial industry, including the popular SABR model. Prior to joining Baruch, Dr. Lesniewski was the Head of Financial Engineering at the Depository Trust & Clearing Corporation, the world’s largest clearing house, and the Head of Quantitative Research at Ellington Management Group, a multibillion dollar hedge fund. Prior to that, Dr. Lesniewski was the Head of FIRST, the quantitative research team in charge of fixed income modeling in the New York office of BNP Paribas, where he also worked as a trader in charge of a number of portfolios of structured interest rate options. Dr. Lesniewski was also an adjunct professor at the Courant Institute. Before moving to industry, he was on the faculty of Harvard University. Dr. Lesniewski holds a Ph.D. in Mathematics from the Swiss Federal Institute of Technology (ETH) in Zurich, Switzerland.

BSFE Proposal 15 of 22 Ivan Matic works in probability theory, statistical mechanics, and partial differential equations, using techniques from analysis, probability and combinatorics to study large time behavior of variational problems related to solutions of stochastic Hamilton-Jacobi equations. He is also interested in problem solving and is a co-author of the book The IMO Compendium. He holds a B.Sc. degree from University of Belgrade and Ph.D from the University of California at Berkeley.

Anita Mayo’s primary research interests are applied mathematics and numerical analysis. She has taught at, and been a visiting member at, several universities, and spent twenty years at the IBM Watson Research Center. She developed fast and accurate numerical methods for solving a variety of differential equations, and applied these techniques to problems in elasticity, electromagnetic theory and fluid mechanics, including some directly arising in the manufacturing of chips and recording devices. More recently, she has been working in the area of computational finance, primarily option pricing. She has a Ph.D. from the Courant Institute at NYU.

Carlos J. Moreno, who is also on the faculty of the CUNY Graduate Center, has over sixty publications, including two books, on topics related to algebra and number theory. His research, funded by several NSF grants, has earned him a reputation as a world-class mathematician. At the Graduate Center, he has had extensive experience serving as graduate thesis adviser. He earned his B.A. and his Ph.D. in mathematics at NYU.

Jarrod Pickens joined Baruch's faculty in 2010. He holds a B.S. in Physics and Mathematics from the University of Pittsburgh, and earned a M.A. and Ph.D. in Mathematics from the University of California, Santa Barbara. His research interests include the Ricci flow and mathematical physics.

Rados Radoicic‘s main research interests are in the areas of discrete and computational geometry, Ramsey theory, additive number theory, extremal combinatorics and graph theory. He is also interested in applications of probabilistic techniques to finance. He earned his B.S. and his Ph.D. in mathematics at the Massachusetts Institute of Technology. His research is

BSFE Proposal 16 of 22 funded by the National Science Foundation.

Anja Richter has a background in stochastic analysis, specifically backward SDEs and affine processes. Her current focus is the application of these ideas in the modeling of volatility. More precisely she aims to address the question of how one constructs models that are arbitrage free and evolve in a time consistent fashion, as well as the fitting of these models to real data. She obtained her Ph.D. from Humboldt-Universitaet zu Berlin, and subsequently held an appointment as a post-doctoral researcher at the Swiss Federal Institute of Technology (ETH) in Zurich.

Barry I. Shaw has been teaching mathematics, computer algorithms and programming at Baruch for many years. He has a special interest in algorithmic graph theory and its applications to real life problems, and is involved in the study of Quantum computing. C++ is the preferred language in his computer courses, and Python for scientific and financial computing. He holds a B.A. from Yeshiva University in mathematics and physics, and M.A. and Ph.D. from the Belfer Graduate School of Science at Yeshiva University.

Dan Stefanica is an applied mathematician specializing in numerical methods for financial applications. He studied methods for fitting smooth yield curves to market data and wrote the book “A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual”, based on material taught in the Advanced Calculus with Financial Engineering Applications refresher seminar to incoming students of the Baruch MFE Program. In other NSF-funded research with application in finance, he designed fast algorithms for the numerical solution of PDEs and worked on geophysical fluid dynamic problems. He has a Ph.D. in mathematics from the Courant Institute and is Co-Director of the Baruch MFE Program.

Sherman Wong works in the field of ergodic theory and dynamical systems. He has written on topological properties of systems arising from zero-finding algorithms, such as the Newton- Raphson method, the Steffenson acceleration method, and the Bairstow method. His undergraduate and doctoral degrees were earned at UC Berkeley.

BSFE Proposal 17 of 22 Tai-Ho Wang‘s work mostly focuses on option pricing in basically two directions: determining optimal model-free bounds and their corresponding hedging strategies for multi-asset options in a no-arbitrage framework, and the Lie symmetry analysis of financial models. He also works on the robustness and masking effect of certain statistical methodologies by using influence functions and their pair-perturbation counterparts. He received his B.A. and Ph.D. in applied mathematics from National Chiao Tung University, Taiwan.

Mona Zamfirescu works in the fields of probability theory, stochastic analysis, control and optimization problems and their applications to finance. She received her B.A. from the University of Bucharest and her Ph.D. in statistics from Columbia University.

Anticipated Teaching Responsibilities As indicated in this proposal, there will be five new mathematics courses; this translates into about one or two additional courses each semester to be offered by the department, which presently offers about one-hundred and fifty sections each semester; an additional course or two each semester will have a minimal impact on our teaching load. The responsibility to teach the proposed financial engineering courses will be met by our full-time faculty.

6. Facilities and Equipment

There is no need for additional facilities or for any new equipment. The present facilities include the sophisticated Subotnick Financial Services Center as well as Bloomberg terminals readily available for our students to use.

7. Library and Instructional Materials

The department houses the Ercolano Library and in addition, the MFE program has a well- stocked reference library for our financial engineering students. Along with the Baruch College library, no additional library resources are needed. The department has access to various online sources which will also be available.

BSFE Proposal 18 of 22 8. Budget

Projected Enrollment

We anticipate an entering class with about 15 – 20 students, with increasing enrollments each year until we reach about 35 – 40 students per year.

Cost Assessment

The costs associated with this program are just to cover the new courses. The first year there will be no new courses, three new courses the second and third year, and ultimately five new courses the fourth year and thereafter. Five courses would result in an additional $20,000 in adjunct replacement costs. The actual cost could be considerably less, as we offer multiple sections of lower level courses, and a significant portion of these costs can be absorbed by other existing sections by running them at near capacity.

Resources Requested

The requested resources are the adjunct replacement expenditures of: for years 2 and 3, $13,200 ($4000 + $400 fringe benefits for three courses), and $22,000 for years 4 and 5 (five courses).

9. Internal Evaluation

There is universal support for such a program at Baruch. In the appendix to this proposal there are letters of support from Myong Soo Lee, Interim Dean of the Zicklin School, as well as from James Gatheral, Presidential Professor, and Professor Andrew Lesniewski, both senior faculty in the Mathematics department. Dean Lee clearly appreciates the cumulative effect this program can have on both the Zicklin and Weissman schools. Professors Gatheral and Lesniewski each come from distinguished careers in the financial industry, and appreciate the high regard which such a program will be held by our graduates’ future employers.

During the program’s first five years of operation, the office of the Dean of the Weissman School of Arts and Science will closely track the functioning and the performance of the program. Throughout the program, emphasis will be placed on studying practical applications of mathematics in finance and building a solid mathematical understanding of financial phenomena. We therefore believe that the two most relevant measures of the success of our program will be the ability of our graduates to obtain (1) professional positions in the world of

BSFE Proposal 19 of 22 finance, and (2) acceptance into a masters program in financial engineering. Other criteria will include: • the number of applications received and the percent of accepted applications, • the average SAT scores for the students admitted in the program, • the percent of students enrolled in the program who come from schools not usually represented at the college, • the average GPA maintained by the students, • the length of time required by students to complete the program, • the quality of the Capstone presentations which represent the final step required before graduation.

10. External Evaluation We have solicited external evaluations from professionals in both academia and industry. Their letters are in Appendix C. A brief professional biography of each of them follows:

(1) Sasha Stoikov is Head of Research at Cornell Financial Engineering Manhattan and a former Senior VP in the High Frequency Trading group at Cantor Fitzgerald. He has worked as a consultant at Morgan Stanley and was an instructor at the Courant Institute of New York University and at Columbia's IEPR department. He holds a Ph.D. from the University of Texas and a B.S. from Massachusetts Institute of Technology.

(2) Roger Lee is an Associate Professor in the Department of Mathematics at the University of Chicago. His research interests include robust pricing and hedging, implied volatility, asymptotics, and realized volatility contracts. He has a Ph.D. from Stanford and a B.A. from Harvard.

(3) Peter Carr is a Managing Director at Morgan Stanley with 15 years of experience in the derivatives industry. He was also a finance professor for eight years at Cornell University, after obtaining his PhD from UCLA in 1989. He is presently the Executive Director of the Math Finance program at NYU's Courant Institute, the Treasurer of the

BSFE Proposal 20 of 22 Bachelier Finance Society, and a trustee for the Museum of Mathematics in New York. He has over 70 publications in academic and industry-oriented journals and serves as an associate editor for eight journals related to mathematical finance. He was selected as Quant of the Year by Risk Magazine in 2003 and shared in the ISA Medal for Science in 2008. The International Association of Financial Engineers (IAFE) and Sungard jointly selected Dr. Carr as its 2010 Financial Engineer of the Year.

(4) Alireza Javaheri is the Head of Equities Quantitative Research Americas at J.P. Morgan. He has been working since 1994 in the field of derivatives quantitative analysis in various investment banks including Goldman Sachs and Citigroup. He holds an M.Sc. in Electrical Engineering from Massachusetts Institute of Technology and a Ph.D. in Finance from Ecole des Mines de Paris. He is also a CFA charter holder. He has authored several quantitative finance papers on the subject of volatility, including articles with Peter Carr, Paul Wilmott and Espen Haug. His book "Inside Volatility Arbitrage" was elected the quantitative finance book of the year by Wilmott magazine.

(5) Robert Almgren is a Co-founder of Quantitative Brokers. Until 2008, Dr. Almgren was a Managing Director and Head of Quantitative Strategies in the Electronic Trading Services group of Banc of America Securities. From 2000-2005, he was a tenured Associate Professor of Mathematics and Computer Science at the University of Toronto, and Director of its Master of Mathematical Finance Program. Before that, he was an Assistant Professor of Mathematics at the University of Chicago and Associate Director of the Program on Financial Mathematics. Dr. Almgren holds a B.S. in Physics and Mathematics from the Massachusetts Institute of Technology, an M.S. in Applied Mathematics from Harvard University, and a Ph.D. in Applied and Computational Mathematics from Princeton University. He has an extensive research record in applied mathematics, including several papers on optimal securities trading, transaction cost measurement, and portfolio formation.

BSFE Proposal 21 of 22 There is universally strong support indicating the value and rigor of the proposed major, as well as a need and opportunities for its graduates. Students with a strong background in financial mathematics will have opportunities to pursue graduate programs at the best universities and find excellent employment opportunities in the financial sector.

BSFE Proposal 22 of 22 Appendix A

CURRICULUM FORM A

NEW COURSE PROPOSAL WEISSMAN SCHOOL OF ARTS & SCIENCES PLEASE RETURN THIS FORM TO SONYA WAHAB, OFFICE OF THE ASSOCIATE DEAN, B8-265

DEPARTMENT: Mathematics COURSE NUMBER: 3050 DATE: October 7, 2013

COURSE TITLE: Multi-variable and Vector Calculus CREDITS: 4 HOURS PER WEEK: 4

LEARNING GOALS OF COURSE:

Upon completion of this course students will be able to: 1. perform vector operations with dot and cross products; analyze the motion of an object in the space. 2. use equations to describe curves and surfaces in the space; find arc length and curvature. 3. find domains, limits, and partial derivatives of multivariable functions, compute directional derivatives and gradients, apply derivative analysis to geometric problems, approximation problems, and optimization problems. 4. evaluate double and triple integrals and use them to find the volume, center of mass, moments of inertia and surface area. 5. evaluate line integrals and surface integrals, understand and use the major theorems in vector calculus (the Fundamental Theorem of Line Integral, Green’s theorem, Stokes’ theorem, and the Divergence theorem); apply vector analysis to potential and conservation of energy problems.

LEVEL: TIER 3

FREQUENCY OF OFFERING: Every Year PROJECTED ENROLLMENT: 25-30

PREREQUISITES: MTH 3010 with a B+ or higher, or Calculus BC with a grade 4 or 5 COREQUISITE(S): NONE

OTHER DEPARTMENT(S) CONSULTED: OTHER SCHOOL(S) CONSULTED: ( ZSB _____ SPA _____) CROSS-LISTED IN ______DEPARTMENT(S) (If applicable)

BULLETIN DESCRIPTION: In this course, the primary goal is to study the geometry of change in two and three dimensional space. In particular, we use vectors to mathematically describe curves and surfaces in space, and to study the derivatives (rates of change) and integrals (average properties) of functions and vector fields that are defined on curves and surfaces. The unity between geometry and algebra is

BSFE Proposal A-1 most succinctly expressed in the four versions of the Fundamental Theorem of Calculus we study: the fundamental theorem of calculus for vector fields on curves, Green's theorem, Stokes' theorem, the Divergence theorem and applications. The emphasis will be on the understanding the geometry behind numerous algebraic manipulations, while providing a bit more focus on mathematical concepts.

RATIONALE: This is a required course for Financial Engineering majors. Essentially, this course modifies MTH 3020, adding the main theorems of vector calculus needed for the course on numerical methods for differential equations in finance (MTH 4115).

PLEASE ATTACH: (1) COURSE OUTLINE (2) NAME OF REQUIRED TEXT(S) AND READINGS (3) EVALUATIVE CRITERIA APPROVED BY DEPARTMENT DATE 11/12/13 APPROVED BY WSAS CURRICULUM COMMITTEE DATE: 11/14/13 APPROVED BY WSAS FACULTY DATE: 12/11/13

swahab 8/10 CURR FORM A

BSFE Proposal A-2 Curriculum for Mathematics 3050 - Multi-variable and Vector Calculus

Textbook: Vector Calculus (4th edition), Susan J. Colley, Pearson, 2011, ISBN-13: 978-0321780652

Course Outline:

• Vectors, dot product, determinant, cross product, linear transformations, inverse matrices • Equations of planes, distances, parametric equations for lines and curves • Arclength, velocity, acceleration, Kepler’s laws • Level curves, partial derivatives, tangent plane approximations • Max-min problems • Least squares, second derivative test • Differentials, chain rule • Gradient, tangent plane, directional derivative • Lagrange multipliers • Partial differential equations • Double integrals • Polar coordinates, applications • Change of variables • Vector fields and line integrals in the plane • Path independence and conservative fields • Gradient fields and potential functions • Green’s theorem • Flux, normal form of Green’s theorem, simply connected regions • Triple integrals in rectangular and cylindrical coordinates • Spherical coordinates, surface area • Vector fields in 3D, surface integrals and flux • Divergence theorem, applications and proof • Line integrals in space, curl, exactness and potentials • Stokes’ theorem • Topological considerations, Maxwell’s equations

Evaluation: Periodic class tests counting two-thirds of the grade; a cumulative final exam counting one-third of the grade. Graded problem-sets and quizzes may augment the class-test average.

BSFE Proposal A-3 CURRICULUM FORM A

NEW COURSE PROPOSAL WEISSMAN SCHOOL OF ARTS & SCIENCES PLEASE RETURN THIS FORM TO SONYA WAHAB, OFFICE OF THE ASSOCIATE DEAN, B8-265

DEPARTMENT: Mathematics COURSE NUMBER: 4000 DATE: October 8, 2013

COURSE TITLE: Bridge to Higher Mathematics CREDITS: 3 HOURS PER WEEK: 4

LEARNING GOALS OF COURSE: Upon completion of this course, students will be able to: • explain and apply the basic methods of contemporary mathematics. They will be able to use these methods in subsequent courses in probability (MTH4120), stochastic processes (MTH 4125), graph theory (MTH 4140), combinatorics (MTH 4150), algorithms, computers and programming (MTH 4300), introductory financial mathematics (MTH 4500), and 5000-level courses in financial engineering. • use logical notation to define and reason about fundamental mathematical concepts such as sets, relations, functions, and integers. • evaluate elementary mathematical arguments and identify fallacious reasoning (not just fallacious conclusions). • synthesize induction hypotheses and simple induction proofs. • prove elementary properties of modular arithmetic and explain their applications in computer science, for example, in cryptography and hashing algorithms. • apply graph theory models of data structures and state machines to solve problems of connectivity and constraint satisfaction, for example, scheduling. • apply the method of invariants and well-founded ordering to prove correctness and termination of processes and state machines. • derive closed-form and asymptotic expressions for sequences defined by recurrences. • calculate numbers of possible outcomes of elementary combinatorial processes such as permutations and combinations. • calculate probabilities and discrete distributions for simple combinatorial processes; calculate expectations. • solve brainteasers and puzzles, often faced in job interviews across the financial and software sector, and study in a small team with fellow students. • understand the basic concepts of analysis and topology such as (un)countable sets, metric spaces, open/closed/bounded/compact/connected sets, which will provide a necessary foundation for potential graduate-level study of probability theory and stochastic calculus.

LEVEL: TIER 3

FREQUENCY OF OFFERING: Every Year PROJECTED ENROLLMENT: 25- 30

PREREQUISITES: MTH 3010 COREQUISITE(S): NONE

BSFE Proposal A-4

OTHER DEPARTMENT(S) CONSULTED: OTHER SCHOOL(S) CONSULTED: ( ZSB _____ SPA _____) CROSS-LISTED IN ______DEPARTMENT(S) (If applicable)

BULLETIN DESCRIPTION: This class introduces the fundamental and unifying concepts of the contemporary mathematics. Topics covered divide into four categories: 1) fundamental concepts of mathematics: definitions, proofs, sets, functions, elementary number theory; 2) discrete structures: graphs, counting; 3) discrete probability theory; 4) elements of analysis and topology. The underlying goal is to teach students about careful mathematics: precisely stating assertions about well-defined mathematical objects and verifying these assertions using mathematically sound proofs.

RATIONALE: This is a required course for Financial Engineering majors. It provides the bridge to advanced mathematics that is necessary for further studies in probability theory, statistics, algorithm design, and mathematical finance.

swahab 8/10 CURR FORM A

BSFE Proposal A-5 Curriculum for Mathematics 4000 – Bridge to Higher Mathematics

Recommended textbooks: 1. Bridge to Higher Mathematics, Sam Vandervelde, lulu.com, 2010, ISBN-13: 978-0557503377 2. A Mathematical Bridge: An Intuitive Journey in Higher Mathematics, Stephen F. Hewson, World Scientific Pub Co Inc., 2003, ISBN-13: 978-9812385550 3. Mathematics for Computer Science, Eric Lehman, F. Thomson Leighton, Albert R. Meyer, http://courses.csail.mit.edu/6.042/fall13/mcs.pdf, 2013 4. Principles of Mathematical Analysis, Walter Rudin, McGraw-Hill Science/Engineering/Math, 3rd edition, 1976, ISBN-13: 978-0070542358 (Chapters 1 and 2 only)

Course Outline:

1. Logical foundations (propositional logic, predicates, quantifiers, Russell paradox)

2. Proof techniques (proofs by contradiction, mathematical induction, invariants).

3. Number theory (divisibility, primes, modular arithmetic, RSA)

4. Functions (relations, inverse functions, bijections)

5. Ordered sets, irrational, algebraic and transcendental numbers. real and complex number fields, Euclidean spaces

6. Counting (combinations, permutations, words, inclusion-exclusion, recurrences, generating functions)

7. Discrete probability (conditional probability, random variables, expectation, variance, discrete probability distributions, Markov inequality, Chebyshev inequality)

8. Elements of analysis and topology ((un)countable sets, metric spaces, open/closed/bounded/compact/connected sets, Cantor set, Heine-Borel theorem, Weierstrass theorem)

9. Graph theory (trees, matchings, connectivity, coloring, scheduling, TSP, digraphs, state machines)

10. Optimization (linear programming, simplex algorithm)

Evaluation: Periodic class tests counting two-thirds of the grade; a cumulative final exam counting one-third of the grade. Graded problem-sets and quizzes may augment the class-test average.

BSFE Proposal A-6 CURRICULUM FORM A

NEW COURSE PROPOSAL WEISSMAN SCHOOL OF ARTS & SCIENCES PLEASE RETURN THIS FORM TO SONYA WAHAB, OFFICE OF THE ASSOCIATE DEAN, B8-265

DEPARTMENT: Mathematics COURSE NUMBER: 4115 DATE: October 25, 2013

COURSE TITLE: Numerical Methods for Differential Equations in Finance

CREDITS: 4 HOURS PER WEEK: 4

LEARNING GOALS OF COURSE: Upon completion of this course students will be able to 1. Find closed form solutions to ordinary and partial differential equations derived from financial models 2. Derive the celebrated Black-Scholes formula by solving the Black-Scholes PDE 3. Compute values of European, American, and exotic options using finite difference numerical methods 4. Download options market data and use it as input for codes generating implied volatility surfaces.

LEVEL: TIER 3

FREQUENCY OF OFFERING: Every Year PROJECTED ENROLLMENT: 25-30

PREREQUISITES: MTH 3030 or MTH 3050, MTH 4100 COREQUISITE(S): NONE

OTHER DEPARTMENT(S) CONSULTED: OTHER SCHOOL(S) CONSULTED: ( ZSB _____ SPA _____) CROSS-LISTED IN ______DEPARTMENT(S) (If applicable)

BULLETIN DESCRIPTION: This course covers exact solutions of ordinary and partial differential equations, as well as numerical solutions to these differential equations using finite difference methods. The financial applications include the Black-Scholes model and corresponding formulas, as well as practical issues of computing implied volatilities for American and European options from market data. The course will provide students with practical numerical tools for financial derivatives valuation.

RATIONALE: This is a required course for Financial Engineering majors. It can be also taken as an elective by advanced actuarial science and mathematics majors.

PLEASE ATTACH: 1. COURSE OUTLINE 2. NAME OF REQUIRED TEXT(S) AND READINGS 3. EVALUATIVE CRITERIA APPROVED BY DEPARTMENT DATE 11/12/13 APPROVED BY WSAS CURRICULUM COMMITTEE DATE: 11/14/13 APPROVED BY WSAS FACULTY DATE: 12/11/13 swahab 8/10 CURR FORM A

BSFE Proposal A-7 Curriculum for MTH 4115 - Numerical Methods for Differential Equations in Finance

Textbooks:

A First Course in the Numerical Analysis of Differential Equations. Arieh Iserles, Cambridge University Press, Second Edition, 2008, ISBN-13: 978-0521734905

The Mathematics of Financial Derivatives. Paul Wimott, Sam Howison, Jeff Dewynne, Cambridge University Press, 1995, ISBN-13: 978-0521497893

Course Outline:

1. Ordinary differential equations: existence and uniqueness of solutions. 2. Linear ODEs with constant coefficients. Linear ODEs with variable coefficients. 3. Perpetual options pricing. 4. Euler’s method and the trapezoidal rule for solving ODEs. 5. Parabolic, hyperbolic, and elliptic PDEs. Fundamental solution and general solution for the diffusion equation. 6. Stochastic differential equations. The lognormal model and the Black-Scholes framework. 7. The Black-Scholes PDE. Exact solution and Black-Scholes formulas. 8. Finite difference methods. Explicit and implicit methods: Euler and Crank-Nicolson. 9. Numerical solution of the Black-Scholes PDE. 10. American options valuation using finite differences. 11. Implied volatility computation using finite difference methods from options market data. 12. PDE formulation and numerical valuation for Asian options.

Evaluation: Graded problem-sets will count as one third of the grade. A midterm exam will count as one third of the grade. A cumulative final exam will count as one third of the grade.

BSFE Proposal A-8 CURRICULUM FORM A

NEW COURSE PROPOSAL WEISSMAN SCHOOL OF ARTS & SCIENCES PLEASE RETURN THIS FORM TO SONYA WAHAB, OFFICE OF THE ASSOCIATE DEAN, B8-265

DEPARTMENT: Mathematics COURSE NUMBER: 4600 DATE: October 27, 2013

COURSE TITLE: Data Analysis and Simulation for Financial Engineers

CREDITS: 4 HOURS PER WEEK: 4

LEARNING GOALS OF COURSE: Upon completion of this course students will be able to: 1. analyze the risk profile of a portfolio by means of the CAPM (Capital Asset Pricing Model) and APT (Arbitrage Pricing Theory) frameworks using such tools as linear regression, principal component and factor analysis 2. analyze univariate financial time series using (a) basic statistical methodologies such as histograms, empirical distribution functions, maximum likelihood estimators; (b) one of the standard time series models 3. estimate stochastic volatility using the GARCH model 4. sample from various distributions, simulate data sets and basic stochastic processes 5. apply MCMC (Markov Chain Monte Carlo) methods to analysis of financial data 6. use an HMM (Hidden Markov Model) or a Kalman filter to predict or smooth financial time series 7. construct an optimal portfolio by using mean-variance analysis 8. perform risk assessment of a portfolio using VaR (Value-at-Risk) and CVaR (Conditional Value-at-Risk) estimation

LEVEL: TIER 3

FREQUENCY OF OFFERING: Every Year PROJECTED ENROLLMENT: 25- 30

PREREQUISITES: MTH 4125, MTH 4130, MTH 4500 COREQUISITE(S): NONE

OTHER DEPARTMENT(S) CONSULTED: OTHER SCHOOL(S) CONSULTED: ( ZSB______SPA _____) CROSS-LISTED IN ______DEPARTMENT(S) (If applicable)

BULLETIN DESCRIPTION: This is a “capstone” course for financial engineering majors which brings to life their sophisticated mathematical background (in probability, stochastic processes, statistics, and financial mathematics) by connecting it to hands-on analysis of data and simulation techniques needed for real world financial engineering applications. Course topics

BSFE Proposal A-9 include time series analysis, Markov Chain Monte Carlo methods, hidden Markov models, portfolio risk management.

RATIONALE: This is a required course for Financial Engineering majors. It relies on a sophisticated mathematical background acquired in prerequisite courses and equips students with modern data analysis and simulation techniques used in financial engineering industry.

swahab 8/10 CURR FORM A

BSFE Proposal A-10 Curriculum for MTH 4600 – Data Analysis and Simulation for Financial Engineers

The course readings will be based on instructor's notes and readings from several sources. The following text will be used as a principal reference:

R. S. Tsay: Analysis of Financial Time Series, 3d edition, Wiley (2010), ISBN-13: 978- 0470414354

Other recommended texts: • D. Ruppert: Statistics and Data Analysis for Financial Engineering, Springer (2010) • T. L. Lai, and H. Xing: Statistical Models and Methods for Financial Markets, Springer (2008) • R. Carmona: Statistical Analysis of Financial Data in S-Plus, Springer (2004)

Course Outline:

• Basic Financial Data Analysis (6 hours) ◦ Cross-sectional and time series data ◦ Descriptive statistics ◦ Histograms ◦ Distribution functions and likelihood functions • Multivariate models (8 hours) ◦ Review of multi-normal distribution ◦ Cholesky decomposition and simulating multi-normal variables ◦ Linear regression models ◦ CAPM (Capital Asset Pricing Model) ◦ Principal component analysis and factor analysis ◦ APT (Arbitrage Pricing Model) • Time series models (10 hours) ◦ Stationarity, correlations and autocorrelations ◦ AR models ◦ MA models ◦ ARMA models ◦ Unit roots and the Dickey-Fuller test ◦ Cointegration ◦ Stochastic volatility and GARCH • Bayesian Data Analysis and Markov Chain Monte Carlo (8 hours) ◦ Review of Bayes' theorem, prior and posterior distributions ◦ Review of Markov chains ◦ Metropolis-Hastings algorithm ◦ Gibbs sampler

BSFE Proposal A-11 • State space models (8 hours) ◦ Hidden Markov models ▪ Maximum likelihood for the HMM ▪ The sum-product algorithm ▪ The Viterbi algorithm ◦ Linear dynamical systems and the Kalman filter • Non-parametric methods (6 hours) ◦ Kernel smoothing ◦ Splines and curve fitting ◦ Treasury curve construction • Portfolio risk management (8 hours) ◦ Review of the mean variance portfolio model ◦ The Black-Litterman model ◦ VaR and CoVaR ◦ Postmodern portfolio theory

Evaluation: One midterm exam counting one third of the grade, several computational homework assignments counting one third of the grade, and a cumulative final exam counting one-third of the grade.

BSFE Proposal A-12 CURRICULUM FORM A

NEW COURSE PROPOSAL WEISSMAN SCHOOL OF ARTS & SCIENCES PLEASE RETURN THIS FORM TO SONYA WAHAB, OFFICE OF THE ASSOCIATE DEAN, B8-265

DEPARTMENT: Mathematics COURSE NUMBER: 5500 DATE: October 17, 2013

COURSE TITLE: Stochastic Calculus for Finance CREDITS: 4 HOURS PER WEEK: 4

LEARNING GOALS OF COURSE: Upon completion of this course students will be able to (a) define the Ito stochastic integral, account for its significance, and perform basic calculations (b) use Ito's formula in a variety of contexts and interpret the results (c) solve basic stochastic differential equations arising in financial modeling (d) explain and apply the change-of-measure technique for risk-neutral valuation of financial derivatives

LEVEL: TIER 3

FREQUENCY OF OFFERING: Every Year PROJECTED ENROLLMENT: 25- 30

PREREQUISITES: MTH 4120, MTH 4125, MTH 4500 COREQUISITE(S): NONE

OTHER DEPARTMENT(S) CONSULTED: OTHER SCHOOL(S) CONSULTED: ( ZSB _____ SPA _____) CROSS-LISTED IN ______DEPARTMENT(S) (If applicable)

BULLETIN DESCRIPTION: This course is an introduction to stochastic calculus and its applications to modern finance. The core topics developed in the course are the Ito stochastic integral, Ito's formula, and basic stochastic differential equations. The course will provide students with indispensable tools for valuation of financial derivatives and for keeping up with developments in financial modeling.

RATIONALE This is a required course for Financial Engineering majors. It can be also taken as an elective by advanced actuarial science and mathematics majors.

swahab 8/10 CURR FORM A

BSFE Proposal A-13 Curriculum for Mathematics 5500 - Introductory Stochastic Calculus for Finance

Textbook: Elementary Stochastic Calculus with Finance in View, Thomas Mikosh, World Scientific Publishing Company, 1999, ISBN-13: 978-9810235437

Course Outline:

1. Review of key concepts of probability and stochastic processes needed for stochastic calculus 2. Ito stochastic integral and its properties 3. Ito's formula and its variants 4. Ito stochastic differential equations 5. The general linear stochastic differential equations 6. Numerical solutions of stochastic differential equations 7. Applications of stochastic calculus to valuation of financial derivatives

Evaluation: Periodic class tests counting two-thirds of the grade; a cumulative final exam counting one-third of the grade. Graded problem-sets and quizzes may augment the class-test average.

BSFE Proposal A-14 Appendix B

Internal Letters of Support

The internal letters are from:

(1) Myung Soo Lee, Interim Dean, Zicklin School of Business (2) James Gatheral, Presidential Professor of Mathematics (3) Andrew Lesniewski, Professor of Mathematics

BSFE Proposal B - 1 BSFE Proposal B - 2

BSFE Proposal B - 3

BSFE Proposal B - 4 Appendix C

External Letters of Support

The external letters are from:

(1) Professor Sasha Stoikov, Cornell Universiy (2) Professor Roger Lee, University of Chicago (3) Peter Carr is a Managing Director at Morgan Stanley. (4) Robert Almgren is a Co-founder of Quantitative Brokers. (5) Alireza Javaheri is the Head of Equities Quantitative Research Americas at J.P. Morgan.

BSFE Proposal C - 1

BSFE Proposal C - 2

BSFE Proposal C - 3

BSFE Proposal C - 4

BSFE Proposal C - 5

BSFE Proposal C - 6 Appendix D

Faculty Curriculum Vitae

This Appendix contains the (Baruch style) curriculum vitae for the following faculty:

1) Michael Carlisle 2) James Gatheral 3) Warren B. Gordon 4) Sarah Harney 5) C. Douglas Howard 6) Elena Kosygina 7) Andrew Lesniewski 8) Ivan Matic 9) Anita Mayo 10) Carlos J. Moreno 11) Jarrod Picken 12) Rados Radoicic 13) Beryl Shaw 14) Dan Stefanica 15) Tai Ho Wang 16) Sherman Wong 17) I. Mona Zamfirescu

BSFE Proposal D - 1 Carlisle, Michael

1. EDUCATION:

Degree Institution Field Dates Ph D CUNY Graduate Center Mathematics 2012 MPhil CUNY Graduate Center Mathematics 2008 BA New College of Florida Mathematics / 2001 Computer Science

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College, CUNY Assistant Professor Mathematics August 20, 2012 - Present

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Fashion Institute of Adjunct Lecturer Mathematics August 20, 2009 - Technology December 31, 2012 Baruch College, CUNY Teaching Assistant Mathematics August 20, 2007 - August 20, 2012

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates MathLynx Mathematics Developer November 1, 2010 - December 31, 2012

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Assistant Professor August 20, 2012 - Present Teaching Assistant August 20, 2007 - August 20, 2012

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

B. Papers in Professional Journals: (1) Articles:

Carlisle, M., Laufer, M. S. (2013). On upper bounds for toroidal mosaic numbers. Springer Science+Business Media, 12(9), 2935-2945. link.springer.com/article/10.1007%2Fs11128-013-0576-y

(2) Proceedings:

BSFE Proposal D - 2 Carlisle, M. (Presenter & Author), Hadjiliadis, O. (Author Only), Stamos, I. (Author Only), 52nd IEEE Conference on Decision and Control, Institute of Electrical and Electronics Engineers, Palazzo dei Congressi, Florence, Italy, "Sequential Decision Making in Two-Dimensional Hypothesis Testing", International, Yes, published in proceedings, Accepted. (December 13, 2013).

C. Chapters in Books:

Carlisle, M., Hadjiliadis, O., Stamos, I. (in press). Trends and trades. Handbook of High- Frequency Trading and Modeling in Finance, Vol. II (vol. 2). New York, NY: Wiley. kolmogorov.math.stevens.edu/specialissues/index.php/HHFDM/

D. Government Reports or Monographs:

E. Book Reviews:

7. OTHER PUBLICATIONS:

Carlisle, M., Hadjiliadis, O. (2013). Sequential Decision Making in Two-Dimensional Hypothesis Testing. New York, NY: Institute of Electrical and Electronics Engineers (IEEE). ieee.org/

Carlisle, M., Li, X., Kwan, A. C., Leung, L., Enemuo, A., Anshel, M. (2007). An Elementary Electronc Voting Protocol Using RFID (pp. 234-238). Information Assurance and Security Workshop, 2007. IAW '07. IEEE SMC. ieeexplore.ieee.org/xpl/articleDetails.jsp?partnum=4267566

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Carlisle, M. (Presenter & Author), Hadjiliadis, O. (Author Only), Stamos, I. (Author Only), AMS Fall Eastern Sectional Meeting, American Mathematical Society, Temple University, Philadelphia, PA, "Trends and Trades: Trend-based trading scheme using CUSUM", Regional, No, published elsewhere, Accepted. (October 12, 2013).

Carlisle, M., International Conference on Continuous Optimization 2013, Mathematical Optimization Society, Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa, Lisbon, Portugal, "Sequential decision rules and times for two-dimensional hypothesis testing", International, Yes, published elsewhere, Accepted. (July 29, 2013).

Carlisle, M. (Presenter & Author), Hadjiliadis, O. (Presenter & Author), AMS Spring Eastern Sectional Meeting, American Mathematical Society, Boston College, Chestnut Hill, MA, "Two-Dimensional Sequential Hypothesis Testing in the Brownian Motion Model", Regional, No, published elsewhere, Accepted. (April 6, 2013).

Carlisle, M., 6th Annual Graduate Student Conference in Probability, The School of Mathematics at Georgia Tech, Georgia Institute of Technology, Atlanta, GA, "Late Points of Two-Dimensional Random Walks", National, No, Accepted. (April 27, 2012).

BSFE Proposal D - 3 Carlisle, M., Technology in Mathematics Instruction Conference 2010, CUNY, CUNY Graduate Center, New York, NY, "CUNYMath: A Central Web Presence for the CUNY Mathematics Community", Local, No, Accepted. (June 8, 2010).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

C. Research in progress.

Carlisle, M. Harnack Inequalities of Hitting Distributions of Projections of Planar Symmetric Random Walks on the Lattice Torus (pp. 21). Ithaca, NY: arXiv. arxiv.org/abs/1209.2742

Carlisle, M. On Escaping, Entering, and Visiting Discs of Projections of Planar Symmetric Random Walks on the Lattice Torus (pp. 31). Ithaca, NY: arXiv. arxiv.org/abs/1209.2383

Carlisle, M. On the Escape of a Symmetric Random Walk From Two Pieces of a Tripartite Set (pp. 6). Ithaca, NY: arXiv. arxiv.org/abs/1209.1761

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

11. GRANTS-IN-AID:

12. INSTITUTIONAL SERVICE: A. Service to the Department

Final Exams, Committee Member, approximately 20 hours spent for the year, Yes, appointed, Pro Bono, organization, administration of uniform final exams. (August 27, 2012 - Present). process, proctor, head proctor uniform final exams

Masters in Finance, Committee Member, approximately 120 hours spent for the year, Yes, appointed, Compensated, management of MFE curricula, programs, and applications. (August 27, 2012 - Present). support of MFE curricula, pre-MFE and refresher programs, MFE applications

B. Service to the School

C. Service to the College

D. Service to the Graduate Center

E. Service to the University

BSFE Proposal D - 4 CUNYMath Website, Committee Member, No, neither, Compensated, discussing, organizing, approving content for CUNYMath website. (August 1, 2007 - May 31, 2011). constructed, wrote, edited content for CUNYMath website

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

Institute of Electrical and Electronics Engineers, IEEE, International. (September 3, 2013 - Present).

Mathematical Optimization Society, MOS, International. (May 1, 2013 - Present).

Institute of Mathematical Sciences, IMS, International. (August 1, 2009 - Present).

Mathematical Association of America, MAA, National. (August 20, 2007 - Present).

American Mathematical Society, AMS, National. (August 20, 2003 - Present).

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

Probability in the Engineering and Informational Sciences, Reviewer, Journal Article, approximately 5 hours spent for the year, No, neither, Pro Bono, National. peer-review article for publication

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MTH 2205, Applied Calculus II, 32, 3 credit hours, Lower Division, Undergraduate, Classroom, (Fall 2013).

MTH 4100, Linear Algebra, 35, 3 credit hours, Upper Division, Undergraduate, Classroom, (Fall 2013).

MTH 2003, Pre-calculus and Elements of Calculus, 36, 3 credit hours, Lower Division, Undergraduate, Classroom, (Summer 2013).

MTH 4500 - 1557, Intro to Financial Mathematics, 30, 4 credit hours, Upper Division, Undergraduate, Classroom, (Spring 2013).

MTH 2610 - 0532, Calculus I, 15, 4 credit hours, Lower Division, Undergraduate, Classroom, (Fall 2012).

BSFE Proposal D - 5 Gatheral, James

1. EDUCATION:

Degree Institution Field Dates Ph D Cambridge University Physics 1983 BSc University of Glasgow Mathematics 1979

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College, CUNY Professor Mathematics 2011 - Present

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Copenhagen Business School Adjunct Professor Mathematics May 2009 African Institute of Adjunct Professor Mathematics February 2009 Mathematical Sciences, Cape Town Courant Institute, NYU Adjunct Professor Mathematics 2000 - 2007 Courant Institute, NYU Adjunct Professor Mathematics 1998

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates Merrill Lynch, New York, NY Managing Director 1995 - Present Merrill Lynch, London, Managing Director 1993 - 1995 England Bankers Trust International Managing Director 1992 - 1993 Ltd., London, England BT Asia Securities Ltd., Tokyo, Managing Director/General 1990 - 1992 Japan Manager Bankers Trust International Vice President 1988 - 1990 Ltd., London, England Bankers Trust International Assistant Vice President 1986 - 1988 Ltd., London, England Bank of America, London, Assistant Vice President 1983 - 1986 England

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Professor 2011 - Present

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

BSFE Proposal D - 6 Gatheral, J. (2006). In Wiley (Ed.), “The Volatility Surface: A Practitioners Guide” (pp. 208 pages).

B. Papers in Professional Journals: (1) Articles:

Gatheral, J., Jacquier, A. "Arbitrage-Free SVI Volatility Surfaces". Quantitative Finance.

Gatheral, J., Hsu, E., Laurence, P., Ouyang, C., Wang, T. (2012). "Asymtotics of Implied Volatility in Local Volatility Models". Mathematical Finance, 22(4), 591- 620.

Gatheral, J., Schied, A. (2012). "Dynamical Models of Market Impact and Algorithms for Order Execution". Handbook on Systemic Risk (Eds.: J.-P. Fouque and J. Langsam), Cambridge University Press.

Gatheral, J., Wang, T. (2012). "The Heat-Kernel Most-Likely-Path Approximation". International Journal of Theoretical and Applied Finance, 15(1), 1250001.

Gatheral, J., Schied, A., Slynko, A. (2012). "Transient Linear Price Impact and Fredholm Integral Equations". Mathematical Finance, 22(3), 445-474.

Gatheral, J., Wang, T.-h. (2012). The heat-kernel most-likely-path approximation. To appear in International Journal of Theoretical and Applied Finance, 15(1).

Gatheral, J., Jacquier, A. (2011). "Convergence of Heston to SVI". Quantitative Finance, 11(8), 1129-1132.

Gatheral, J., Schied, A., Slynko, A. (2011). "Exponential Resilience and Decay of Market Impact". Econophysics of Order-Driven Markets, Springer, 225-236.

Gatheral, J., Schied, a. (2011). "Optimal Trade Execution under Geometric Brownian Motion in the Almgren and Chriss Framework". International Journal of Theoretical and Applied Finance, 14(3), 353-386.

Gatheral, J., Schied, A., Slynko, A. (2011). Transient linear price impact and Fredholm integral equations.

Gatheral, J., Kamal, M. (2010). "Implied Volatility Surface". Encylclopedia of Quantitative Finance (ed.: Rama Cont).

Gatheral, J. (2010). "Jump-diffusion Models". Encyclopedia of Quantitative Finance (ed.: Rama Cont), Wiley.

Gatheral, J., Kamal, M. (2010). Implied Volatility Surface, in Rama Cont (ed.). Encyclopedia of Quantitative Finance, John Wiley & Sons, 926-931.

BSFE Proposal D - 7

Gatheral, J. (2010). Jump-Diffusion Models, in Rama Cont (ed). Encyclopedia of Quantitative Finance, John Wiley & Sons, 987-989.

Gatheral, J. (2010). No-Dynamic-Arbitrage and Market Impact. Quantitiative Finance, 10(7), 749-759.

Gatheral, J., Oomen, R. (2010). Zero-Intelligence Realized Variance Estimation. Finance and Stochastics, 14(2), 249-283.

Gatheral, J., Kamal, M. (2009). “Implied Volatility Surface”. Encyclopedia of Quantitative Finance, 1-5.

Gatheral, J. (2009). “Jump-Diffusion Models”. Encyclopedia of Quantitative Finance, 1-3.

Gatheral, J. (2009). “Zero-Intelligence Realized Variance Estimation”. Finance and Stochastics, 1-32.

Gatheral, J. (in press). “No-Dynamic-Arbitrage and Market Impact"., 28 pages.

Gatheral, J. (2006). “Math and Physics Everywhere”. Financial Engineering News.

Gatheral, J., Friz, P. (2005). “Valuation of Volatility Derivatives as an Inverse Problem”. Quantitative Finance, 5(6), 531-542.

Gatheral, J., Epelbaum, Y., Han, J., Laud, K. (1999). “Implementing Option Pricing Models Using Software Synthesis". Computing in Science and Engineering, 54-64.

Gatheral, J. (1997). “Delta Hedging with Uncertain Volatility”, in Volatility in the capital markets: State-of-the-art techniques for modeling, managing, and trading volatility by Israel Nelken (editor).

Gatheral, J., Frenkel, J., Taylor, J. (1984). “Quark-antiquark Annihilation is Infrared Safe at High Energy to all orders”. Nuclear Physics B233, 307-335.

Gatheral, J. (1983). “Exponentiation of Eikonal Cross Sections in Nonabelian Gauge Theories”. Physics Letters B (top cited papers), 133B(1, 2), 90-94.

Gatheral, J., Frenkel, J., Taylor, J. (1983). “Soft Gluons and the Eikonal Approximation with Massless Quarks”. Nuclear Physics B228, 529-536.

Gatheral, J., Frenkel, J., Taylor, J. (1982). “Asymptotic States and Infrared Divergences in Non-Abelian Theories”. Nuclear Physics B194, 172-180.

(2) Proceedings:

BSFE Proposal D - 8 C. Chapters in Books:

D. Government Reports or Monographs:

E. Book Reviews:

7. OTHER PUBLICATIONS:

Gatheral, J., Schied, A., Slynko, A. (2011). In Abergel, F.; Chakrabarti, B.K.; Chakraborti, A.; Mitra, M. (Ed.), Exponential resilience and market impact (pp. 225-236). Econophysics of order-driven markets, Springer.

Gatheral, J., Hsu, E., Laurence, P., Ouyang, C., Wang, T.-h. (in press). “Asymptotics of Implied Volatility in local volatility models”.

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Gatheral, J., Inaugural Bloomberg Quant Seminar, New York City, "The Volatility Surface: Statics and Dynamics".

Gatheral, J., Osaka University, "Arbitrage-Free SVI Volatility Surfaces". (December 2012).

Gatheral, J., Market Microstructure: Confronting Many Viewpoints, Paris, "Market Impact with Autocorrelated Order Flow Under Perfect Competition: The Donier Model". (December 2012).

Gatheral, J., National School of Development, Perkin University, "The Execution Puzzle: How and When to Trade to Minimize Cost". (December 2012).

Gatheral, J., Quant Congress Europe, London, "Arbitrage-Free SVI Volatility Surfaces". (October 2012).

Gatheral, J., Global Derivatives and Risk Management Conference, Barcelona, "On the Square- Root Model of Market Impact". (April 2012).

Gatheral, J., Fall Conference, Boston, "Optimal Order Execution JOIM". (October 2011).

Gatheral, J., Fifth International Financial and Capital Markets Conference, Campos do Jordao, "The Execution Puzzle: How and When to Trade to Minimize Cost". (August 2011).

Gatheral, J., Global Derivatives and Risk Management Conference, Paris, "The variational Most- Likely-Path". (April 2011).

Gatheral, J., Market Microstructure: Confronting Many Viewpoints, Paris, "Price Manipulation in Models of The Order Book". (December 2010).

BSFE Proposal D - 9 Gatheral, J., American Mathematical Society, 2009 Fall Eastern Section Meeting, University Park, PA. (October 2009).

Gatheral, J., Ecole Polytechnique, "“No-Dynamic-Arbitrage and Market Impact”". (January 2009).

Gatheral, J., NYU Courant Institute Algorithmic Trading Conference, "“Random Matrix Theory and Covariance Estimation”". (October 2008).

Gatheral, J., Bachelier Congress, London (Plenary talk), "“Consistent Modeling of SPX and VIX Options”". (July 2008).

Gatheral, J., Global Derivatives and Risk Management Conference, Paris, "“Further Developments in Volatility Derivatives Pricing”". (May 2008).

Gatheral, J., Global Derivatives and Risk Management Conference, Paris, "“Developments in Volatility Derivatives Pricing”". (May 2007).

Gatheral, J., The Derivatives Technology Foundation Symposium, Amsterdam, "“Real-time Volatility Estimation Under Zero Intelligence”". (June 2006).

Gatheral, J., Global Derivatives and Risk Management Conference, Paris, "“Valuation of volatility derivatives”". (May 2005).

Gatheral, J., Global Derivatives and Risk Management Conference, Madrid, "“A parsimonious arbitrage-free implied volatility parameterization with application to the valuation of volatility derivatives”". (May 2004).

Gatheral, J., Global Derivatives and Risk Management Conference, Barcelona, "“Modeling the Implied Volatility Surface”". (May 2003).

Gatheral, J., Risk 2000 USA, Boston, USA, "“Rational Shapes of the Volatility Surface"". (June 2000).

Gatheral, J., Columbia University Financial Engineering Seminar, "“Volatility and Hedging Errors”". (September 1999).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

C. Research in progress.

Gatheral, J., Bayer, C., Karlsmark, M. (2012). "Fast Ninomiya-Victoir Calibration of The Double-Mean-Reverting Model".

BSFE Proposal D - 10 Gatheral, J., Wang, T. (2012). "Implied Volatility from Local Volatility: A Path Integral Approach.

Gatheral, J., Donier, J., Lillo, F. (2012). "Market Impact with Autocorrelated Order ow Under Perfect Competion.

Gatheral, J. (2012). Arbitrage-Free SVI Volatility Surfaces.

Gatheral, J., Wang, T.-h. (2012). Implied volatility from local volatility: A path integral approach.

Gatheral, J., Wang, T.-h. (2012). Small time asymptotics for Asian options in local volatility models.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

11. GRANTS-IN-AID:

12. INSTITUTIONAL SERVICE: A. Service to the Department

B. Service to the School

C. Service to the College

MFE Graduate Committee, Committee Member.

D. Service to the Graduate Center

E. Service to the University

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

Finance and Stochastics, Referee.

International Journal of Theoretical and Alpllied Finance, Referee.

Journal of Algorithmic Finance, Referee.

Journal of Applied Mathematical Finance, Referee.

Journal of Econometrics, Referee.

Mathematical Finance, Referee.

BSFE Proposal D - 11 Quantitative Finance, Referee.

Quantitative Finance, Co-Editor-in-Chief.

Risk Magazine, Referee.

The International Journal of Theoretical and Alpllied Finance, Managing Editor.

The SIAM Journal of Finacial Mathematics, Associate Editor.

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MTH 9903, Capstone Project.

MTH 5000, Independent Study.

MTH 4500, Introduction to Financial Mathematics.

MTH 9879, Market Microstructure Models.

MTH 9875, The Volaility Surface.

BSFE Proposal D - 12 Gordon, Warren B.

1. EDUCATION:

Degree Institution Field Dates Ph D New York University, Courant Mathematics 1979 Institute MS New York University, Courant Mathematics 1970 Institute B.E. (Electrical) City College - CUNY Electrical 1968 Engineering

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Professor Mathematics January 2005 - Present Baruch College Associate Professor Mathematics January 1983 - December 2004 Baruch College Assistant Professor Mathematics January 1979 - December 1982 Baruch College Lecturer Mathematics September 1970 - December 1979

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates New York City Transit Junior Electric Engineer 1968 - 1969 Authority

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Professor January 2005 - Present Associate Professor January 1983 - December 2004 Assistant Professor January 1979 - December 1982 Lecturer September 1970 - December 1979

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

Gordon, W. B., Allen-Materowski, A., Wang,, W. (2006). Applied Calculus (pp. 1-292). Pearson Publishing Company.

BSFE Proposal D - 13 Gordon, W. B., Allen-Materowski, A., Wang, W. (2006). Applied Calculus for Business, Economics and Finance (pp. 1-292). Pearson Publishing Company.

Gordon, W. B., Shane, H. (2005). Matrices and Systems of Linear Equations (pp. Fouth Edition, 1-60). Pearson Publishing Company.

Gordon, W. B., Wang, W. (2005). Precalculus and Elements of Calculus (pp. 1-450). Pearson Publishing Company.

Gordon, W. B. (2002). Succeeding in Applied Calculus: Algebra Essentials (pp. 1-223). Brooks Cole Publishing Company.

Gordon, W. B. (2001). Calculus Preliminaries (pp. 1-293). Thompson Learning.

Gordon, W. B., Shane, H. (1983). Topics in Applied Mathematics (pp. 1-106). Burgess Publishing.

B. Papers in Professional Journals: (1) Articles:

Gordon, W. B. (2007). Trees and Geometric Sums. Mathematics Teacher, Journal of the National Council of Teachers of Mathematics, in press.

Gordon, W. B. (2006). The Calculus of Elasticity. AMATYC Review, 27(2), 53-55.

Gordon, W. B. (2005). Variation on Completion of the Square. Journal of the National Council of Teachers of Mathematics, 99(2), 85.

Gordon, W. B. (2004). No so Mysterious. Journal of the National Council of Teachers of Mathematics, 98(3), 150-151.

Gordon, W. B. (2004). On the Integration of Technology into the Calculus I Curriculum. AMATYC Review, 25(2), 52-59.

Gordon, W. B., Wohlgelernter, D. (1982). A Modified Approach to the Method of Partial Fractions. AMATYC Review, 3(2), pp. 37-42.

Gordon, W. B. (1982). A Uniform Asymptomatic Analysis of Dispersive Wave Motion Across a Space-Time Shadow Boundary. Wave Motion, pp. 349-369.

Donahey, R., Gordon, W. B. (1980). An Investment Approach to Geometric Series. College Mathematics Journal, 11, pp. 120-121.

Gordon, W. B., Wohlgelertner, D. (1980). More on Slope. Mathematics Teacher, Journal of National Council of Teachers of Mathematics, 73, 570.

BSFE Proposal D - 14 Gordon, W. B. (1979). On the Distance from a Point to a Line. College Mathematics Journal, 10, pp. 348-349.

Gordon, W. B., Shane, H. (1979). On the Rule of 72. College Mathematics Journal, 10, 117-118.

(2) Proceedings:

Gordon, W. B., Sixth Annual Hawaii Conference on Statistics, Mathematics and related Fields, "Increasing the Pass Pate in Precalculus: A Preliminary Report", published in proceedings. (January 17, 2007).

C. Chapters in Books:

D. Government Reports or Monographs:

E. Book Reviews:

7. OTHER PUBLICATIONS:

Gordon, W. B. (2013). An Elementary Introduction to Probability.

Gordon, W. B., Shane, H. (1998). Elements of Counting and Probability Theory. Baruch College Notes for MTH 8001.

Gordon, W. B. (1996). A Brief Introduction to Difference Equations. Baruch College Notes for MTH 4110.

Gordon, W. B. (1995). Exploring Calculus with Maple. Baruch College Notes for MTH 2610.

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Gordon, W. B., Sixth Annual Hawaii Conference on Statistics, Mathematics and related Fields, "Increasing the Pass Pate in Precalculus: A Preliminary Report". (January 2007).

Gordon, W. B., International Conference on Technology in Collegiate Mathematics, New Orleans, Louisiana. (October 2004).

Gordon, W. B., 17th Annual Department Chairs Colloquium, Board on Mathematical Sciences, National Research Council, Washington DC. (November 2002).

Gordon, W. B., International Conference on Technology in Collegiate Mathematics, Orlando, Florida. (November 2002).

Gordon, W. B., Board on Mathematical Sciences, National Research Council, Washington DC, "Managing and Growing Your Department". (November 2001).

BSFE Proposal D - 15 Gordon, W. B., Board on Mathematical Sciences, National Research Council, Washington DC, "Building Relationships Beyond the Boundary of the Department". (November 2000).

Gordon, W. B., Board on Mathematical Sciences, National Research Council, Washington DC, "Building a Community of Chairs". (November 1999).

Gordon, W. B., Board on Mathematical Sciences, National Research Council, Arlington, Washington DC, "Leading, Innovating and Succeeding". (November 1998).

Gordon, W. B., Board on Mathematical Sciences, National Research Council, Bethesda, Maryland, "Being More Resourceful and Winning More Resources". (November 1997).

Gordon, W. B., Board on Mathematical Sciences, National Research Council, Washington DC, "Preserving Strengths while Meeting Challenges". (October 1996).

Gordon, W. B., Board on Mathematical Sciences, National Research Council, Arlington, Virginia, "Managing While Science and Education Evolve". (October 1995).

Gordon, W. B., Board on Mathematical Sciences, National Research Council, Arlington, Virginia, "Shaping a New Contract with the University and Society". (October 1994).

Gordon, W. B., Board on Mathematical Sciences, National Research Council, Arlington, Virginia, "The Role of the Mathematical Sciences in the University and In Society". (October 1993).

Gordon, W. B., Board on Mathematical Sciences, National Research Council, Arlington, Virginia, "Chairing the Changing Mathematics Sciences Departments of the 1990s". (October 1992).

Gordon, W. B., Board on Mathematical Sciences, National Research Council, Arlington, Virginia, "Encouraging Talent into The Mathematical Sciences Pipeline". (October 1991).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

C. Research in progress.

Gordon, Warren B, "The Effectiveness of Uniform Grading on the Grade Distribution in Calculus", On-Going.

Gordon, Warren B, "The Klein-Gordon Equation with Exponential Damping Impact Data", On-Going.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

BSFE Proposal D - 16

11. GRANTS-IN-AID:

Gordon, W. B., Grant, "Grant from the Chancellor's Office for Mathematics Bridge Courses", $15,000.00, Funded. (start: 2003, end: 2004).

Gordon, W. B., Grant, "Grant from the Chancellor's Office for Mathematics Bridge Courses", $15,000.00, Funded. (start: 2002, end: 2003).

Gordon, W. B., Grant, "Grant from the Chancellor's Office for Mathematics Bridge Courses", $20,000.00, Funded. (start: 2001, end: 2002).

Gordon, W. B., Grant, "Grant from the Chancellor's Office for Mathematics Bridge Courses", $30,000.00, Funded. (start: 2000, end: 2001).

12. INSTITUTIONAL SERVICE: A. Service to the Department

Department Actuarial Science Committee, Member, (70's - 80's).

Department Calculus Committee, Member, (70's - 80's).

Department Curriculum Committee, Member, (70's - 80's).

Department Final Exam Committee, Member, (70's - 80's).

Department Finite Mathematics Committee, Member, (70's - 80's).

Department Precalculus Committee, Member, (70's - 80's).

Department of Mathematics, Committee Chair. (1985 - Present).

Department Executive Committee, Committee Member. (1979 - Present).

Uniform Examination Procedure for Applied Calculus Committee, Organizer. (2002 - 2003).

M.S. in Applied Financial Mathematics Proposal Committee, Committee Chair. (1999 - 2001).

Prepatory Mathematics, Deputy Chair. (1979 - 1985).

B. Service to the School

Advisory Committee which Created SACC, Committee Chair.

Board of Education Re-licensing Program (late 80's early 90's).

BSFE Proposal D - 17 Dean Steven's task Force on Remediation (late 70s early 80s).

Dean's Advisory Committee of External Reviews. (2003).

Dean's Task Force on Faculty Evaluation Procedures, Committee Chair. (2003).

WSAS Dean Search Committee (Myrna Chase was appointed). (2001 - 2002).

Advisory Committee for Curricular Advisement, Committee Chair. (1999).

Advisory Committee for SACC. (1998 - 1999).

Baruch College Campus High School Committee. (1998 - 1999).

SLAS Dean Search Committee (Lexa Logue was appointed). (1995).

SLAS Program Review Committee. (1995).

SLAS Executive Committee, Committee Chair. (1993 - 1994).

SLAS Remediation Study Group. (1981).

C. Service to the College

Freshman Orientation, (1970's).

Mathematics Immersion and Intersession Program, Designer.

Prefreshman Advisement, (70's, 80's and 90's).

Search Commitee for President (Matthew Goldstein was appointed), Committee Member.

Search Committee for Director of Academic Services (David Potash was appointed).

College P&B. (2006 - 2010).

School P&B Committee, Committee Chair. (2006 - 2010).

Committee on students transfering to Baruch from Community College. (April 2005).

College Now Program, Designer. (2003 - 2004).

Baruch Commencement, Marshall. (1993 - 2003).

Baruch AMP, Director. (1994 - 1995).

BSFE Proposal D - 18 Baruch Multicultural Workshops, Faculty Advisor. (1993).

SEES Task Force, Committee Member. (1993).

Committee on the Freshman Year, Committee Member. (1991).

Project BETA, Committee Member. (1991).

Exemplary and Innovative Pilot Programs on Retention, Committee Member. (1986 - 1987).

Weekend College Committee, Committee Member. (1986).

Faculty Senate, Committee Member. (1981 - 1983).

Baruch Scholar Review Board, Interviewer. (1982).

Baruch's Open House, Committee Member. (1979).

House Plan Association, Faculty Advisor. (1972 - 1974).

D. Service to the Graduate Center

Co-Advisor for a graduate student. (August 2003 - December 2003).

E. Service to the University

CUNY Mathematics Discipline Council, Chairperson, (September 2010 - Present).

CUNY Mathematics Discipline Council, Committee Member. (1994 - Present).

Vice Chancellor's Task Force on Articulation, Committee Member. (1986).

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

College Mathematical Journal, Reviewer.

Mathematical Association of America, Committee Member.

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

152/3, Mathematics of Finance.

Applied Calculus, new course preparation.

BSFE Proposal D - 19 MTH 2205, Applied Calculus.

MTH 2206, Applied Calculus.

MTH 2207, Applied Calculus and Matrix Algebra.

MTH 3010, Calcullus II.

Calculus, new course preparation.

MTH 2610, Calculus I.

MTH 3020, Calculus III.

Chaired the Committee and wrote proposal for SAAC, new course preparation.

College Algebra, new course preparation.

MTH 1030, College Algebra.

Continuing Education Mathematics Program, new course preparation.

Differential Equations, new course preparation.

MTH 4110, Differential Equations.

Discrete Mathematics, new course preparation.

MTH 2300, Discrete Mathematics.

MTH 51, Elementary Algebra.

MTH 3120, Elementary Probability.

MTH 2100, Finite Mathematics.

CSTM 0120, Intermediate Algebra.

MTH 53, Intermediate Algebra.

Linear Algebra, new course preparation.

MTH 4100, Linear Algebra.

M.S. in Applied Mathematics for Finance, new course preparation.

BSFE Proposal D - 20 MTH 4120, Mathematical Probability.

Precalculus, new course preparation.

MTH 2000, Precalculus.

MTH 2001, Precalculus.

MTH 2003, Precalculus.

MTH 0100, Preparatory Mathematics I.

Remedial Programs at Baruch, new course preparation.

B. New courses/programs developed

Applied Calculus, new course preparation.

Calculus, new course preparation.

Chaired the Committee and wrote proposal for SAAC, new course preparation.

College Algebra, new course preparation.

Continuing Education Mathematics Program, new course preparation.

Differential Equations, new course preparation.

Discrete Mathematics, new course preparation.

Linear Algebra, new course preparation.

M.S. in Applied Mathematics for Finance, new course preparation.

Precalculus, new course preparation.

Remedial Programs at Baruch, new course preparation.

BSFE Proposal D - 21 Gregory, Peter

1. EDUCATION:

Degree Institution Field Dates Ph D Graduate Center of the City Mathematics 2011 University of New York Master of Arts in Teaching Union College Mathematics 1999 BS Union College Mathematics 1996

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Assistant Professor Mathematics February 1, 2011 - Present Baruch College Instructor Mathematics September 1, 2008 - January 31, 2011 Iona College Assistant Professor Mathematics September 1, 2008 - August 31, 2009 Baruch College Substitute Instructor Mathematics September 1, 2005 - August 31, 2007 The Doane Stuart School Instructor Mathematics September 1, 1999 - August 31, 2001

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates School of Professional Adjunct Lecturer Mathematics February 1, 2012 - Studies -- CUNY; Online August 10, 2012 Baccalaureate Program Baruch College Adjunct Lecturer Mathematics September 1, 2004 - August 31, 2005 Mount Saint Mary College Adjunct Instructor Mathematics September 1, 2004 - June 1, 2005 Baruch College Graduate Teaching Fellow Mathematics September 1, 2001 - August 31, 2004 Lehman College Adjunct Lecturer Mathematics January 30, 2003 - May 30, 2003 Abrookin Vocational and Instructor Mathematics September 1, 1999 - technical School June 30, 2000

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates

BSFE Proposal D - 22 5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Assistant Professor February 1, 2011 - Present Instructor September 1, 2008 - January 31, 2011 Substitute Instructor September 1, 2005 - August 31, 2007 Adjunct Lecturer September 1, 2004 - August 31, 2005 Graduate Teaching Fellow September 1, 2001 - August 31, 2004

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

B. Papers in Professional Journals: (1) Articles:

Gregory, P., Gregory, K. M., Eddy, E. R. (in press). The Instructional Network: Using Facebook to Enhance Undergraduate Mathematics Instruction. To appear in Journal of Computers in Mathematics and Science Teaching/Association for the Advancement of Computing in Education.

Gregory, P., Connelly-Stockton, J. Instructor use of Tablet PCs in a College Pre- Calculus Course: Implementation & Assessment. Journal of Computers in Mathematics and Science Teaching/Association for the Advancement of Computing in Education, 31(4), 415-432. http://www.aace.org/pubs/jcmst/

(2) Proceedings:

C. Chapters in Books:

D. Government Reports or Monographs:

E. Book Reviews:

7. OTHER PUBLICATIONS:

Gregory, P. Divisible Groups in the K-theory Completion of SU(n).

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Gregory, P. (Presenter & Author), Lilly Conference on College and University Teaching and Learning, Bethesda, MD, "Using Facebook as an Instructional Tool", National, published elsewhere, Accepted. (June 1, 2013).

Gregory, P., SUNY Conference on Instruction and Technology, CIT, SUNY, Stony Brook University, Stony Brook, NY, "Facebook: The Instructional Network". (June 1, 2012).

BSFE Proposal D - 23 Gregory, P., CUNY 2012 Mathematics: Effective Instructional Strategies conference, CUNY, John Jay College, New York, NY, "Using Facebook to Enhance Enhance Undergraduate Mathematics Instructions". (May 18, 2012).

Gregory, P., National Grid Tablet PC Demonstration, Baruch College, Baruch College, "Tablet PC Demonstration". (May 5, 2011).

Gregory, P., Harney, S., Zamfirescu, I.-m., Ghosh, A., Baruch College Teaching and Technology Conference, Baruch College, Baruch College, New York, NY, "Screen Casting, Presenting, and Archiving Dynamic Worked Examples using Tablet Technology". (March 25, 2011).

Gregory, P., Stockton, J., International Conference on Technology in Collegiate Mathematics, Pearson Education, Denver, Colorado, "Extending and Enhancing the Classroom with a Tablet PC and Screen Capture Software". (March 19, 2011).

Gregory, P., Wang, W. O., Technology in Mathematics Instruction Conference, CUNY, Graduate Center of CUNY, New York, NY, "Instructional Math Videos". (June 8, 2010).

Gregory, P., Harney, S., Lilly Conference on College and University Teaching, Lilly, Washington D.C., "Implementing Evidence-Based Practices in Quantitative Pedagogy: A Cross-Disciplinary Experiment". (June 3, 2010).

Gregory, P., Baruch College Teaching and Technology Conference, Baruch College, New York, NY, "Improving and Extending the Classroom with the Tablet PC and Camtasia". (March 26, 2010).

Gregory, P., Iona College Math Society, Iona College, New Rochelle, NY, "A Brief Introduction to Knot Theory and the Jones Polynomial". (November 2007).

Gregory, P., Graduate Center of the City University of New York, Graduate Center of CUNY, New York, NY, "An Introduction to Time Complexity, P versus NP, and NP-completeness". (May 15, 2005).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

C. Research in progress.

Gregory, P. Focusing on Academic Language to Improve Mathematics Learning for ESL Students.

Gregory, P. Divisible Groups in the K-theory Completion of SU(n).

Gregory, P. Labs for Precalculus and Calculus.

BSFE Proposal D - 24 Gregory, Peter, "Divisible Groups in the K-theory Completion of Some Exceptional Lie Groups", Planning, Scholarly.

Gregory, Peter, "Divisible Groups in the K-theory Completions of SO(n)", Planning, Scholarly.

Gregory, Peter, "Divisible Groups in the K-theory Completions of Sp(n)", On-Going, Scholarly.

Gregory, Peter, "Divisible Groups in the K-theory Completions of SU(n)", Writing Results, Scholarly.

Gregory, Peter, "Factors that impact student engagement in the instructional use of social media in an undergraduate mathematics course", Writing Results, Scholarly.

Gregory, Peter, "Focusing on Academic Language to Improve Student Learning in an Undergraduate Mathematics Class", Planning, Scholarly.

Gregory, Peter, "The 2-primary Unstable Bousfield-Kan Spectral Sequence for Periodic Homology Theories", Planning, Scholarly.

Gregory, Peter, "Using Facebook in a hybrid undergraduate precalculus course", On-Going, Scholarly.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

Chancellor's Award for Excellence in Undergraduate Mathematics Education, City University of New York, Teaching, University. (May 12, 2011).

Friend of SEEK Award, Baruch College SEEK Program, Teaching, School. (May 2010).

University Fellowship. (2004).

Graduate Teaching Fellowship, CUNY-Graduate Center, Teaching. (August 2002).

Graduate Teaching Fellowship, CUNY-Graduate Center. (August 2001). Awarded for 2 academic years: 2001 - 2002, and 2002- 2003

11. GRANTS-IN-AID:

12. INSTITUTIONAL SERVICE: A. Service to the Department

Advisor to Math and Actuarial Science Majors, Committee Member.

Base Curriculum Committee, Committee Member.

BSFE Proposal D - 25 Committee on Committes, Committee Chair.

Final Exam Committee, Committee Member.

Liberal Arts Math, Committee Member.

WeBWoRK Video Tutorials for MTH 2003 and MTH 2205. (January 26, 2009 - Present). Created, edited, and posted videos for student and faculty use.

Lecturer Selection Committee. (November 30, 2012 - March 20, 2013).

B. Service to the School

Learning Community, Faculty Advisor. (August 28, 2013 - Present).

Undergraduate Appeals Committee, Committee Member. (August 27, 2012 - Present).

Learning Community, Faculty Advisor. (August 27, 2012 - December 23, 2012).

Learning Community, Faculty Advisor. (August 31, 2011 - December 23, 2011).

Learning Community, Faculty Advisor. (August 31, 2010 - December 17, 2010).

Implementing Evidence-Based Practices in Quantitative Pedagogy: A Cross Disciplinary Experiment in Improving Student Performance, Member of Math Faculty Development group. (January 2, 2010 - June 5, 2010).

Learning Community, Faculty Mentor. (August 31, 2009 - December 16, 2009).

C. Service to the College

Task Force on Interactive Online Learning, Committee Member.

Committee on Prizes, Scholarships and Awards, Committee Member. (August 31, 2012 - Present).

D. Service to the Graduate Center

E. Service to the University

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

American Mathematical Society, AMS, International. (September 2001 - Present).

Mathematical Association of America, MAA. (September 2001 - Present).

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

BSFE Proposal D - 26

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MTH 4420, Actuarial Mathematics I.

MTH 3040, Actuarial Seminar, 3 credit hours, Undergraduate, Classroom.

MTH 2205, Applied Calculus, 4 credit hours, Undergraduate, Classroom.

MTH 8001, Applied Calculus, 4 credit hours, Graduate.

MTH 2207, Applied Calculus and Matrix Applications, 4 credit hours, Undergraduate, Classroom.

MTH 2610, Calculus I, 4 credit hours, Undergraduate, Classroom.

MTH 1030, College Algebra, 4 credit hours, Undergraduate, Classroom.

MTH 3120, Elementary Probability, 3 credit hours, Undergraduate, Classroom.

MTH 4100, Linear Algebra, 3 credit hours, Undergraduate, Classroom.

MTH 4120, Mathematical Probability, 4 credit hours, Undergraduate, Classroom.

MATH 102, Mathematics in Contemporary Society, 3 credit hours, On-Line.

MTH 2003, Precalculus and Elements of Calculus, 4 credit hours, Undergraduate, Hybrid (Part Classroom/Part On-Line), new format for existing course.

MTH 2003, Precalculus and Elements of Calculus, 4 credit hours, Undergraduate, Classroom.

MTH 4410, Theory of Interest, Undergraduate.

BSFE Proposal D - 27 Harney, Sarah

1. EDUCATION:

Degree Institution Field Dates Ph D University of Strathclyde Applied 1988 Mathematics BSc University of Strathclyde Mathematics 1983

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Lecturer Mathematics September 2008 - Present Baruch College Substitute Assistant Professor Mathematics 2007 - 2008 Grant MacEwan CC Lecturer Mathematics 1996 - 1997 Grant MacEwan CC Adjunct Lecturer Mathematics 1995 - 1996 Applied Math. Institute, Research Associate Mathematics 1988 - 1989 University of Alberta

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Adjunct Assistant Professor Mathematics 2003 - 2007 NYCC of Tech Adjunct Assistant Professor Mathematics 2003 University of Alberta, Math Program Head Mathematics 1993 - 1995 Resource Center University of Alberta Adjunct Lecturer Mathematics 1991 - 1993 University of Alberta Research Associate Mathematics 1989 - 1991 Glasgow Polytechnic Lecturer Mathematics 1986 - 1988

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates Marconi Instruments, Scotland Software Engineer 1984 - 1985 Smith's Industries Aerospace & System Engineer 1983 - 1984 Defense Systems, England

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Lecturer September 2008 - Present Substitute Assistant Professor 2007 - 2008 Adjunct Assistant Professor 2003 - 2007

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

BSFE Proposal D - 28 B. Papers in Professional Journals: (1) Articles:

Harney, S., Lamb, W., Schiavone, S. E. (1994). Mellin Multipliers and Riesz Potentials of Radial Functions. Proceedings of the Edinburgh Mathematical Society, 37, 495- 511.

Harney, S., Schiavone, S. E. (1992). Distributional Fractional Powrers and Riesz Fractional Integrals. Journal of Mathematical Analysis and Applications, 165(2), 565-574.

Harney, S., Schiavone, S. E. (1991). Fractional Powers of the Retarded Potential. Applicable Analysis, 42, 145-155.

Harney, S., Lamb, W., Schiavone, S. E. (1990). A Fractional Power Approach to Fractional Calculus. Journal of Mathematical Analysis and Applications, 149(2), 377-401.

Harney, S., Schiavone, S. E. (1990). Bilateral Laplace Multipliers. Proceedings of the Edinburgh Mathematical Society, 33, 461-464.

Harney, S., Schiavone, S. E. (1989). Fractional Powers of Operators and Riesz Fractional Integrals. Proceedings of the Royal Society of Edinburgh, 112A, 237- 247.

(2) Proceedings:

C. Chapters in Books:

D. Government Reports or Monographs:

Harney, S., Schiavone, P., Schiavone, S. E. (1989). Review of the three-dimensional unsteady transonic flow. National Aeronautic and Space Administration Report.

E. Book Reviews:

7. OTHER PUBLICATIONS:

Harney, S., Schiavone, S. E. (1988). Distributional Theories For Multidimensional Fractional Integrals and Derivatives. Ph.D. Thesis, University of Strathclyde.

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Harney, S., CUNY 2012 Mathematics Conference, John Jay College of Criminal Justice, "Precalculus as a Hybrid Course: A Model for Student Success". (May 18, 2012).

BSFE Proposal D - 29 Gregory, P., Harney, S., Zamfirescu, I.-m., Ghosh, A., Baruch College Teaching and Technology Conference, Baruch College, Baruch College, New York, NY, "Screen Casting, Presenting, and Archiving Dynamic Worked Examples using Tablet Technology". (March 25, 2011).

Harney, S., CUNY IT Conference. Presentation, "Technology and the 24/7 Math Classroom". (December 5, 2008).

Harney, S., College for a Day. Presentation, "Fun With Logic". (November 7, 2008).

Harney, S., General Education Conference. Presentation, "Use of Technology in General Education". (May 2, 2008).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

C. Research in progress.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

Engineering Undergraduate Teaching Award, University of Alberta. (1989).

11. GRANTS-IN-AID:

12. INSTITUTIONAL SERVICE: A. Service to the Department

ACTUARIAL SCIENCE, Committee Chair. (September 1, 2010 - Present). Ensure that the needs of actuarial science students are met. Includes updating VEE certification, liaising with student club, developing potential new courses.

Final Exams Committee, Committee Chair. (September 1, 2009 - Present). Coordinating writing, proofing, printing of all common final exams in Math 1030, 2003, 2205, 2207

Base Curriculum Committee, Committee Member. (2008 - Present).

Department Secretary. (2008 - Present).

Tablet PC Committee, Committee Member, Obtained several tablets from BCTC and supported faculty in their use in the classroom. (September 1, 2009 - September 1, 2010).

BSFE Proposal D - 30 Recruit and help train faculty in use of Tablet PC's in classroom. Liaise with Donna Haggarty re National Grid grant.

Final Exams Committee, Committee Member. (2008 - 2009).

B. Service to the School

Weissman Committee on Academic Standing (WCAS), Committee Member. (2008 - 2010).

C. Service to the College

Joint Committee on Academic Standing (JCAS), Committee Member. (2008 - Present).

D. Service to the Graduate Center

E. Service to the University

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

CUNY IT Conference. (December 2, 2011).

Houghton-Mifflin Conference, San Francisco. (2008).

Mathematics Across The Curriculum and Quantitative Reasoning, BMCC, Participant. (2008).

Baruch College Book Club, Member. (2007).

Ken Bain's Master Teachers Workshop at Baruch, Participant. (2006).

School Leadership Team at PS 29, Officer, Secretary. (1999 - 2000).

School Leadership Team at PS 29, Brooklyn, Co-Chair. (1998 - 1999).

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MATH 3030, Analytic Geometry & Calculus II.

MATH 2006, Applied Calculus.

MATH 2205, Applied Calculus.

MATH 2207, Applied Calculus & Matrix Applications.

MATH 2610, Calculus I.

BSFE Proposal D - 31

MATH 3020, Intermediate Calculus.

MTH 4120, Introduction to Probability.

MATH 2001, Precalculus.

MATH 2003, Precalculus & Elements of Calculus.

MATH 4410, Theory of Interest.

MTH 2003, Precalculus&Elements of Calculus (Hybrid), new format for existing course, (Fall 2011).

MATH 2003, Remedial review Course, new course preparation, (2007).

MATH 2003, WeBWorK 2003 pilot section, new course preparation, (2006).

MATH 2003, Z-Section pilot, new course preparation, (2006).

B. New courses/programs developed

MATH 2003, Remedial review Course, new course preparation, (2007).

MATH 2003, WeBWorK 2003 pilot section, new course preparation, (2006).

MATH 2003, Z-Section pilot, new course preparation, (2006).

BSFE Proposal D - 32 Howard, C. Douglas

1. EDUCATION:

Degree Institution Field Dates Ph D Courant Institute of Mathematical Mathematics 1995 Sciences MBA Columbia University Finance 1982 BS Massachusetts Institute of Mathematics 1977 Technology

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Associate Professor Mathematics 2002 - Present Baruch College Assistant Professor Mathematics 1998 - 2001 Polytechnic University Assistant Professor Mathematics 1996 - 1998 Polytechnic University Instructor Mathematics 1995 - 1996

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Courant Institute Instructor Mathematics 1994

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates Salomon Brothers Inc. Fixed Income Vice President 1985 - 1990 Research

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Associate Professor 2002 - Present Assistant Professor 1998 - 2001

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

B. Papers in Professional Journals: (1) Articles:

Howard, C. Douglas, Newman, C. M. (2003). The Percolation Transition for the Zero- Temperature Stochastic Ising Model on the Hexagonal Lattice. Journal of Statistical Physics, 111, 57-72.

Howard, C. Douglas (2001). Differentiability and Monotonicity of Expected Passage Time in Euclidean First-Passage Percolation. Journal of Applied Probability, 38, 815-827.

Howard, C. Douglas, Newman, C. M. (2001). Geodesics and Spanning Trees for Euclidean Models of First-Passage Percolation. Annals of Probability, 29, 577-623.

BSFE Proposal D - 33

Howard, C. Douglas (2000). Lower Bounds for Point-to-Point Wandering Exponents in Euclidean First-Passage Percolation. Journal of Applied Probability, 37, 1061- 1073.

Howard, C. Douglas (2000). Obtaining Distributional Information from Valuation Lattices. Applied Mathematical Finance, 7, 101-114.

Howard, C. Douglas (2000). Zero-Temperature Ising Spin Dynamics on the Homogeneous Tree of Degree Three. Journal of Applied Probability, 37, 736-747.

Howard, C. Douglas (1998). Good Paths Don't Double Back. The American Mathematical Monthly, 105, 354-357.

Howard, C. Douglas (1997). Distinguishing Certain Random Sceneries on Z via Random Walks. Statistics and Probability Letters, 34, 123-132.

Howard, C. Douglas, Newman, C. M. (1997). Euclidean Models of First-Passage Percolation. Probability Theory and Related Fields, 108, 153-170.

Howard, C. Douglas (1996). Detecting Defects in Periodic Scenery by Random Walks on Z. Random Structures and Algorithms, 8, 59-74.

Howard, C. Douglas (1996). Orthogonality of Measures Induced by Random Walks with Scenery. Combinatorics, Probability, & Computing, 5, 247-256.

(2) Proceedings:

Howard, C. Douglas, Newman, C. M., (M. Bramson and R. Durrett, eds.), Birkhauser, 107-119, "From Greedy lattice Animals to Euclidean Models of First-Passage Percolation, Perplexing Problems in Probability: Papers in Honor of Harry Kesten", published in proceedings. (1999).

C. Chapters in Books:

Howard, C. Douglas (2004). In H. Kesten (Ed.), Models of First-Passage Percolation, Probability on Discrete Structures (pp. 125-174). Springer-Verlag.

Howard, C. Douglas (2002). In F.J. Fabozzi (Ed.), Valuing Path-Dependent Securities, Interest Rate, Term structure, and valuation Modeling (pp. 421-442). John Wiley and Sons.

Howard, C. Douglas (1999). In D. F. Babbel and F. J Fabozzi (Ed.), Valuing Path- Dependent Securities: Some Numerical Examples, Investment Management for Insurers (pp. 269-286). Frank J. Fabozzi Associates.

BSFE Proposal D - 34 Howard, C. Douglas (1996). In F.J. Fabozzi (Ed.), Numerical Pitfalls of Latticed-Based Duration and Convexity Calculations, Advances in Fixed-Income Valuation Modeling and Risk Management (pp. 327-336). Frank J. Fabozzi Associates.

Howard, C. Douglas (1996). In F.J. Fabozzi (Ed.), Valuing Path-Dependent Securities: Some Numerical Examples, Advances in Fixed-Income Valuation Modeling and Risk Management (pp. 49-68). Frank J. Fabozzi Associates.

Howard, C. Douglas, Kalotay, A. J. (1988). In F.J. Fabozzi (Ed.), Embedded Call Options and Refunding Efficiency, Advances in Futures and Options Research (vol. 3, pp. 97- 117). JAI press Inc.

Howard, C. Douglas, Kalotay, A. J. (1987). Long-Term Debt and equity Markets and Instruments, Handbook of Financial Markets and Institutions (vol. 5, pp. 1-5.37). John Wiley and Sons.

D. Government Reports or Monographs:

E. Book Reviews:

7. OTHER PUBLICATIONS:

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Howard, C. Douglas, Conference on Particle Systems, Iowa Sate University, "Euclidean First- Passage Percolation". (April 2001).

Howard, C. Douglas, John Hopkins University, "Euclidean First-Passage Percolation". (November 13, 2000).

Howard, C. Douglas, CUNY Graduate Center, "Zero-Temperature Ising Spin Dynamics". (November 16, 1999).

Howard, C. Douglas, CUNY Graduate Center, "Euclidean First-Passage Percolation". (October 26, 1998).

Howard, C. Douglas, NYU's Courant Institute, "Euclidean First-Passage Percolation". (October 2, 1998).

Howard, C. Douglas, Newman, C. M., A Conference in Probability at Cornell in Honor of Harry Kesten. (July 1998).

Howard, C. Douglas, Institute for Advanced Study / Park City Mathematics Institute Research Program. (July 1996).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

BSFE Proposal D - 35

B. Other completed papers.

C. Research in progress.

Howard, C. Douglas, "Coalescence of geodesics in first-passge percolation".

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

Eugene Lang Junior Faculty Research Fellowship , $3000. (2001). Project title: Disordered Systems 2000-2001

Dean's Dissertation Fellowship, New York University. (1995). 1994-1995

General Motors Fellowship, Columbia University. (1982). 1980-1982

Phi Beta Kappa, Massachusetts Institute of Technology. (1977).

11. GRANTS-IN-AID:

Howard, C. Douglas, Grant, "RUI: First-passage Percolation and Other Disordered Systems, Grant #0203943", National Science Foundation, Division of Mathematical Sciences(Probability), $82,269.00. (start: June 1, 2002, end: May 31, 2005).

Howard, C. Douglas, Grant, "Studies in First-Passage Percolation and random walks with Scenery, Grant #9815226", National Science Foundation, Division of Mathematical Sciences(Probability), $77,394.00. (start: September 1, 1998, end: August 31, 2001).

12. INSTITUTIONAL SERVICE: A. Service to the Department

Student Advisory duty as assigned.

Actuarial Committee. (September 1999 - Present).

Committee on the M.S. in Applied Mathematics for Finance. (September 1998 - Present).

Advisor to Majors. (September 2002 - May 2008).

Executive Committee. (September 2000 - March 2003).

Final Exam Committee. (September 1998 - September 2001).

Graduate Committee. (September 1999 - March 2000).

BSFE Proposal D - 36

B. Service to the School

2002 Weissamn New York City high school essay competition, Judge. (2002).

Globus Committee. (2001 - 2002).

2001 Weissamn New York City high school essay competition, Judge. (2001).

C. Service to the College

Faculty Senate of Baruch College Committee on Planning and Finance. (September 1998 - September 1999).

D. Service to the Graduate Center

E. Service to the University

Referee. (September 1999). CUNY Research Foundation grant proposal

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

American Mathematical Society, Mathematical Association of America, Member.

Annals of Probability, Annals of Applied Probability, Probability Theory and related Fields, Journal of Applied Probability, Random Structures and Algoritms, Electronic Journal of Probability, National Science Foundation, Refereee.

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MTH 3040, Actuarial Science Theory and Problem Seminar.

MTH 9871, Advanced Computational Methods in Finance, new course preparation.

MTH 9871, Advanced Computational Methods in Finance.

With colleagues, developed M.S. program in Applied MAthematics for Finance, Applied MAthematics for Finance, new course preparation.

MTH 2010, Elementary Calculus.

MTH 9873, Interest Rate Models and Interest Rate Derivatives.

BSFE Proposal D - 37

MTH 9873, Interest Rate Models and Interest Rate Derivatives, new course preparation.

FIN U832, Interest Rate Term Structure Modeling, new course preparation.

FIN U832, Interest Rate Term Structure Modeling (Graduate Center).

MTH 4120, Introduction to Probability.

MTH 4100, Linear Algebra.

MTH 4130, Mathematics of Statistics.

MTH 4135, Methods of Monte Carlo Simulation.

MTH 4135, Methods of Monte Carlo Simulation, new course preparation.

MTH 9831, Real Analysis and Probability (M.S. program).

MS 9831, Real Analysis and Probability (M.S. program), new course preparation.

MTH 4451, Risk Theory.

PHYS 45165, Stochastic Processes and Disordered Systems, new course preparation.

PHYS 45165, Stochastic Processes and Disordered Systems (Graduate Center).

MS 9862, Stochastic Processes in Finance.

MS 9862, Stochastic Processes in Finance (MS program), new course preparation.

B. New courses/programs developed

MTH 9871, Advanced Computational Methods in Finance, new course preparation.

With colleagues, developed M.S. program in Applied MAthematics for Finance, Applied MAthematics for Finance, new course preparation.

MTH 9873, Interest Rate Models and Interest Rate Derivatives, new course preparation.

FIN U832, Interest Rate Term Structure Modeling, new course preparation.

MTH 4135, Methods of Monte Carlo Simulation, new course preparation.

MS 9831, Real Analysis and Probability (M.S. program), new course preparation.

PHYS 45165, Stochastic Processes and Disordered Systems, new course preparation.

BSFE Proposal D - 38

MS 9862, Stochastic Processes in Finance (MS program), new course preparation.

BSFE Proposal D - 39 Kosygina, Elena

1. EDUCATION:

Degree Institution Field Dates Ph D New York University Mathematics 1999 Candidate of Science Moscow State University Physics and 1995 Mathematics Mathematician (with distinction) Moscow State University Mathematics 1989

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Professor Mathematics August 28, 2013 - Present CUNY Graduate Center Doctoral Faculty Mathematics September 1, 2005 - Present Baruch College Associate Professor Mathematics January 1, 2008 - August 27, 2013 Baruch College Assistant Professor Mathematics September 1, 2002 - December 31, 2007 Northwestern University Assistant Professor Mathematics September 1, 1999 - August 31, 2002

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Fields Institute, Toronto Program Participant Mathematics January 2, 2011 - January 29, 2011 Universität Tübingen Guest Professor Mathematics April 27, 2009 - May 22, 2009 Institute for Advanced Study Member Mathematics January 12, 2009 - April 12, 2009 Institute Henri Poincaré Program Participant Mathematics September 3, 2008 - December 18, 2008 École Polytechnique Fédérale de Guest Researcher Mathematics June 23, 2008 - July 9, Lausanne 2008 New York University Research Assistant Mathematics September 1, 1994 - May 31, 1999 New York University Teaching Assistant Mathematics September 1, 1994 - May 31, 1999 Moscow State University Instructor Mathematics September 1, 1990 - June 30, 1991

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Professor August 28, 2013 - Present Associate Professor January 1, 2008 - August 27, 2013 Assistant Professor September 1, 2002 - December 31, 2007

BSFE Proposal D - 40 6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

B. Papers in Professional Journals: (1) Articles:

Kosygina, E. (2013). Crossing speeds of random walks among "sparse" or "spiky" Bernoulli potentials on integers. Journal of Statistical Physics, 152(2), 213-236.

Kosygina, E., Zerner, M. P. W. (2013). Excited random walks: results, methods, open problems. Bulletin of the Institute of Mathematics, Academia Sinica. New Series, 8(1), 1-53.

Kosygina, E., Mountford, T. (2012). Crossing velocities for an annealed random walk in a random potential. Stochastic Processes and their Applications, 122(1), 277-304.

Dolgopyat, D., Kosygina, E. (2012). Scaling limits of recurrent excited random walks on integers. Electronic Communications in Probability, 17(35), 1-14.

Kosygina, E., Mountford, T. (2011). Limit laws of transient excited random walks on integers. Annales de l'Institute Henri Poincare, 47(2), 575-600.

Kosygina, E., Mountford, T. S., Zerner, M. P.W. (2011). Lyapunov exponents of Green's functions for random potentials tending to zero. Probability Theory and Related Fields, 150(1-2), 43-59.

Kosygina, E., Varadhan, S.R.S. (2008). Homogenization of Hamilton-Jacobi-Bellman equations with respect to time-space shifts in stationary ergodic medium. Communications on Pure and Applied Mathematics, 61(6), 816-847.

Kosygina, E., Zerner, M. P. W. (2008). Positively and negatively excited random walks on integers, with branching processes. Electronic Journal of Probability, 13(64), 1952-1979.

Kosygina, E. (2006). Brownian flow on a finite interval with jump boundary conditions. Discrete and Continuous Dynamical Systems, Series B, 6(4), 867-880.

Kosygina, E., Rezakhanlou, F., Varadhan, S.R.S. (2006). Stochastic homogenization of Hamilton-Jacobi-Bellman Equations. Communications on Pure and Applied Mathematics, 59(10), 1489-1521.

Kosygina, E. (2001). On the Cauchy problem for the generalized porous medium equation. To appear in Communications in Partial Differential Equations, 26(5-6), 841-858.

Kosygina, E. (2001). The behavior of the specific entropy in the hydrodynamic scaling limit. The Annals of Probability, 29(3), 1086-1110.

BSFE Proposal D - 41

Kosygina, E. (2001). The behavior of the specific entropy in the hydrodynamic scaling limit for Ginzburg-Landau model. Markov Processes and Related Fields, 7(3), 383- 417.

Kosygina, E. (1995). Exact anisotropic solutions of a multidimensional equation of non- stationary flow in a porous medium. Computational Mathematics and Mathematical Physics, 35(2), 191-205.

Kosygina, E. (1995). On the propagation of perturbations in two-dimensional porous media. Moscow University Mathematics Bulletin, 50(3), 32-35.

Kosygina, E. (1990). The Cauchy problem in classes of growing functions for an equation with diffusion that slows with increasing density (Russian). Matematicheskie Zametki, 48(5), 146-148.

Kosygina, E. (1989). Conditions for the solvability in the large of the first boundary value problem for some semi-linear parabolic equations. Moscow University Mathematics Bulletin, 44(4), 74-77.

(2) Proceedings:

Kosygina, E., Proceedings of the 14th and 15th Conferences of Young Scientists, dedicated to the 90th birthday of A. N. Kolmogorov, 71-75 (book), Moscow State University, "New exact solutions of the multidimensional nonlinear diffusion Equation (Russian)", published in proceedings. (1994).

Kosygina, E., Proceedings of the joint meetings of I.G. Petrovsky seminar and the Moscow Mathematical Society, Uspekhi Matematicheskih Nauk, 49 (4) 98-99; translation in Russian Mathematical Surveys, 49(4), 98-99, "On the solvability of the Cauchy problem in the classes of growing functions for some non-linear degenerate parabolic equations (Russian)", published in proceedings. (1994).

C. Chapters in Books:

Kosygina, E. (2007). Homogenization of Stochastic Hamilton-Jacobi Equations: Brief Review of Methods and Applications (pp. 189-204). Stochastic Analysis and Partial Differential Equations, Series of Comtemporary Mathematics, Vol. 429, American Mathematical Society.

D. Government Reports or Monographs:

E. Book Reviews:

BSFE Proposal D - 42 7. OTHER PUBLICATIONS:

Kosygina, E. (2009). Invited review of the monograph: Stroock, D. W.,"Partial Differential Equations for Probabilists", Cambridge University Press, New York, 2008, xv+215. [Review of the Article Monograph by D. W. Stroock]. Journal of American Statistical Association, 104 (492), pp. 1722-1723.

Kosygina, E. (1999). The behavior of the relative entropy in the hydrodynamic scaling limit, Ph. D. Thesis (pp. 1-113). Courant Institute of Mathematical Sciences, New York University.

Kosygina, E. (1995). Cauchy problem in classes of growing functions for equations of fast diffusion type (Russian) (pp. 1-89). Dissertation for Candidate degree in Physics and Mathematics, Moscow State University.

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Kosygina, E., Duke Probability Seminar, Duke University, Durham, "Excited random walks". (February 2013).

Kosygina, E., Probability and Mathematical Physics Seminar, Courant Institute of Mathematical Sciences, NYU, New York, NY, "Crossing speeds of random walks among "sparse" and "spiky" Bernoulli potentials on integers". (February 2013).

Kosygina, E., Random Networks & Environments Workshop, Boğaziçi University, Istanbul, Turkey, "On the speed of one-dimensional random walk conditioned to hit a remote location among Bernoulli potentials", Invited. (July 2012).

Kosygina, E., Oberseminar Stochastik, Universität Tübingen, Tübingen, Germany, "On the speed of one-dimensional random walk conditioned to hit a remote location among Bernoulli potentials". (June 2012).

Kosygina, E., Random Walks and Random Media Workshop, Mathematical Sciences Research Institute, Berkeley, "Excited random walks on the d-dimensional integer lattice", Invited. (May 2012).

Kosygina, E., 33-d Midwest Probability Colloquium, Northwestern University, Evanston, "Crossing velocities for annealed random walks in a random potential", Invited. (October 2011).

Kosygina, E., 40 Years and Counting: AWM’s Celebration of Women in Mathematics, Brown University, Providence, "Limit laws of excited random walks on integers", Invited. (September 2011).

Kosygina, E., A Conference in Honor of the 70th Birthday of S.R.S. Varadhan, National Taiwan University, Taipei, Taiwan, "Scaling limits of excited random walks on integers", Invited. (July 2011).

BSFE Proposal D - 43 Kosygina, E., Random Environments Conference, Cornell University, Ithaca, "Crossing velocities for annealed random walks in random potentials", Invited. (May 2011).

Kosygina, E., Analysis and Probability Seminar, University of Connecticut, Storrs, "Scaling limits of excited random walks on integers". (April 2011).

Kosygina, E., Probability Seminar, University of Toronto and Fields Institute, Toronto, "Crossing velocities for annealed random walks in random potentials". (January 2011).

Kosygina, E., CUNY Probability Seminar, CUNY Graduate Center, New York, "Crossing velocities for annealed random walks in random potentials". (December 2010).

Kosygina, E., Probability Seminar, University of Utah, Salt Lake City, "Crossing velocities for annealed random walks in random potentials". (December 2010).

Kosygina, E., 73-d Annual Meeting of the Institute of Mathematical Statistics, Institute of Mathematical Statistics, Chalmers University of Technology, Gothenburg, Sweden, "Limit laws of transient excited random walks on integers", Invited. (August 2010).

Kosygina, E., Mathematics Colloquium, Iowa State University, Ames, "Excited random walks on integers". (May 2010).

Kosygina, E., Workshop on Deterministic and Stochastic Front Propagation, Banff International Research Station for Mathematical Innovation and Discovery, Banff, Canada, "On random walks in a random potential conditioned to hit a remote location", Invited. (March 2010).

Kosygina, E., Probability Seminar, University of Maryland, College Park, "Limit laws of excited random walks on integers". (November 2009).

Kosygina, E., Probability Seminar, University of Utah, Salt Lake City, "Limit laws of excited random walks on integers". (November 2009).

Kosygina, E., CUNY Probability Seminar, CUNY Graduate Center, New York, "Limit laws of excited random walks on integers". (October 2009).

Kosygina, E., Probability Seminar, University of Minnesota, Minneapolis, "Limit laws of excited random walks on integers". (October 2009).

Kosygina, E., 33rd Conference on Stochastic Processes and their Applications, Bernoulli Society for Mathematical Statistics and Probability; Institute of Mathematical Statistics, Technische Universitat Berlin, "Limit laws of excited random walks on integers", Invited. (July 2009).

Kosygina, E., Mathematical Physics Seminar, Institute for Advanced Study, Princeton, "On Lyapunov exponents of Green's function for diffusions and random walks in a random potential". (February 2009).

BSFE Proposal D - 44 Kosygina, E., Institute Henri Poincare, Paris, "Positively and negatively excited random walks on integers". (December 2008).

Kosygina, E., Workshop on Random Walks, Particle Systems, and Random Media, Pontificia Universidad Catolica de Chile, Santiago, Chile, "Positively and negatively excited random walks on integers". (January 2008).

Kosygina, E., 32-nd conference Stochastic Processes and Applications, Bernoulli Society for Mathematical Statistics and Probability; Institute of Mathematical Statistics, Urbana- Champaign, "Homogenization of Hamilton-Jacobi-Bellman Equations with respect to time- space shifts in a stationary ergodic medium", Invited. (August 2007).

Kosygina, E., CUNY Probability Seminar, City University of New York, New York, "Recent results about Multi-Excited Random Walks". (May 2007).

Kosygina, E., Probability Seminar, University of Toronto, Toronto, "Homogenization of Hamilton-Jacobi-Bellman Equations with respect to time-space shifts in a stationary ergodic medium". (March 2007).

Kosygina, E., Reaction-diffusion and Free Boundary Problems workshop, Banff International Research Station, Banff, Canada, "Homogenization of Hamilton-Jacobi-Bellman Equations with respect to time-space shifts in a stationary ergodic medium", International, Invited. (March 2006).

Kosygina, E., Probability Seminar, University of Delaware, Newark, DE, "Homogenization of Stochastic Hamilton-Jacobi-Bellman Equations". (February 2006).

Kosygina, E., Department of Mathematics Colloquium, University of Tuebingen, Tübingen, Germany, "Stotchastic Homogenization of Hamilton-Jacobi Equations". (January 2006).

Kosygina, E., International Conference "Large Scale Behavior of Interacting Particle Systems", Renyi Institute, Budapest, Hungary, "Homogenizarion of stochastic Hamilton-Jacobi equations with a time dependent Hamiltonian", Invited. (August 2005).

Kosygina, E., Congress on Homogenization in Random Media, Centre International de Rencontres Mathematiques, Marseille, France, "Stochastic homogenization of Hamilton- Jacobi equation with a vanishing viscous term", Invited. (July 2005).

Kosygina, E., Courant Institute Probability and Mathematical Physics Seminar, New York Universtiy, New York, "Homogenization of stochastic Hamilton-Jacobi equation with a vanishing viscous term". (March 2005).

Kosygina, E., CUNY Probability Seminar, Graduate Center of the City University of New York, New York, "Homogenization of stochastic Hamilton-Jacobi equation with a vanishing viscous term". (February 2005).

BSFE Proposal D - 45 Kosygina, E., Computational and Applied Mathematical Program/Non-linear PDE's semiar, University of Chicago, Chicago, "Homogenization of stochastic Hamilton-Jacobi-Bellman equations". (January 2004).

Kosygina, E., International Conference "Percolation, Particle Systems, and Random Media", Pontificia Universidad Catolica de Chile, Santiago, Chile, "Homogenzation of stochastic Hamilton-Jacobi equations". (January 2004).

Kosygina, E., Caltech Analysis Seminar, California Insitute of Technology, Pasadena, "On the homogenization of stochastic Hamilton-Jacobi equations with a vanishing viscosity term". (December 2003).

Kosygina, E., Dynamical Systems Seminar, University of Maryland, College Park, "Homogenization of stochiastic Hamilton-Jacobi equations". (November 2003).

Kosygina, E., Workshop on connections between dynamical systems and PDEs, American Institute of Mathematics, Palo Alto, "Homogenization of stochastic Hamilton-Jacobi equations with a vanishing viscosity term". (July 2003).

Kosygina, E., Columbia University Probabilty Semiar, Columbia University, New York, "The long term behavior of the Brownian flow with jumps". (February 2003).

Kosygina, E., CUNY Probability Seminar, CUNY Graduate Center, New York, "The long term behavior of the Brownian flow with jumps". (November 2002).

Kosygina, E., Sectional Meeting of the American Mathematical Society, University of Wisconsin, Madison, "Remarks on homogenization of Hamilton-Jacobi equations", Invited. (October 2002).

Kosygina, E., Internship in Probability Program, University of Wisconisn, Madison, "The behavior of the relative entropy in the hydrodynamic scaling limit". (July 2002).

Kosygina, E., Probability Seminar, Northwestern University, Evanston, "Homogenization of stochastic Hamilton-Jacobi equations". (May 2002).

Kosygina, E., Probability Seminar, University of Wisconsin, Madison, "Homogenization of stochastic Hamilton-Jacobi equations". (April 2002).

Kosygina, E., Mathematics Colloquium, University of Missouri, Rolla, "The long term behavior of the Brownian motion with jumps". (November 2001).

Kosygina, E., Probability Seminar, Northwestern University, Evanston, "The long term behavior of the Brownian motion with jumps". (May 2001).

BSFE Proposal D - 46 Kosygina, E., UIUC Probability Semiar, University of Illonois at Urbana-Champaign, Urbana- Champaign, "The behavior of the relative entropy in the hydrodynamic scaling limit for the simple exclusion process". (September 2000).

Kosygina, E., Probability Seminar, Northwestern University, Evanston, "The behavior of the relative entropy in the hydrodynamic scaling limit for the simple exclusion process". (January 2000).

Kosygina, E., Mathematics Colloquium, Northwestern University, Evanston, "The behavior of the relative entropy in the hydrodynamic scaling limit". (February 1999).

Kosygina, E., Southeastern Probability Days, Georgia Institute of Technology, Atlanta, "The behavior of the relative entropy in the hydrodynamic scaling limit for Ginzburg-Landau model". (April 1998).

Kosygina, E., Joint Meetings of I.G. Petrovsky Seminar and the Moscow Mathematical Society, Moscow State University, Moscow, Russia, "On the solvability of the Cauchy problem in classes of growing functions for some degenerate parabolic equations". (January 1994).

Kosygina, E., Conference of young scientists, Moscow State University, Moscow, Russia, "New exact solutions of the multidimensional nonlinear diffusion equation". (April 1993).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

Kosygina, E., Zerner, M. P. W. Excursions of excited random walks on integers. Electronic Journal of Probability.

B. Other completed papers.

C. Research in progress.

Kosygina, Elena, Zerner, M. P. W., "Strong transience of excited random walks", On-Going.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

Faculty Scholarship and Creative Achievement Award, Baruch College, Scholarship/Research, University. (March 2012).

Fellowship Leave Award, September 2008 - August 2009, Baruch College. (2008).

Faculty Scholarship and Creative Achievement Award, Baruch College. (March 2008).

Faculty Scholarship and Creative Achievement Award, Baruch College. (March 2007).

The Phi Delta Theta distinguished faculty member of Northwestern University for 2000-2001 School Year (teaching award). (2001).

BSFE Proposal D - 47

Sandra Bleinstein Prize for notable achievement by a woman in applied mathematics or computer science, Courant Institute of Mathematical Sciences, NYU. (1997).

Teaching and Research Assistantship, Courant Institute, New York University, 1994-1998. (1994).

V.I. Lenin Scholarship, Moscow State University, 1988-1989. (1988).

I.G. Petrovsky Scholarship, 1987-1988, Moscow State University. (1987).

11. GRANTS-IN-AID:

Kosygina, E. (Principal), "Random walks and diffusions in random environments", Simons Collaboration Grant in Mathematics, Simons Foundation, $35,000.00, Funded. (start: July 1, 2011, end: June 30, 2016).

Kosygina, E. (Principal), "Positively and negatively excited random walks on integers and strips", PSC-CUNY Award # 64603-00-42; Research Foundation of the City University of New York, $4,890.00, Funded. (start: July 1, 2011, end: June 30, 2012).

Kosygina, E. (Principal), "Lyapunov exponents for random walks and diffusions in a random potential", PSC-CUNY Award # 63393-00-41; Research Foundation of the City University of New York, $840.00, Funded. (start: July 1, 2010, end: June 30, 2011).

Kosygina, E., "Interacting Particle Systems, Statistical Mechanics, and ProbabilityTheory", National Science Foundation; Award DMS-0825081 (G. Ben-arous, S .R. S. Varadhan); Partial support to attend the program at the Institute Henri Poincare, Paris, $4,000.00. (start: October 2009, end: December 2009).

Kosygina, E., National Science Foundation, Award DMS-0855857 (L. Saloff-Coste); Award to attend the 33rd Conference on Stochastic Processes and Their Applications, $800.00. (end: July 2009).

Kosygina, E. (Principal), "Lyapounov exponents for a Brownian motion in a stationary ergodic random medium", PSC-CUNY Award # 61319-00-39; Research Foundation of the City University of New York, $3,525.00. (start: July 1, 2008, end: June 30, 2009).

Kosygina, E., National Science Foundation, Award DMS-0635607 (Institute for Advanced Study); Partial support for a semester at the Institute for Advanced Study (Spring 2009), $8,000.00. (start: January 12, 2009, end: April 12, 2009).

Kosygina, E. (Principal), "Multi-exited random walks on integers", PSC-CUNY Award # 69580- 00-38; Research Foundation of the City University of New York, $4,017.00. (start: July 1, 2007, end: June 30, 2008).

BSFE Proposal D - 48 Kosygina, E. (Principal), "Applications of stochastic homogenization techniques to some growth models", PSC-CUNY Award #68315-00-37; Research Foundation of the City University of New York, $2,992.00. (start: July 1, 2006, end: June 30, 2008).

Kosygina, E. (Principal), "On the convergence of viscosity solutions of stochastic Hamilton- Jacobi equations to a non-random limit", PSC-CUNY Award # 67332-00-36; Research Foundation of the City University of New York, $3,311.00. (start: July 1, 2005, end: June 30, 2006).

Kosygina, E. (Principal), "On the convergence of solutions of stochastic Hamilton-Jacobi equations to a non-random limit", Eugene M. Lang Junior Faculty Research Fellowship 2005-2006, $3,500.00. (start: June 1, 2005, end: June 30, 2006).

Kosygina, E. (Principal), "On the convergence of viscosity solutions of stochastic Hamilton- Jacobi equations to a non-random limit", PSC-CUNY Award #66512-00-35; Research Foundation of the City University of New York, $4,923.00. (start: July 1, 2004, end: June 30, 2005).

Kosygina, E. (Principal), "Homogenization of Stochastic Hamilton-Jacobi Equations", PSC- CUNY Award #60079-33-34; Research Foundation of the City University of New York, $2,600.00. (start: May 1, 2003, end: June 30, 2004).

Kosygina, E., "Travel Grant", National Science Foundation, Division of Mathematical Sciences, $1,000.00. (start: 2003, end: 2003).

Kosygina, E., "Mentoring Travel Grant for Women", Association for Women in Mathematics and National Science Foundation, $2,000.00. (start: 2001, end: 2001).

Kosygina, E., "NFS Travel Grant", National Science Foundation, Division of Mathematical Sciences, $1,000.00. (start: 2000, end: 2000).

12. INSTITUTIONAL SERVICE: A. Service to the Department

Honors Committee. (2010 - Present).

Advisor to Mathematics/Actuarial Science Majors/Minors. (March 2007 - Present).

Executive Committee. (May 2006 - Present).

Calculus Committee. (September 2005 - Present).

Masters in Finance Committee. (September 2004 - Present).

Liberal Arts Math Committee. (September 2006 - May 2008).

Actuarial Science Committee. (September 2003 - May 2008).

BSFE Proposal D - 49

Department Secretary. (September 2003 - May 2006).

Final Examinations Committee. (September 2002 - May 2004).

B. Service to the School

Weissman Graduate Affairs Committee, Committee Member, Yes, elected. (2011 - 2012).

C. Service to the College

Library Committee. (September 2004 - May 2005).

D. Service to the Graduate Center

Mathematics Department Curriculum Committee. (November 2012 - Present). Redesigning the curriculum for Ph.D. students

Mathematics Department Graduate Faculty Member. (2005 - Present). Teaching graduate courses in probability; independent research courses; preliminary and oral exams; Ph.D. thesis defences

E. Service to the University

CUNY Research Foundation, Mathematics Panel. (2006 - 2011).

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

Annals of Probability, Communications in Mathematical Physics, Communications in Mathematical Sciences, Communications in Partial Differential Equations, Communications on Pure and Applied Mathematics, Electronic Journal of Probability, Journal of Statistical Physics, Probability Therey and Related Fields, SIAM Journal on Optimization, Stochastic Processes and their Aplications, Reviewer.

National Science Foundation, Division of Mathematical Sciences, Reviewer/Probability Panel Member/Postdoctoral Panel Member/Committee of Visitors Member.

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MTH 3030, Analytical Geometry and Calculus II.

MTH 2207, Applied Calculus and Matrix Applications.

MTH 2205, Applied Calculus II.

BSFE Proposal D - 50

MTH 2610, Calculus I.

MTH 9903, Capstone Project.

MTH 3006, Integral Calculus.

MTH 3020, Intermediate Calculus.

MTH 4500, Introduction to Financial Mathemtatics.

MTH 4120, Introduction to Probability.

MTH 4125, Introduction to Stochastic Processes.

MTH 9862, Probability and Stochastic Processes for Finance II.

MTH 9831, Probabiltiy and Stochastic Processes for Finance I.

BSFE Proposal D - 51 Lesniewski, Andrew

1. EDUCATION: Degree Institution Field Dates Ph.D. Swiss Federal Institute of Mathematics 1986 Technology, Zurich, Switzerland B.S. A. Mickiewicz University, Poland Physics 1981

2. FULL-TIME ACADEMIC EXPERIENCE: Institution Rank Field Dates Harvard University, MA Associate Professor Mathematical Physics 7/1991 – 6/1997

3. PART-TIME ACADEMIC EXPERIENCE: Institution Rank Field Dates Baruch College, CUNY Adj. Assist. Professor Mathematics Fall 2012-Present New York University Adjunct Professor Mathematics 1/2007 – Present

4. NON ACADEMIC EXPERIENCE: Place of Employment Title Date DTCC, New York, NY Head of Finance Engineering 1/2012 - Present Ellington Management Group, Managing Director, 11/2002-12/2011 Greenwich, CT Head of Quantitative Research BNP Paribas, New York, NY Director, 1/1998 – 6/2002 Head of Quantitative Research Structured Products Trader Acadian Asset Management, Vice President/Quantitative Research 5/1997 – 12/1997 Boston, MA Harvard University, MA Research Associate 9/1986 – 6/1991

5. EMPLOYMENT RECORD AT BARUCH: Rank Dates Adjunct Assistant Professor Fall 2012 – Present

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books: None B. Papers in Professional Journals: (1) Articles: Lesniewski, A., Hagan, P., “Hedging Under SABR Model”; Wilmott Mag., July-August, 2-4, (2006) Lesniewski, A., Hagan, P., Kumar, D., Woodward, D., “Managing Smile Risk”; Wilmott Mag., September, 84-108, (2002) Lesniewski, A., Ruskai, M. B., “Monotone Riemannian Metrics and Relative Entropy on Noncommutative Probability Spaces"; J. Math. Phys; 40, 5702-5724, (1999) Lesniewski, A., Rubin, R., Salwen, N., “Classical Limits for Quantum Maps On The Torus”; J. Math. Phys., 39, 1835-1847, (1998)

BSFE Proposal D - 52 Lesniewski, A., Klimek, S., “Ergodic Theorems for Quantum Kronecker Flows”; Comtemp. Math., 214, 71-80, (1998) Lesniewski, A., Klimek, S., “Quantum Maps”; Comtemp. Math., 214, 81-90, (1998) Lesniewski, A., King, K., “Quantum Coding Theorems”; J. Math. Phys., 39, 88-101, (1998) Lesniewski, A., “Noncommutative Geometry”; Notices of the American Mathematical Society, 44, 800-805, (1997) Lesniewski, A., Klimek, S., “Almost Periodic Quantum Field Theory”; J. Math. Phys., 38, 5605-5625, (1997) Lesniewski, A., King, K., “Periodic Motion of Atoms Near a Charged Wire”; Lett. Math. Phys. 39, 367-378, (1997) Lesniewski, A., Klimek, S., Maitra, N., Rubin, R., “Ergodic Properties of Quantized Toral Automorphisms”; J. Math. Phys., 38, 67-83, (1997) Lesniewski, A., Klimek, S., “Quantized Chaotic Dynamics and Non-Commutative KS Entropy”; Ann. Phys., 244, 173-198, (1996) Lesniewski, A., Klimek, S., “Quantum Riemann Surfaces for Arbitrary Planck’s Constant”;J. Math. Phys., 37, 2157-2166, (1996) Lesniewski, A., Klimek, S., “The Smooth Cohomology of N = 2 Supersymmetric Landau – Ginzburg Field Theories”; Comm. Math. Phys., 175, 643-656, (1996) Lesniewski, A., Borthwick, D., Rinaldi, M., “Notes on The Structure Theory of Quantized Hermitian Symmetric Spaces”; Rep. Math. Phys., 7, 871-891, (1995) Lesniewski, A., “A Remark on Casimir Elements of Lie Superalgebras and Quantized Lie Superalgebras”; J. Math. Phys., 36, 1457-1461, (1995) Lesniewski, A., Osterwalder, K., “Superspace Formulation of the Chern Character in Entire Cyclic Cohomology”; Comm. Math. Phys., 168, 643-650, (1995) Lesniewski, A., Borthwick, D., Klimet, S., and Rinaldi, M., “Cartan Superdomains, Super Toeplitz Operators and Deformation Quantization”; J. Funct. Anal., 127, 456-510, (1995) Lesniewski, A., Klimek, S., “Quantum Riemann Surfaces, III. The Exceptional Cases”; Lett. Math. Phys., 32, 45-61, (1994) Lesniewski, A., Borthwick, D., Klimet, S., and Rinaldi, M., “Fredholm Modules over Quantized Spaces and Their Chern Characters”; Comm. Math. Phys., 166, 397-415, (1994) Lesniewski, A., Borthwick, D., Rinaldi, M., “Hermitian Symmetric Superspaces of Type IV”; J. Math. Phys., 34, 4817-4833, (1993) Lesniewski, A., Jaffe, A., Osterwalder, K., “Stability for a Class of Bilocal Hamiltonians”; Comm. Math. Phys., 155, 183-198 (1993) Lesniewski, A., Borthwick, D., Klimet, S., and Rinaldi, M., “Super Toeplitz Operators and Non-Perturbative Deformation Quantization of Supermanifolds”; Comm. Math. Phys.,153, 49-76, (1993) Lesniewski, A., Borthwick, D., and Upmeier, H., “Non-Perturbative Deformation Quantization of Cartan Domains”; Funct. Anal., 113, 153-176, (1993)

Lesniewski, A., Rinaldi, M., “Tensor Products of Representations of C(SU q ))2( ”; J. Math. Phys., 34, 305-314, (1993) Lesniewski, A., Klimek, S., “A Two-Parameter Quantum Deformation of the Unit Disc”; J. Funct. Anal., 115, 1-23, (1993)

BSFE Proposal D - 53 Lesniewski, A., Klimek, S., “A Note on the Entire Cyclic Cohomology of a Finite Dimensional Noncommutative Space”; Can. Math. Bull., 36, 449-457, (1993) Lesniewski, A., Klimek, S., “Quantum Riemann Surfaces, II. The Discrete Series”; Lett. Math. Phys., 24, 125-139, (1992) Lesniewski, A., Klimek, S., “Quantum Riemann Surfaces, I. The Unit Disc”; Comm. Math. Phys., 146, 103-122, (1992) Lesniewski, A., Klimek, S., “A Golden-Thompson Inequality in Supersymmetric Quantum Mechanics”; Lett., Math., Phys., 21, 237-244, (1991) Lesniewski, A., Klimek, S., “Pfaffians on Banach Spaces”; J. Funct. Anal., 102, 314-330, (1991) Lesniewski, A., Klimek, S., “Local Rings of Singularities and N = 2 Supersymmetric Quantum Mechanics”; Comm. Math. Phys., 126, 327-344, (1991) Lesniewski, A., Klimek, S., “Chern Character in Equivariant Entire Cyclic Cohomology”; K – Theory, 4, 219-226, (1991) Lesniewski, A., Klimek, S., and Kondracki, W., “Equivariant Entire Cyclic Cohomology, I. Finite Groups”; K – Theory, 4, 201-218, (1991) Lesniewski, A., Jaffe, A., and Klimek, S., “Asymptotically Commuting Families of Operators”; Comm. Math. Helv., 65, 672-679, (1990) Lesniewski, A., Ernst, K., Feng, P., and Jafffe, A., “Quantum K-Theory, II. Homotopy Invariance of the Chern Character”; J. Funct. Anal., 90, 355-368, (1990) Lesniewski, A., and Jaffe, A., “Geometry of Supersymmetry”; Constructive Quantum Field Theory, II, Ed. G. Velo and A. S. Wightman, Plenum Press, 1990 Lesniewski, A., Jaffe, A., and Klimet, S., “Representations of the Heisenberg Algebra on a Riemann Surface”; Comm. Math. Phys., 126, 421-431, (1989) Lesniewski, A., and Jaffe, A., “An Index Theorem for Superderivations”; Comm. Math. Phys., 125, 145-152, (1989) Lesniewski, A., Klimek, S., “Global Laurent Expansions on a Riemann Surface”; Comm. Math. Phys., 125, 597-612, (1989) Lesniewski, A., Jaffe, A., and Wisniowski, M., “Stability of Super-KMS Functionals”; Comm. Math. Phys., 121, 521-540, (1989) Lesniewski, A., Jaffe, A., and Osterwalder, K., “On Super-KMS Functionals and Cyclic Cohomology”; K – Theory, 2, 675-682, (1989) Lesniewski, A., Jaffe, A., and Wieczerkowski, C., “A Priori Quantum Field Equations”; Ann. Phys., 192, 2-20, (1989) Lesniewski, A., Jaffe, A., and Wieczerkowski, C., “Heat Kernel Regularization of Quantum Fields”; Comm. Math. Phys., 121, 337-344, (1989) Lesniewski, A., Jaffe, A., and Weitsman, J., “Plaffians on Hilbert Space”; J. Funct. Anal., 83, 348-363, (1989) Lesniewski, A., Jaffe, A., and Wieczerkowski, C., “Supersymmetry and the Spectral Condition”; Lett. Math. Phys., 16, 385-388, (1988) Lesniewski, A., and Jaffe, A., “Supersymmetric Field Theory and Infinite Dimensional Analysis”; Nonperturbative Quantum Field Theory, Proceedings of the 1987 Cargese Summer School, ed. G. ‘t Hooft et al, 227-280, Plenum Press, (1988) Lesniewski, A., Jaffe, A., and Osterwalder, K., “Quantum K – Theory, I. The Chern Character”; Comm. Math. Phys., 118, 1-14, (1988)

BSFE Proposal D - 54 Lesniewski, A., Jaffe, A., and Weitsman, J., “The Loop Space 1 → RS and Supersymmetric Quantum Fields”; Ann. Phys., 183, 337-351, (1988) Lesniewski, A., Jaffe, A., and Osterwalder, K., “On Convergence of Inverse Functions of Operators”; J. Funct. Anal., 81, 320-324, (1988)

6. PUBLICATIONS IN FIELD OF EXPERTISE: (con’t) B. Papers in Professional Journals: (1) Articles: Lesniewski, A., and Jaffe, A., “A Priori Estimates for the N = 2 Wess - Zumino Model on a Cylinder”; Comm. Math. Phys., 114, 553-575, (1988) Lesniewski, A., Jaffe, A., and Weitsman, J., “The Two-Dimensional, N = 2 Wess Zumino Model on a Cylinder”; Comm. Math. Phys., 114, 147-165, (1988) Lesniewski, A., Jaffe, A., and Weitsman, J., “Index of a Family of Dirac Operators on Loop Space”; Comm. Math. Phys., 112, 75-88, (1987) Lesniewski, A., Jaffe, A., and Lewenstein, M., “Ground State Structure in Supersymmetric Quantum Meachanics”; Ann. Phys., 178, 313-329, (1987)

Lesniewski, A., “Effective Action for the Yukawa2 Quantum Field Theory”; Comm.Math. Phys., 108, 437-467, (1987) Lesniewski, A., and Furrer, C., “BRS Transformation in Lattice Gauge Theories”; Phys. Lett., 148B, 143-147, (1984) Lesniewski, A., and Lang, G., “Axioms for Renormalization in Euclidean Quantum Field Theory”; Comm. Math. Phys., 91, 505, 518, (1983) Lesniewski, A., “On Callan’s Proof of the BPHZ Theorem”; Helv. Phys, Acta., 56, 1158- 1167, (1983)

(2) Proceedings: Lesniewski, A., Li, Z., Samet, J., and Xia, X., “Dynamic Mortgage Rate Replication and Risk Management of MBSs”; Working paper (2010) Lesniewski, A., and Hagan, P., “Libor Market Model with SABR Style Stochastic Volatility”; Working paper (2006) Lesniewski, A., Hagan, P., and Woodward, D., “Probability Distribution in the SABR Model of Stochastic Volatility”; Working paper (2001) Lesniewski, A., and Coleman, S., “Classical Randomness and Quantum Determinism”; Unpublished Manuscript

C. Chapters in Books: None D. Government Reports or Monographs: None E. Book Reviews: None

7. OTHER PUBLICATIONS: None

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES: Lesniewski, A., Talk at New York University; “Recent Developments in Derivatives Pricing”, (2010) Lesniewski, A., Talk at New York; “Risk USA”, (2009) Lesniewski, A., Talk at the Canadian Mathematical Society Meeting in London, Ontario, (1996)

BSFE Proposal D - 55 Lesniewski, A., Talk at Conference in South Hadley, MA; “Quantization”, (1996) Lesniewski, A., Talk on Workshop in Cambridge, MA; “Asymptotic Properties of Eigenstates of Classically Chaotic Systems”, (1996) Lesniewski, A., Talk at Conference in Waterloo, Canada; “Non commutative Geometry and Cyclic Coomology”, (1995) Lesniewski, A., Talk at the American Mathematical Society Meeting in Boston (1995) Lesniewski, A., Talk at the American Mathematical Society Meeting in Cincinnati (1994)

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES: (con’t) Lesniewski, A., Talk at the First Joint Meeting of American Mathematical Society and Deutsche Mathematikerverein in Heidelberg, Germany, (1993) Lesniewski, A., Talk at Conference in Boulder; “GPOTS”, (1993) Lesniewski, A., Talk at Conference in Ascona, Switzerland; “Geometric and Topological Aspects of Quantum Field Theory”, (1992) Lesniewski, A., Talk at Conference at Cornell University, Ithaca; “Gauge Theory”, (1988) Lesniewski, A., Giving Lectures at Summer Schools in Erice, Italy; “Theoretical Physics”, (1988) Lesniewski, A., Colloquium and Seminar Talks at the University of Arizona, Tucson; Boston University, Boston; University of California, Davis; Cornell University, Ithaca; Harvard University, Cambridge; Indiana University, Bloomington; Institute of Advanced Study, Princeton; IUPUI, Indianapolis; University of Kansas, Lawrence; Massachusetts Institute of Technology, Cambridge; SUNY, Buffalo; University of Virginia Charlottesville; University of Michigan, Ann Arbor; Northeastern University, Boston; University of Zurich, Zurich; Swiss Federal Institute of Technology, Zurich; Courant Institute of Mathematical Sciences, New York University, New York

9. WORK IN PROGRESS: None A. Papers submitted to journals for consideration: None B. Other completed papers: None C. Research in progress: None

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS: Two Thomas Hoopes Prizes for undergraduate theses at Harvard

11. GRANTS-IN-AID: Lesniewski, A., Department of Energy Grant #DE-FG02-88ER25065 with A. Jaffe Lesniewski, A., National Science Foundation Grant #DMS-944344

12. INSTITUTIONAL SERVICE: None A. Service to the Department: None B. Service to the School: None C. Service to the College: None D. Service to the Graduate Center: None E. Service to the University: None

13. OFFICES HELD IN PROFESSIONAL SOCIETIES: None

BSFE Proposal D - 56

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE: Supervised 4 Master theses in mathematical finance at New York University Supervised 3 Ph.D. theses and a number of undergraduate theses at Harvard

15. TEACHING ACTIVITIES AT BARUCH: A. Courses taught: MTH 9882, Fixed Income Risk Management

BSFE Proposal D - 57 Matic, Ivan

1. EDUCATION: Degree Institution Field Dates Ph.D. University of California, Mathematics 2004 - 2010 Berkeley B.Sc. University of Belgrade Mathematics 1999 - 2002 Serbia

2. FULL-TIME ACADEMIC EXPERIENCE: Institution Rank Field Dates Duke University Assistant Research Professor Mathematics 2010 – 2013 Canada Mathcamp Mentor USA Mathematics 2006 – 2011 UC Berkeley Graduate Student Instructor Mathematics 2005 – 2010

3. PART-TIME ACADEMIC EXPERIENCE: Institution Rank Field Dates National Taipei University Honorary International Mathematics 2012 - 2013 of Technology Chair Professor Faculty Mathematics 2008 – 2012 UC Berkeley Instructor Mathematics 2006 – 2009 UC Berkeley Math Circle Instructor Mathematics 2006 - 2009San Jose, CA Math Circle Instructor Mathematics 2006 – 2009 Sudbury, Canada Math Circle Instructor Mathematics 2006 - 2009 Dallas, TX Math Circle Instructor Mathematics 2006 - 2009 UC Berkeley Instructor for Analysis Mathematics 2006 - 2008 Workshop Serbian IMO Training Instructor Mathematics 2003 – Camp University of Belgrade TA Mathematics 2003 – 2004

4. NON ACADEMIC EXPERIENCE: Place of Employment Title Date Website www.imomath.com Creator and Developer 2005 - 2012 Fields Institute, Toronto Fields Postdoctoral Fellow Spring 2011 MOSP Writer of the USA IMO Team 2008 – 2009 Bay Area Math Olympiad Member of the Jury 2006 – 2009 San Francisco Bay Area Associate Director of Berkeley Math Circle 2007 – 2008

5. EMPLOYMENT RECORD AT BARUCH: None

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books: Matic, I., Djukic, D., Jankovic, V., and Petrovic, N.; “The IMO Compendium”, Second Edition, Springer, 2011

BSFE Proposal D - 58 Matic, I., Baltic, V., Djukic, D., and Krtinic, Dj.; “Practice Problems for High School Math Competitions in Serbia” (in Serbian), Serbian Mathematical Society, 2008 Matic, I., Kadelburg, Z., Djukic, D., and Lukic, M., “Inequalities” (in Serbian), Serbian Mathematical Society, 2003 6. PUBLICATIONS IN FIELD OF EXPERTISE: (con’t) B. Papers in Professional Journals:

(1) Articles: Matic, I., Nolen, J., “A Sublinear Variance Bound for Solutions of A Random Hamilton- Jacobi Equation”, J. Stat. Phys. 149, No. 2, 342-361, (2012) Matic, I., “Large Deviations for Processes in Random Environments with Jumps”, Electronic Journal of Probability, Vol. 16, No. 87, 2406-2438, (2011)

(2) Proceedings: None

C. Chapters in Books: None

D. Government Reports or Monographs: None

E. Book Reviews: None

7. OTHER PUBLICATIONS: None

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES: “Summer School of Recent Advances in the Theory of Homogenization”, University of Chicago, USA, 2012 “EPSRC Symposium Workshop – Disordered Media”, Warwick, UK, 2011 “Random media; Homogenization and Beyond”, IPAM, Los Angeles, USA, 2011 “Sublinear Variance Bounds for Variational Functionals”, talk, UC Berkeley, 2011 “Central Limit Theorems and Large Deviations for Variational Problems”, talk, Fields Institute, Toronto, 2011 “Deterministic Walks in Random Environments”, talk, Duke University, 2010 “Homogenizations and Large Deviations for Several Stochastic Models”, talk, University of Utah, 2010 “International Congress of Mathematicians”, Hyderabad, India, 2010 “Large Deviations for Some Random Media Models”, talk, UC Berkeley, 2010 “Oberwolfach Seminar: The Ergodic Theory of Markov Processes”, Oberwolfach, Germany, 2010 “5th Pacific Rim Conference on Mathematics”, Stanford University, USA, 2010 “Homogenizations for Stochastic Frenkel-Kontorova Models”, talk, UC Berkeley, 2009 “Deterministic Walks in Random Environments”, talk, UC Berkeley, 2009 “Large Deviation Principle for Poisson Process and Kolmogorov-Sinai Entropy”, talk, UC Berkeley, 2009 “Interacting Particle Systems, Statistical Mechanics, and Probability Theory”, Institute Henry Poincaré, Paris, France. 2008 “2nd Graduate Student Conference in Probability”, University of Wisconsin, Madison, USA, 2008

BSFE Proposal D - 59 “Large Deviations for Hamilton-Jacobi PDE”, talk, University of Wisconsin, Madison, USA, 2008 “Large Deviations for Hammersley Model and Random Permutations”, talk, UC Berkeley, 2007 “PCMI Summer School in Statistical Mechanics”, Park City, USA, 2007 8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES: (con’t) “Brownian Motion in Random Media and Homogenization”, talk, UC Berkeley, 2006 “Probabilistic and Analytical Perspectives on Contemporary PDEs”, Carnegie Mellon University, USAPittsburgh, 2006

9. WORK IN PROGRESS: None

A. Papers submitted to journals for consideration: None

B. Other completed papers: None

C. Research in progress: Matic, I., and Rezakhanlou, F., “Homogenizations for Stochastic Frenkel-Kontorova Models”, in preparation

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS: Honorary International Chair Professor, National Taipei University of Technology, 2012 Nikki Kose Memorial Teaching Prize, UC Berkeley Department of Mathematics, 2010 Outstanding Graduate Student Instructor, UC Berkeley Graduate Division, 2007 Best Student Graduating from the Department of Mathematics, University of Belgrade, 2002 Two-second and one third Prizes at the International Mathematics Competition for University Students (Europe), 2000 – 2002 Silver Medal at the 40th International Mathematical Olympiad (held in Romania), 1999

BSFE Proposal D - 60 Mayo, Anita

1. EDUCATION:

Degree Institution Field Dates Ph D New York Univ. Mathematics 1979 BA Barnard College Mathematics 1968

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Professor Mathematics January 2006 - Present Mathematics Department, New Visiting Member Mathematics September 1, 2012 - York University August 31, 2013 Baruch College Associate Professor Mathematics September 2003 - January 2006 New York University Visitor Mathematics March 1988 - August 1988 SUNY at Stony Brook Assistant Professor Mathematics September 1983 - June 1984 Stanford University Visiting Asst. Prof. Computer Science September 1982 - September 1983 Univ. of California Berkeley Lecturer Mathematics September 1979 - September 1981 John Jay College Lecturer Mathematics September 1974 - September 1975

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates John Jay College Adjunct Lecturer Mathematics September 1975 - September 1977

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates IBM, Watson Research Center Consultant October 2002 - April 2004 IBM, Watson Research Center Member of Research Staff June 1984 - July 2002 IBM, General Products Division Consultant September 1982 - September 1983 IBM, General Products Division Academic Associate September 1981 - September 1982

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Professor January 2006 - Present Associate Professor September 2003 - January 2006

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

B. Papers in Professional Journals: (1) Articles:

BSFE Proposal D - 61 Mayo, A. (2012). Accurate two and three dimensional interpolation for particle mesh calculations. Discrete and Continuous Dynamical Systems, Series B, 17(4), 23. AIMSciences.org

Mayo, A. (2011). Review of "Elementary Calculus of Financial Mathematics". SIAM Review, 53(3), 4.

Mayo, A. (2009). On the Numerical Evaluationof Option Prices in the Variance Gamma Model. Intl. J. Compter Math., 86(2), pp. 86-99.

Mayo, A. (2008). Methods for the Rapid Solution of Pricing PIDEs in Exponential and Merton Models. Journal of Computational and Applied Mathematics, 222.

Carr, P., Mayo, A. (2007). On the numerical evaluation of option prices in jump diffusion model. European Journal of Finance, 13(4), 353-372.

Mayo, A., Greenbaum, A. (2006). Fourth order accurate evaluation of integrals in potential theory on exterior 3D regions. J. of Computational Physics, 220(2), 900- 914.

Mayo, A. (2005). Rapid fourth order accurate solution of the steady Navier Stokes equations on general regions. Dynamics of Continuous, Discrete and Impulsive System, Series B(12), 59-72.

Mayo, A. (2005). Hedging in illiquid markets. To appear in to appear in Encyclopedia of Financial Engineering and Risk Management, 5.

Mayo, A. (2004). High Order Accurate Implicit Method for Valuing American Options. The European Journal of Finance, 10(3), 212-237.

Ruehli, A., Antonini, G., Esch, J., Eckman, J., Mayo, A., Orlandi, A. (2003). Non Orthogonal PEEC Formulation for Time and Frequency Domain EM and Circuit Modeling. IEEE Transactions Electro-Magnetic Compatibility, 45(2), 167-179.

Mayo, A. (2003). Rapid, fourth order accurate evaluation of particular solutions fo the biharmonic equation on general regions. Contemporary Mathematics America Mathematical Association (AMS), 323, 233-245.

Hamaguchi, S., Mayo, A., Rossnagel, S., Kotecki, D., Milkove, K. (1998). Numerical Simulation of Etching and Deposition Process. Japan Journal Applied Physics, 36(7B), 4762-4768.

Greenbaum, A., Mayo, A. (1998). Rapid Parallel Evaluation of Intergral in Potential Theory on General Three Dimensional Regions. Journal of Computational Physics, 145, 731-742.

BSFE Proposal D - 62 Mayo, A. (1997). Deferred Correction Finite Difference Methods for the Evaluation of Integrals in Potential Theory and Low Frequency Scattering. Integral methods in Science and Engineering, Addison Wesley, 2, 155-170.

Hamaguchi, S., Mayo, A., Rossnagel, S., Kotecki, D., Milkove, K. (1997). Numerical Stimulation of Etching and Deposition Processes. Japan Journal Applied Physics, 36(7B), 4762-4768.

Mayo, A., Hamaguchi, S., Rossnagel, S., Joo, J. (1997). Across wafer nonuniformity of long throw sputter deposition systems. Journal of the Vacuum Society B, 15, 1788- 1793.

Greengard, L., Kropinski, M. C., Mayo, A. (1996). Integral equation methods for Stokes flow and isotropic elasticity in the plane. Journal of Computational Physics, 125, 403-414.

McKenney, A., Greengard, L., Mayo, A. (1995). A fast Poisson solver for complex geometries. Journal of Computational Physics, 118, 348-355.

Li, Z., Mayo, A. (1994). ADI Methods for heat equations with discontinuities along an arhitrary interface. Symposia in Applied Mathematics, American Mathematics Society (AMS), 48, 311-333.

Mayo, A., Peskin, C. (1993). An implicit numerical method for fluid dynamics problems with immersed elastic boundaries. Contemporary Mathematics, American Mathematics Society (AMS), 141, 261-277.

Greenbaum, A., Greengard, L., Mayo, A. (1992). On the numerical solution fo the biharmonic equation in the plane. Physica D, 60, 216-225.

Mayo, A. (1992). The rapid evaluation of volume integrals of potential theory on general regions. Journal of Computational Physics, 100(2), 236-245.

Mayo, A., Greenbaum, A. (1992). Fast parallel iterative solution of Poisson's and the biharmonic equations on irregular regions. SIAMS Journal on Scientific and Statistical Computing, 13(1), 101-118.

Mayo, A. (1991). A decomposition method for the finite difference method for the fourth order accurate solution of Poisson's equation on general regions. International Journal on High Speed Computing, 3(2), 89-106.

Dove, D., Grebe, K., Keefe, G., Mayo, A., Yarmchuk, E., Zug, R. (1987). Simplified Printhead Structure for Magneographic Printing. Society for Information Display Digest, 1945-1949.

BSFE Proposal D - 63 Mayo, A. (1986). Rapid methods for the conformal mapping of multiconnected regions. Journal of Comput. and Applied Mathematics, 14, 143-153.

Mayo, A. (1985). Fast, high order accurate solution of Laplace's equation on irregular regions. SIAM Journal Scientific and Statistical Computing, 6(1), 145-147.

Mayo, A. (1984). The fast solution of Poisson's and the biharmonic equations on irregular regions. SIAM J. Numer. Anal., 21(2), 285-304.

(2) Proceedings:

Mayo, A., Proceedings 7th International Conference, Computational and Mathematical Methods in Science and Engineering, Chicago, "On the numerical evaluation of option prices in the Variance Gamma model, pp.312-329", published in proceedings. (June 2007).

Carr, P., Mayo, A., Proceedings Forecasting Financial Markets Conference, Paris, "On the numerical evaluation of option prices jump in diffusion models, CD ROM, Session_10:16:45.pdf", published in proceedings. (June 2004).

Mayo, A., Proceedings Joint Computational Finance/Forcasting Financial Markets Conference, London Business School, University of London, "Fourth Order Finite Difference Method for American Options, pp. 195-215", published in proceedings. (June 2001).

Greenbaum, A., Mayo, A., Sonnad, V., Boundary Elements: Implementation and Analysis of Advanced Algorithms, Notes on Numerical Fluid Mechanics Vol. 54, Vieweg-Verlag, Braunschwieg, Wiebaden, Germany, "Rapid parallel evaluation of integrals in potential theory on general three dimensional regions, pp. 115", published in proceedings. (1996).

Mayo, A., Proceedings International. Symposium on Computer Methods for Partial Differential Equations, Lehigh, PA, "The fast solution of Poissons and the biharmonic equations on general regions, pp 107-111", published in proceedings. (1981).

Mayo, A., Proceedings International Symposium on Computer Methods for Partial Differential Equations, Lehigh, PA, "Fast, high order methods for solving elliptic equations on general regions, pp 268-273", published in proceedings. (1979).

C. Chapters in Books:

D. Government Reports or Monographs:

E. Book Reviews:

BSFE Proposal D - 64 Mayo, A., Wong, S. (2006). C++Design Patterns and Derivative Pricing. M. Joshi, SIAM Review, 48(1), 178-180.

Mayo, A. (2003). Derivatives in Financial Markets. SIAM Review, 45(4), 22-25.

7. OTHER PUBLICATIONS:

Mayo, A. (2007). Particle-mesh methods for the evaluation of fields induced by vortex sheets (pp. 23).

Mayo, A. (2007). Why the ADI method sometimes works well for valuing multi asset options, and why sometimes it doesn't (pp. 15).

Baryshnikov, Y., Mayo, A., Taylor, D. (1998). Pricing of CAT bonds (pp. 19). IBM Research Report 21371.

Mehdizadeh, S., Dukovic, J., Tsai, R., Deligianni, L., Andricacos, P., Mayo, A., Horkans, J. (1994). Analysis of Plating-Rate Uniformity in C4 Fabrication (pp. 52). IBM confidential Report RC 19603.

Mayo, A. (1994). Rapid, accurate methods for the solution of the Stokes problem in the presence of an immersed boundary (pp. 18). IBM Report RC 19298.

Mayo, A. (1991). The rapid evaluation of heat potentials on general regions (pp. 13). IBM Research Report.

Mayo, A. (1990). New Method for the combination of finite difference and Innegral Equation Methods (1st ed., vol. 1, pp. 11-15). Boundary Points.

Mayo, A. (1989). On the Accuracy of a Class of Momentum Conserving Particle Mesh Methods, and the Interpolation of Elliptic Functions on Uniform Meshes (pp. 19). IBM Research Report 14306.

Buturla, E., Coffey, M., Mayo, A., Zug, R. (1986). Three Dimensional Nonlinear Magnetostatic Calculations Users Guide (pp. 96). IBM.

Cole, W., Lominac, H., Mayo, A., Tam, A. (1985). Magnetic Field Programs Using a Boundary Element Method (pp. 52). San Jose: IBM Report, TR02.1228, General Products Division.

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Mayo, A., Integral Equation Methods, Fast Algorithms and Applications, Institute for Mathematics and its Aplications, University of Minnesota, "On the accuracy of interpolations weights in particle mesh calculations", International, Invited. (August 2010).

BSFE Proposal D - 65 Mayo, A., Fluid Dynamics, Analysis and Numerics, Conference in honor of Tom Beale, National Science Foundation, Duke University, North Carolina, "Methods for accurate interpolation in fluid calculations", International, Invited. (June 2010).

Mayo, A., SIAM National Meeting, Society for Industrial and Applied Mathematics, San Diego, "High order accurate interpolation schemes for solutions of elliptic equations", International, Accepted. (July 2008).

Mayo, A., Seventh International Conference on Mathematical Methods in Science and Engineering, Chicago, "On the mumerical evaluation of option prices in the Variance Gamma model". (June 2007).

Mayo, A., Math Department, Duke University, "On a variety of particle mesh methods for the evaluation of fields". (October 2005).

Mayo, A., Numericla Analysis Seminar, Courant Institute, NYU, "On the accuracy of methods for evaluating integrals in potential theory in free space". (October 2005).

Mayo, A., SIAM National Meeting, New Orleans, "Fourth Order Accurate Evaluation of Integrals in Potential Theory on Exterior 3D Regions". (July 2005).

Mayo, A., Mathematical Finance Seminar, Courant Institute, NYU, "Numerical Evaluation of Option Prices in Jump Diffusion Models". (April 7, 2005).

Mayo, A., SIAM National Meeting, Portland, OR, "Rapid Evaluation of Multiple Volume Integral in Potential Theory". (July 2004).

Mayo, A., 11th International Conference, Forecasting Financial Markets, Paris, "On the numerical evaluation of option prices in jump diffusion processes". (June 2004).

Mayo, A., Math Department, New Jersey Institute of Technology, "On particle mesh methods for the evaluation of fields induced by vortex sheets". (January 2004).

Mayo, A., American Mathematical Society (AMS) - Society for Industry and Applied Mathematics (SIAM) Summer Research Conference on Fast Algorithms, Mt. Holyoke, "Rapid, fourth order accurate evaluation of particular solutions of the biharmonic equation on general regions". (August 2001).

Mayo, A., 11th INFORMS Applied Probability Society Conference, New York, "High Order Accurate Difference Methods for American Options". (July 2001).

Mayo, A., International Conference on Dynamics of Continuous, Discrete and Impulsive Systems, University Western Ontario, "Rapid, fourth order accurate solution of the steady Navier Stokes equations on general regions". (July 2001).

BSFE Proposal D - 66 Mayo, A., Joint Computational Finance/Forecasting Financial Markets Conference, London Business School, University of London, "Fourth Order Finite Difference Method for American Options". (June 2000).

Mayo, A., University of Zurich,, Switzerland, "Rapid Mesh Methods for Solving Low Reynolds Number Fluid Equations". (March 2000).

Mayo, A., Conference on Sparse Representation of Integral Operators, Mathematics Institute, Oberwolfach, Germany, "On particle mesh methods for the evaluation of fields induced by vortex sheets". (February 2000).

Mayo, A., MAFELAP99 Conference, Uxbridge, U.K., "Integral equation methods for problems in fluid mechanics, minisymosium Sparse Approximation to Integral and Pseudo- Differential Operations: BEM/FEM Applications". (June 1999).

Mayo, A., Mathematics Department, University of Washington, Seattle, "An Introduction to Derivative Pricing in the Financial and Commodity Markets". (May 1999).

Mayo, A., SIAM Annual Meeting, Stanford, "Fourth order accurate finite difference methods for fluid problems on general regions, minisymposium, Cartesian grid methods for PDEs in complex geometry". (July 1997).

Mayo, A., American Vacuum Society Meeting, Philadelphia, "Across wafer nonuniformity in long throw sputter deposition". (October 1996).

Mayo, A., American Vacuum Society Meeting, Philadelphia, "Optical and film diagnostics of relative ionization uniformity in ionized magnetron PVD systems". (October 1996).

Mayo, A., 4th International Conference on Integral Methods in Science and Engineering, Oulu, Finland, "Deferred Correction Finite Difference Methods for the Evaluation of Integrals in Potential Theory and Low Frequency Scattering". (June 1996).

Mayo, A., 12th GAMM Seminar on Boundary Integral Methods, Kiel, Germany, "Rapid parallel evaluation of integrals in potential theory on general three dimensional regions". (January 1996).

Mayo, A., Mathematics Department, University California, Davis, "Three dimensional computations in magnetics". (November 1995).

Mayo, A., NIST (National Institute Science and Technology) workshop on large scale computation and realistic microstructure, "On the evaluation of heat potentials on general regions". (August 1995).

Mayo, A., SIAM National Meeting, San Diego, "Integral equation methods for Stokes flow and isotropic elasticity in the plane". (July 1995).

BSFE Proposal D - 67 Mayo, A., Computer Science Department, University of Maryland, "Rapid evaluation of integrals in potential theory with applications magnetics and electrodeposition". (December 1994).

Mayo, A., Upstate NY Numerical Analysis Conference, Cornell University, "Rapid evaluation of integrals in potential theory with applications to magnetics and electrodeposition". (November 1994).

Mayo, A., SIAM National Meeting, Chicago, "A new class of interpolation weights for particle mesh methods". (July 1994).

Mayo, A., SIAM National Meeting, Philadelphia, "Fast, accurate solution of Laplace's equation in 3D". (July 1993).

Mayo, A., SIAM National Meeting, Los Angeles, "Application of integral equation methods to problems in elasticity and fluid dynamics". (July 1992).

Mayo, A., IMA, University of Minnesota, "The rapid, high order accurate evaluation of volume integrals in potential theory". (March 1992).

Mayo, A., AMS-IMS-SIAM Summer Research Conference on Biofluid dynamics, Seattle, "An implicit method for fluid dynamics problems with immersed elastic boundaries". (July 1991).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

C. Research in progress.

Mayo, A. (2007). Numerical Methods for Static Replication, Subreplication and Superreplication of Options (pp. 22).

Mayo, Anita, "Numerical Solution of the Heat Equation on General Regions", On-Going, Scholarly. I plan to develop and implement fast numerical schemes for solving the heat equation on general regions. I will publish a paper detailibg results.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

11. GRANTS-IN-AID:

Mayo, A., Sponsored Research, "Fellowship Leave Award", Baruch College - CUNY, Funded. (start: September 1, 2012, end: August 31, 2013).

BSFE Proposal D - 68 Mayo, A., Sponsored Research, "Research Award 63569-00 41", PSC CUNY. (start: 2010, end: 2011).

Mayo, A., Sponsored Research, "Research Award 62563-00 40", PSC CUNY. (start: 2009, end: 2010).

Mayo, A., Grant, "Travel and Housing, Conference on Integral Equations, Fast Algorithms and Applications", National Science Foundation, Institute for Mathematics and Its Applications, $1,500.00, Funded. (start: August 5, 2010, end: August 10, 2010).

Mayo, A., Grant, "Travel and Housing, Beale Conference, Duke University", National Science Foundation, Federal, $1,200.00, Funded. (start: June 1, 2010, end: June 7, 2010).

Mayo, A., Sponsored Research, "Research Award 61374-00 39", PSC CUNY, $3,250.00. (start: 2008, end: 2009).

Mayo, A. (Principal), Sponsored Research, "Research Award, 69366-00 38", PSC-CUNY, $3,990.00. (start: 2007, end: 2008).

Mayo, A. (Principal), Sponsored Research, "Research Award, 68427-00 37", PSC-CUNY, $2,800.00. (start: 2006, end: 2007).

Mayo, A. (Principal), Sponsored Research, "Research Award, 67499-00 36", PSC-CUNY, $3,800.00. (start: 2005, end: 2006).

Mayo, A. (Principal), Sponsored Research, "Research Award", PSC-CUNY, $3,800.00. (start: 2004, end: 2005).

Mayo, A. (Principal), "IBM", $5,000.00. (start: 2003, end: 2004).

Mayo, A. (Principal), "Applied mathematics program", National Science Foundation, DMS- 8406965, $57,924.00. (end: 1984).

Mayo, A. (Principal), "DOE contract W-7404-ENG-48, summer support", $4,000.00. (end: 1981).

12. INSTITUTIONAL SERVICE: A. Service to the Department

Calculus Committee, Committee Member. (2004 - Present).

Final Exam Committee. (2003 - Present).

during registration, Student Advisor. (2004 - 2006).

B. Service to the School

BSFE Proposal D - 69 WSAS Faculty Committee on Reseach and travel, Committee Member. (September 2006 - Present).

Weissman School representative to Zicklin School. (2005 - Present).

C. Service to the College

Taskforce on Quantitative Pedagogy, Member. (2007 - Present).

Student Faculty Disciplinary Committee, Committee Member. (2004 - 2006).

D. Service to the Graduate Center

Committee on Graduate Studies, Committee Member. (October 2006 - Present).

E. Service to the University

PSC CUNY grant proposals, Referee. (March 2004 - March 2005).

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

University of Waterloo, External Examiner PhD, Computer Science Department, Waterloo, Ontario, Canada, Compensated. (March 2010). External examiner, Ph.D. committee, Jian Wang

SIAM J. Scientific Computing, Referee. (2007).

European Journal of Finance, Referee. (2006).

Journal of Computational Mathematics, Referee. (2006).

Journal of computationa Physics, Referee. (2005).

SIAM J. Scientific Computing, Referee. (2004 - 2005).

European Journal of Finance, Referee. (2002).

Journal of Comptational Physics. (2001 - 2002).

National Science Foundation, Referee. (1999 - 2000).

SIAM J. Scientific Computing, Referee. (1998 - 2000).

BSFE Proposal D - 70 Numerical Methods in Partial Differential Equations, Fifth IEEE Biennial Conference on Electromagnetic Field Computation, Editorial Board. (1992).

Organizing Committee, AMS-IMS (Institute of Mathematical Sciences)-SIAM Summer Research Conference on Biofluiddynamics. (1991).

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

3030, Analytic Geometry and Calculus II, Math.

2610, Calculus I, Math.

3010, Calculus II, Math.

9903, Capstone Project and Presentation, Math.

3020, Intermediate Calculus, Math.

4120, Introduction to Probabiltiy, Math.

9821, Numerical Linear Algebra, Math.

9871, Numerical Methods for Partial Differential Equations in Finance, Math.

BSFE Proposal D - 71 Moreno, Carlos

1. EDUCATION:

Degree Institution Field Dates Ph D Courant Institute ( New York Mathematics 1971 University) BA Washington Sq. College Mathematics 1968

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Professor Mathematics 1985 - Present University of Illinois, Professor Mathematics 1984 - 1985 University of Illinois, Associate Professor Mathematics 1976 - 1984 Institute des Hautes Etudes Visiting Member Mathematics 1979 - 1980 Scientifiques (Paris, France) Center for Advanced Studies Member Mathematics 1976 - 1977 (University of Illinois) Princeton Institute for Advanced Visiting Member Mathematics 1976 - 1977 Study, University of Illinois Assistant Professor Mathematics 1972 - 1976 Center for Advance Studies, Member Mathematics 1971 - 1972 Univversity of Illinois Center for Advanced Studies Member Mathematics 1971 - 1972 (University of Illinois)

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates University of Puerto Rico Visiting Professor Mathematics 1998

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Professor 1985 - Present

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

Moreno, C. (2005). Advance Analytic Number Theory: L-functions (vol. 115, pp. xx+291). Providence, RI: Mathematics Surveys and Monographs, American Mathematics Society.

Moreno, C., Wagstaff, S. (2005). Sums of Squares of Integers (vol. 37, pp. 360). New York: Taylor and Francis, CRC Press, Discrete Mathematics and Applications,.

BSFE Proposal D - 72 Moreno, C. (1991). Algebraic Curves Over Finite Fields (97th ed., pp. 246). Cambridge University Press, Cambridge, England: Cambridge Tracts in Mathematics.

Moreno, C. (1983). Advanced Analytic Number Theory, Part I: Ramification Theoretic Methods (vol. 15, pp. 190). Providence, RI: Contemporary Mathematics, American Mathematical Society.

B. Papers in Professional Journals: (1) Articles:

Moreno, C., Tapia-Recillas, H., Torres, A., Gutierrez, N. (2006). The Evaluation of Some Ramanujan Sums. Congr. Numer., 179, 5-14.

Moreno, C., Wan, A. (2004). Unusual applications of quadratic Gauss sums. Dimacs Series in Dicrete Math. and Theoretical Computer Science, 64, 227-264.

Moreno, C. (2000). Harmonic analysis on finite rings and applications. Contemporary Mathematics, 259, 409-430.

Moreno, C., Castro, F. (2000). L-functions of singular curves over finite fields. Journal of Number Theory, 136-155.

Moreno, C., Castro, F. (2000). Mixed exponential sums over finite fields. Proc. Amer. Math. Soc., 128(9), 2529-2537.

Moreno, C., Moreno, O. (1998). A p-adic Serre bound. Finite Fields Appl., 4, 201-217.

Moreno, C., Moreno, O., Litsym, S. (1995). Divisibility Properties and New Bounds for Cyclic Codes and Exponential Sums in One and Several Variables. Applicable Algebra in Engineering, Communication and Computing, 5(2), 105-116.

Moreno, C. (1995). Fermat's Last Theorem: From Fermat to Wiles. Revista Colombiana de Matematicas, 29, 49-88.

Moreno, C., Moreno, O. (1995). Improvements of the Chevalley-Warning and the Ax- Katz theorems. American Jour. of Math, 117(1), 241-244.

Moreno, C., Moreno, O. (1994). The MacWilliams-Sloane Conjecture on the Tightness of the Carlitz-Uchiyama Bound and the Weights of Duals of BCH Codes. IEEE Transactions On Information Theory, 40(6), 1894-1907.

Moreno, C., Moreno, O. (1993). An Elementary Proof of a Partial Improvement to the Ax-Katz Theorem. Applied Algebra, Algebraic Algorithms and Error Correcting Codes, Lecture Notes In Computer Science, No. 673, Springer-Verlag, New York, 257-268.

BSFE Proposal D - 73 Moreno, C., Moreno, O. (1992). An Improved Bombieri-Weil Bound and Applications to Coding Theory. Journal of Number Theory, 42(1), 32-46.

Moreno, C., Moreno, O. (1992). Exponential Sums and Goppa Codes: II. IEEE Transactions On Information Theory, 3(4), 1222-1229.

Moreno, C. (1991). Exponential Sums and Goppa Codes: I. Proceedings of the American Mathematical Society, 111(2), 523-531.

Moreno, C., Rocha, A. (1987). Rademacher-Type Formulas for the Multiplicities of Irreducible Highest Weight Representations of Affine Lie Algebras. Bull. A.M.S., 16, 292-296.

Moreno, C. (1985). Analytic Proof of the Strong Multiplicity One Theorem. American Journal of Mathematics, 107, 163-206.

Moreno, C., Shahidi, F. (1985). On the L-function L (s, Sym m r, ). Canad. Math. Bull., 28, 405-410.

Moreno, C., Shahidi, F. (1985). The L-function L3 (s, ). Inventiones Math., 79, 247- 252.

Moreno, C., Elliott, P.D. T.A, Shahidi, F. (1984). On the absolute value of Ramanujan's -function. Math. Ann., 266(4), 507-511.

Moreno, C. (1984). Some problems of effectivity in arithmetic, geometry and analysis. Number Theory (New York, 1982); Lecture Notes in Math, 1052, Springer, Berlin, 252-272.

Moreno, C. (1984). The strong multiplicity one theorem for GL (n). Bull. Amer. Math. Soc. (N.S.), 11(1), 180-182.

Moreno, C. (1984). The value of L (1/2, x) for abelian L-functions of complex quadratic fields. Jour. Number Theory, 18(3), 269-288.

Moreno, C. (1983). The Chowla-Selberg formula. J. Number theory, 17(2), 226-245.

Moreno, C., Shahidi, F. (1983). The fourth moment of Ramanujan's -function. Math. Ann., 266(2), 233-239.

Moreno, C. (1983). The method of Hadamard and de la Vallee-Poussin (According to Pierre Deligne). Enseign. Math, 2(1-2), 89-128.

Moreno, C. (1983). The spectral decomposition of a product of automorphic forms. Proc. amer. Math. Soc., 88(3), 399-403.

BSFE Proposal D - 74 Moreno, C. (1982). BN-Pairs and the Tits building for the group SL2 (Spanish). Lecturas Matematicas, 3, 97-109.

Moreno, C. (1980). Basic Analytic Number theory. (Spanish) Monografias Elementales, No. 1, Colombian Math. Soc., Bogota, 1-69.

Moreno, C. (1980). The higher reciprocity laws. J. Number theory, 12(1), 57-70.

Moreno, C. (1978). Harmonic Tendencies in Number Theory (Spanish). Bol. Math., 12(4-6), 162-187.

Moreno, C. (1978). The Petersson inner product and the residue of an Euler product. Pacific J. Math, 78(1), 149-155.

Moreno, C. (1977). A quick proof of Hardy's estimate for Ramanujan's - function. J. Number Theory, 9(1), 1-3.

Moreno, C., Borosh, I., Porta, H. (1975). Elliptic Curves over finite fields. II. Math. Comput., 29, 951-964.

Moreno, C. (1974). A necessary and sufficient condition for the Riemann Hypothesis for Ramanujan's zeta function. Illinois J. math., 18, 107-114.

Moreno, C. (1974). A new property of the Bernoulli numbers. Mathematics Magazine (Published under the pseudonym of Juan Valdez), 47(3), 144-145.

Moreno, C. (1974). Sur le probleme de Kummer. (French) Enseignement Math., 2(20), 45-51.

Moreno, C. (1974). The average size of gaps between primes. Mathematika, 21, 96-100.

Moreno, C. (1973). The Hoheisel phenomenon for generalized Dirichlet series. Proc. Amer. Math. Soc., 40, 47-51.

Moreno, C. (1973). The values of exponential polynomials at algebraic points. I. Trans. Amer. Math. Spc, 186, 17-31.

Moreno, C. (1973). The zeros of exponential polynomials. I. Compositio math., 26, 69- 78.

Moreno, C. (1972). Prime number theorems for the coefficients of modular forms. Bull. Amer. Math. Soc., 78, 796-798.

(2) Proceedings:

Moreno, C., Proc. Conference on Coding theory, Cryptography and Related Areas, Editors Buchman, J., Hoholdt, T., Stichtenoch, H., and Tapia-Recillas, H.,

BSFE Proposal D - 75 Springer-Verkag, New York, "Exponetial sums and stationary phase (I)", published in proceedings. (1999).

Moreno, C., Thirty-Fifth Annual Allerton Conference on Communication, Control and Computing, Editors Basar, T, and Vardy, A., Allerton House, Monticello, Illinois, "Exponential sums over finite rings: A Report", published in proceedings. (September 1997).

Moreno, C., Rocha, A., Proc. Centenary Conference; Academic Press, Ramanujan Revisited, Urbana, Ill., "The Exact Formula for the Weight Multiplicities of Affine Lie Algebras", published in proceedings. (1988).

Moreno, C., Number theory, Carbondale 1979 (Proc. Southern Illinois Conf., Southern Illinois University, Carbondale, Ill); pp. 243-255, Lecture notes in Math., 751, Springer, Berlin, 1979, "Kunneth Formula for L-Function", published in proceedings. (1979).

Moreno, C., Modular Functions of One Variable, VI (Proc. Second Internat. Conf., Univ. Bonn, Bonn, 1976); pp. 11-26, Lecture notes in Math., 627, Springer, Berlin, 1977, "Analytic properties of Euler products of automorphic representations", published in proceedings. (1977).

Moreno, C., Number Theory Day (Proc. Conference Rockefeller University, New York, 1976); pp. 73-216, Lecture notes in Math., 626, Springer, Berlin, 1977, "Explicit formulas in the theory of automorphic forms", published in proceedings. (1977).

Moreno, C., Diphantine approximation and its applications (Proc. Conf., Washington, D.C., 1972); pp 118-128, Academic Press, New York, "The value of exponential polynomials at algebraic points. II", published in proceedings. (1973).

Moreno, C., Porta, H., Borosh, I., 1972 Number Theory Conference, University of Colorado, Boulder, Colo.; pp 147-155, "Elliptic curves over finite fields. I", published in proceedings. (1972).

C. Chapters in Books:

D. Government Reports or Monographs:

Moreno, C. (1993). Sun Sparkstation Based Courses in the Mathematical sciences. Report for FIPSE's National Project Director's Meeting, Washington.

E. Book Reviews:

Moreno, C. (1999). "Codes and Algebraic Curves" by Oliver Pretzel, Oxford Lecture series In Mathematics and its Applications, Clarendon Press. Bull. Amer. Mat. Soc., 36.

BSFE Proposal D - 76 Moreno, C. (1978). "Elliptic Curves and Transcendence," by David Masser, Lecture Notes in Mathematics, vol. 437, Springer-Verlag. Bull. Amer. Math. Soc., 84.

7. OTHER PUBLICATIONS:

Moreno, C., Moreno, O. (1995). P-adic Serre Bound (pp. 112-113). Abstracts of the American Mathematical Society, Joint Meeting of the American Mathematical Society and the Mexican Mathematical Society; Guanajuato, Mexico.

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Moreno, C., XVII Coloquio Latino Americano de Algebra, Medellin, Columbia, "The Representation Theory of SL(2) and Hensel's Lemma".

Moreno, C., International Mathematics Seminar; Main Invited Speaker, Escuela Politecnica del Ejercito, Latacunga, Ecuador. (October 2008).

Moreno, C., International Conference; Invited Participant, International Centre for Mathematical Sciences, University of Edingburgh, Scottland, "Weyl Multiple Dirichlet Series". (August 2008).

Moreno, C., Mathematics Colloquium, Mathematics Department of Tulane University. (May 2008).

Moreno, C., Joint Canada-USA Number Theory Conference; Invited Speaker, Mathematics Department of University of Maine, Bangor, Maine. (September 2007).

Moreno, C., Invited Speaker and Visitor, University of Cordoba, Cordoba, Argentina. (August 2007).

Moreno, C., The XVI Colloquio Latino-Americano de Algebra; Invited Speaker, Colonia, Paraguay. (August 2007).

Moreno, C., Fq8: International Conference on Finite Filelds, Melbourne, Australia, "Exponential Sums over Galois Rings and Applications". (August 12, 2007).

Moreno, C., Eighth Internatinal Conference on Finite Fields; Principal Speaker, Deakon University, Melbourne, Australia. (July 2007).

Moreno, C., The National Congress of Mathematics; Invited Speaker and Seminar Leader, The Mathematical Society of Colombia, Medellin, Colombia, "Instructional Course on Finite Fields". (July 2007).

Moreno, C., The XVII Coloquio Latino-Americano de Algebra; Invited Speaker, Member of the Scientific Organizing Committee, Medellin, Colombia. (July 2007).

BSFE Proposal D - 77 Moreno, C., Plenary Talk, XVI Congreso Colombiano de Mathematics, Medellin, Columbia, "The Riermann Hypothesis in its Relation to Modern Mathematics". (July 16, 2007).

Moreno, C., REU (Research Experience for Undergraduate; Invited Speaker and Senior Consultant, Clemson University, Clemson, South Carolina. (June 2007).

Moreno, C., The 26th International Colloquium in Group Theoretical Methods in Physics; Speaker, Graduate Center, CUNY. (June 2006).

Moreno, C., Colloquium talk in Math. Dept., Universidad de Cordoba, Cadoba, Argentina, "Geometric Error Correcting Codes". (August 16, 2005).

Moreno, C., XVI Coloquio Latinoamericano de Algebra, Colonia del Sacramento, Uruguay, "Exponential Sums in Number Theory, Error Correcting Codes, and Harmonic Analysis", Invited. (August 2, 2005).

Moreno, C., Number Theory Seminar, Graduate Center, CUNY, "Survey of the Work of Bourgain and Konyagin on Exponential sums (two lectures)". (2004).

Moreno, C., Sexto Coloquio Nacional de Codigos, Cryptografia y Areas Relacionadas, Ciudad de Mexico, Mexico, "Curso de Teoria de Codigos". (June 2004).

Moreno, C., Conferencia Plenaria, Sexto Coloquio Nacional de Codigos, Cryptografia y Areas Relacionadas, Ciudad de Mexico, Mexico, "History of Error Correcting Codes: Half a Century of Development". (June 17, 2004).

Moreno, C., Undergraduate Math Lecture, Baruch College, "The Millenium Problem worth a Million Dollars: The Riemann Hypothesis". (May 6, 2004).

Moreno, C., Number Theory Seminar, Graduate Center, CUNY, "The Langlands Theory of Local Root Numbers". (2003).

Moreno, C., Graduate Center, CUNY, "Primality Testing: The work of Agrawal (Primality Testing is of Polynomial Complexity)". (2002).

Moreno, C., University of Puerto Rico at Humacao, "The new Advanced Encryption Standard: Rijndael". (July 2002).

Moreno, C., In celebration of the appointment of Victor Kolyvagin, as Distinguished Professor in Number Theory, Graduate Center, CUNY, "Euler Systems (two lectures)". (2000).

Moreno, C., Inaugural lecture to the Colombian Academy of Sciences as a newly elected member, Colombian Academy of Sciences, "Information Theory (After 50 years of development)". (July 1999).

BSFE Proposal D - 78 Moreno, C., International Conference on Algebra and its Applications, Athens, Ohio, "Exponential sums in coding theory, combinatorics and number theory", Invited. (May 1999).

Moreno, C., International Conference on Cryptography, Error Correcting Codes and Number Theory, Guanajuato, Mexico, "Exponential sums over finite rings", Invited. (April 1998).

Moreno, C., Thirty-Fifth Annual Allerton Conference on Communication, Control and Computing, Allerton, Illinois, "Exponential sums and the method of stationary phase", Invited. (September 1997).

Moreno, C., Algebra Conference, Polytechnic Institute, Iztapalapa, Mexico City, Mexico, "Exponential Sums and Monodromy Problems". (November 1996).

Moreno, C., Joint Meeting of the American Math. Society and the Mexican Mathematical Society; Speaker at Special Section on Coding Theory, Guanajuato, Mexico, "Exponential Sums and Error Correcting Codes". (December 1995).

Moreno, C., Workshop in Algebra, Main Speaker, Mexico City, Mexico, "Algebraic Curves, Error Correcting Codes and Exponential Sums". (November 1995).

Moreno, C., Thirtieth Allerton Conference on Coding Theory; Speaker, Urbana, Illinois, "Exponential Sums and the Theory of Error Correcting Codes". (October 1995).

Moreno, C., National University, Bogota, Colombia, "Andrew Wiles' Proof of Fermat's Last Theorem: Lecture II". (August 1995).

Moreno, C., Logic Colloquium, Universidad de los Andes, Bogota, Colombia, "Andrew Wiles' Proof of Fermat's Last theorem: Lecture I". (July 1995).

Moreno, C., WorkShop in Coding Theory and Algebraic Geometry, Lumini, France, "Two New Results on Kloostermann Sums". (June 1995).

Moreno, C., WorkShop in Automorphic Forms, Mathematical Sciences Research Institute, Berkeley, "The L-functions of Three-division". (October 1994).

Moreno, C., Conference on Progress in Mathematics in the 20th Century, SUNY, Farmingdale, "On Fermat's Last Theorem". (March 1994).

Moreno, C., IX-th Faculty Research Conference, University of Puerto Rico, Humacao, "Fermat's Last Theorem". (February 1994).

Moreno, C., Mathematics Seminar, Columbia University, "Automorphic Forms associated to Torsion Points on Elliptic Curves of Order Three". (December 1993).

BSFE Proposal D - 79 Moreno, C., Mathematics Seminar, City College, "Update on the Status of Wiles' Proof of Fermat's Last Theorem". (December 1993).

Moreno, C., 50-th Anniversary of the Mexican Mathematical Society; Main Speaker, Morelia, Mexico, "Andrew Wiles' Solution to Fermat's Last Theorem". (October 1993).

Moreno, C., ELAM (Latin American School of Mathematics); Speaker, Guanajuato, Mexico, "The P-adic Serre Bound and its Implications for Algebraic Geometry". (August 1993).

Moreno, C., Mathematics Colloquium, Universidad Nacional Autonoma de Mexico, Mexico City, Mexico, "Andrew Wiles' Work on Fermat's Last Theorem". (August 1993).

Moreno, C., Mathematics Colloquium, University of Miami, "On Andrew Wiles' Solution of Fermat's Last Theorem". (August 1993).

Moreno, C., Mathematics Colloquium, Universidad Nacional, Colombia, "On Andrew Wiles' Solution of Fermat's Last Theorem". (July 1993).

Moreno, C., Mathematics Colloquium, University of Puerto Rico, Rio Piedras, "On Andrew Wiles' Solution of Fermat's Last Theorem". (July 1993).

Moreno, C., Mathematics Colloquium, University of Puerto Rico, Mayaguez, "On Andrew Wiles' Solution of Fermat's Last Theorem". (July 1993).

Moreno, C., Mathematics Colloquium, Brown University, "Modular Forms and their Application to Error Correcting Codes". (November 1992).

Moreno, C., Mathematics Seminar, Gotingen University, Germany, "Modular Forms and Error Correcting Codes". (July 1992).

Moreno, C., Conference on Finite Geometries, Lehigh University, "Weil's Estimate and the Construction of Algebraic Goppa Codes". (April 1992).

Moreno, C., Mathematics Colloquium, Stevens Institute of Tehcnology, "Partition Functions in the Theory of Modular Forms and in Physics". (April 1992).

Moreno, C., WorkShop on Coding Theory and Algebraic Number Theory, Lumini, France, "A New Proof of the Fastman-Bladuts-Zink Theorem". (May 1991).

Moreno, C., Winter Meeting of The American Mathematical Society, Mathematical Assocation of America, San Francisco, "Algebraic Curves and Error Correcting Codes: A Survey", Invited. (January 1991).

Moreno, C., Mathematics Conference in Honor of Paul T. Bateman, Urbana, Illinois, "Congruences for Partition and String Functions: A Group Theoretic Analysis". (April 1989).

BSFE Proposal D - 80

Moreno, C., Bowdoin Conference on Theta Functions, American Mathematical Society and the National Science Foundation, Bowdoin (Brunswick, Me), "The Rademacher Formula for String Functions". (August 1987).

Moreno, C., Ramanujan Revisited, Centenary Conference, Urbana, Illinois, "Exact Forumlas for the Weight Multiplicities of Affine Lie Algebras". (June 1987).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

Moreno, C., Wan, A. (2005). Local root numbers of quadratic characters, I. International Journal of Number Theory, 33.

B. Other completed papers.

C. Research in progress.

Moreno, C. (1992). The Kloostermann Conjecture in Characteristic Two (pp. 20).

Moreno, C. (1990). Partitions, Congruences and Kac-Moody Lie Algebras (pp. 37).

Moreno, Carlos, "Exponential Sums And Their Applications". Monograph, 250 pages (This monograph was originally submitted to World Scientific and accepted for publication in 1998; a greatly expanded version is under preparation and will be resubmitted)

Moreno, Carlos, Catto, Sultan, "The Cayley Plane and the structure of exceptional Lie groups".

Moreno, Carlos, Wan, Aaron, "The local root number for quadratic extensions".

Moreno, Carlos, "The Representations of GL(2) over a Finite Field". Monograph, 100 pages

Moreno, Carlos, "Wiles's Proof of Fermat's Last Theorem". book; 500 pages completed

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

Corresponding Member, National Academy of Sciences of Colombia. (1999). elected 1999

Senior Fulbright Lecturer, National Unversity of Colombia. (1980).

11. GRANTS-IN-AID:

BSFE Proposal D - 81 Moreno, C., PSC-CUNY Grant Awards, $15,000.00. (start: 2004, end: 2009).

Moreno, C., PSC-CUNY Award (Amounts range from $2,000 to $6,000). (start: 1993, end: 2009).

Moreno, C., "Automorphic Forms and Analytic Number Theory", CUNY Collaboration Incentive Grant Program Award in Collaboration with Cormac O'Sullivan, Bronx Community College and Y. Petridis, Lehman College, $60,000.00. (start: 2004, end: 2006).

Moreno, C., "Co-PI in CUNY Collaborative Incentive Research Grant Program", $60,000.00. (start: 2004, end: 2006).

Moreno, C., Grant, "Sparc Workstation Based Courses in The Mathematical Science", The Fund for the Improvement of Postsecondary Education (FIPSE); Grant for Curriculum Development in the Mathematical Sciences Through the Use of Technology, $106,000.00. (start: 1992, end: 1996).

Moreno, C., Grant, "Mathematics Department Group Grants For Research in Algebra and Number Theory", The National Science Foundation and The National Security Agency, Federal, $96,000.00. (start: 1989, end: 1993).

Moreno, C., Grant, "Research In the Theory of Modular Forms and Error Correcting Codes", The National Science Foundation, Federal, $78,000.00. (start: 1987, end: 1993).

12. INSTITUTIONAL SERVICE: A. Service to the Department

Executive Comm. Mat. Dept., Committee Member. (2003 - Present).

B. Service to the School

Ad Hoc Review Committeee for School of Natural Sciences, Committee Member. (March 1997).

C. Service to the College

Task Force in charge of advising and planning for computer labs at Site-B, Committee Member.

P & B Committee, Committee Member. (1998 - 2000).

Presidential Commission, Committee Member. (1996 - 1998).

Provost's Advisory Committee on Academic Planning, Committee Member. (1995).

College Search Committee for Provost, Committee Member. (1991).

BSFE Proposal D - 82 College Search Committee for Dean of School of Liberal Arts, Committee Member. (1988).

P & B Committee, Committee Member. (1986 - 1987).

D. Service to the Graduate Center

The Qualifying Algebra Exams, Committee Member. Spring 2008, Spring and Fall 2007, May 2000, Fall 1994, Spring 1993

Math Ph.D. Program, Library Liaison Person. (2003 - Present).

Doctoral Dissertation Exam Committee, Committee Member. (February 2005). for Jorge Pineiro

Faculty Advisor. (1988 - 2004).

Doctoral Dissertation Exam Committee, Committee Member. (February 2004). for Martin Brock

Doctoral Dissertation Exam Committee, Committee Member. (February 2004). for Aaron Wan

Doctoral Dissertation Exam Committee, Committee Member. (October 2001). for Jerry Ianni

Doctoral Dissertation Exam Committee, Committee Member. (February 2001). for Nam-Jong Moh

Doctoral Dissertation Exam Committee, Committee Member. (June 2000). for Abdellatif Bellahnid

Doctoral Dissertation Exam Committee, Committee Member. (October 1999). for Srinath Baba

Doctoral Dissertation Exam Committee, Committee Member. (October 1997). for Francis Castro

Doctoral Dissertation Exam Committee, Committee Member. (May 1997). for Wei-Chen Yau

Doctoral Dissertation Exam Committee, Committee Member. (February 1996). for Lei Yang

Doctoral Dissertation Exam Committee, Committee Member. (February 1991). for Despina Polemis

BSFE Proposal D - 83 E. Service to the University

Review Committee for the Math Panel of PSC-CUNY Research Grants, Member. (2004 - Present).

CUNY Collaborative Incentive Grants Program Review Committee, Member. (2004 - 2005).

University Wide Committee on Research, Committee Member. (1989 - 1992).

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

Revista, Colombiana de Matematicas, Editor.

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

2nd Latin American Congress of Mathematicians, Main Speaker. (June 2004). Quadratic Gauss Sums and Plancherel Formula for SL(2)

CUNY Colloqium on The use of technology in the teaching of mathematics at the college level, Baruch, Co-organizer. (1995). (Joint with Sherman Wong, Sultan Catto and David Tepper)

50th Anniversary of the Mexican Mathematical Society, Main Speaker. (October 1993). Andrew Wiles' Solution to Fermat's Last Theorem

Winter Meeting of the American Mathematical Society-Mathematical Association of Amerca in San Francisco, Principal Invited Speaker. (January 1991). Algebraic Curves and Error Correcting Codes: A Survey

International Conference on Coding Theory and algebraic Curves, University of Puerto Rico, Rio Piedras, Co-organizer. (1990).

NSF selection panel for Presidential Young Investigators, Committee Member. (1990).

Evaluation of Panel for the National Science Foundation's Postdoctoral Fellowships in Mathematical Sciences, Committee Member. (1984 - 1987).

International IEEE Workshop on Information theory, Cesarea. Israel, Principal Invited Speaker. (1984).

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MTH 2206, Applied Calculus.

MTH 2207, Applied Calculus & Matrix Algebra.

BSFE Proposal D - 84

MTH 2201, Applied Calculus with Refresher.

MTH 2610, Calculus I.

MTH 9903, Capstone Project & Presentations.

MTH 1030, College Algebra.

MTH 2301, Discrete Mathematics.

MTH 3120, Elementary Probability.

MTH 4100, Linear Algebra.

MTH 9842, Linear and Quadratic Optimizaton Techniques: Introduction to Markowitz PortFolio Theory.

MATH 70500 - MATH 70600, Algebra (Graduate Center).

MATH 87400, Topics in Algebraic Number Theory (Graduate Center).

MATH 89902, Independent Research in Algebraic Number Theory (Graduate Center).

MATH 90000, Dissertation Supervision (Graduate Center).

MTH 4120, Mathematical Probability.

MTH 5000-MTH 5004 Independent Study.

MTH 6000-MTH 6003, Honors.

MTH 2003, Precalculus and Elements of Calculus.

MTH 4200, Theory of Numbers.

BSFE Proposal D - 85 Pickens, Jarrod L.

1. EDUCATION:

Degree Institution Field Dates Ph D University of California Mathematics 2010 MA University of California Mathematics 2004 BS University of Pittsburgh Mathematics/Physics 2003

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College, CUNY Lecturer Mathematics August 2010 - Present Penn State Altoona Assistant Professor Mathematics August 2009 - August 2010

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates University of California, Santa MathLab Coordinator Mathematics 2009 Barbara (UCSB) University of California, Santa Instructor Mathematics 2004 - 2009 Barbara University of California, Santa Teaching Assistant Mathematics 2003 - 2009 Barbara University of California, Santa Grader Mathematics 2005 - 2006 Barbara University of Pittsburgh Research Assistant Physics 2002

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates Addison-Wesley/Pearson Education WeBWork Developer 2006 University of California, Santa WeBWork Developer 2006 Barbara

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Lecturer August 2010 - Present

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

B. Papers in Professional Journals: (1) Articles:

(2) Proceedings:

C. Chapters in Books:

D. Government Reports or Monographs:

BSFE Proposal D - 86 Pickens, J. (2010). “Ricci Flow on Manifolds with Circle Action”. ProQuest/UMI.

E. Book Reviews:

7. OTHER PUBLICATIONS:

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Pickens, J., 2012 CUNY Math Conference: Effective Instructional Strategies, CUNY and the Center for Digital Education, John Jay College - CUNY, "WeBWorK Online Homework System". (May 18, 2012).

Pickens, J. (Presenter & Author), Dissertation Defense, UCSB Math Department, Santa Barbara, "Geometric flows on manifold with circle action". (August 19, 2010).

Pickens, J., Franklin & Marshall College Department of Mathematics, Franklin & Marshall College, "An Introduction to the Poincaré Conjecture and its Proof". (2009).

Pickens, J., Western Kentucky University Department of Mathematics, Western Kentucky University, "Ricci Flow on Manifolds with Boundary/Applications". (2009).

Pickens, J. (Presenter & Author), University of California, Santa Barbara, "Ricci Flow of a Class of Metrics on T2 x I". (2007).

Pickens, J. (Presenter Only), Graduate Student Seminar, UCSB Math Department, UCSB, "Introduction to Clifford Algebras". (2006).

Pickens, J. (Presenter Only), Graduate Student Seminar, UCSB, "The Twin Paradox Revisited". (2004).

Pickens, J. (Presenter & Author), Undergraduate Research Conference, University of Pittsburgh, University of Pittsburgh, "Studying Surface Turbulence Using Photon Correlation Spectroscopy". (2002).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

C. Research in progress.

Pickens, J. Cross-curvature flow on manifolds with boundary.

Pickens, J. The Biot-Savart Operator on Homogeneous 3-Manifolds.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

BSFE Proposal D - 87 Departmental Fee Fellowship (2004-2009), Awarded by the University of California, Santa Barbara, Department of Mathematics.

Rush Rhees Scholarship(1999-2000), Awarded by the University of Rochester.

Departmental Research Fellowship, Awarded by the University of California, Santa Barbara. (2009).

Raymond A. Wilder Award, Outstanding First Year Mathematics Graduate Student, Awarded by the University of California, Santa Barbara, Department of Mathematics. (2004).

Departmental Honors in Physics, University of Pittsburgh. (2003).

11. GRANTS-IN-AID:

12. INSTITUTIONAL SERVICE: A. Service to the Department

Calculus Committee, Committee Member. (August 2013 - Present). Discussed curriculum for MTH 2610, 3006, 3010, 3020, 3030.

Math Matters Group, Liaison. (January 2011 - Present). Met with other CUNY Math Department liaisons to discuss use of CUNY Academic Commons within our departments.

Base Curriculum Committee, Committee Member. (August 2010 - Present). Discussed curriculum for MTH 2003, 2205, 2207.

Final Exam Committee, Committee Member. (August 2010 - Present). Assist in preparation of final exams. Created two final exams for Math 2003. Managed creation of Math 2003 exams.

Web Site Committee, Committee Member. (August 2010 - Present). Maintaining departmental web site.

WeBWorK. (August 2010 - Present). Partially managed WeBWorK system. Managed MTH 2003 courses. Developed software to expedite set up. Developed problem sets for non-standard courses. Created WeBWorK modules for hybrid courses. Assisting in embedding video solutions.

Lecturer Selection Committee, Committee Member. (December 2012 - March 2013). Selected and interviewed candidates for 2 lecturer positions.

23rd St Room Committee, Committee Member, Prepared a report on the suitability of the classrooms in 17 Lex for use with our courses.. (December 2010). Surveyed the classrooms in 17 Lex and determined their suitability for use with our courses.

BSFE Proposal D - 88

B. Service to the School

Committee on Academic Standing, Committee Member. (August 2012 - Present).

C. Service to the College

Joint Committee on Academic Standing, Substitute Member. (August 2012 - Present).

D. Service to the Graduate Center

E. Service to the University

CUNYMath Oversight Committee, Committee Member. (January 2011 - Present).

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MTH 3300, Algorithms and Programming I.

MATH 2205, Applied Calculus.

MTH 2207, Applied Calculus and Matrix Algebra.

MTH 2610, Calculus I.

MATH 3010, Calculus II.

MATH 3120, Elementary Probability.

MATH 5000, Independent Study: Topics in Probability.

MATH 4120, Introduction to Probability.

MATH 4100, Linear Algebra.

MTH 2003, Precalculus and Elements of Calculus.

MATH 2003, Precalculus and Elements of Calculus (Hybrid).

BSFE Proposal D - 89 Radoicic, Rados

1. EDUCATION:

Degree Institution Field Dates Ph D Massachussetts Institute of Mathematics 2004 Technology BS Massachusetts Institute of Mathematics with 2000 Technology Computer Sciences

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Associate Professor Mathematics January 2009 - Present Alfred Renyi Institute of Invited Researcher Mathematics June 2012 - July 2012 Mathematics, Budapest, Hungary Alfred Renyi Institute of Invited Researcher Mathematics June 2011 - July 2011 Mathematics, Budapest, Hungary Baruch College Assistant Professor Mathematics September 2004 - January 2009 Rutgers University Assisstant Professor Mathematics July 2004 - July 2006

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Massachusetts Institute of Teaching Assistant Mathematics 1999 - 2004 Technology University of Sarajevo Lecturer Mathematics June 1998 - July 1998

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates Mathematical Sciences Research Member September 2003 - November 2003 Institute (MSRI)

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Associate Professor January 2009 - Present Assistant Professor September 2004 - January 2009

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

B. Papers in Professional Journals: (1) Articles:

Radoicic, R., Ackerman, E., Pach, J., Pinchasi, R., Toth, G. (2012). A Note on Coloring Line Arrangements. To appear in Electronic Journal of Combinatorics, 3 pages.

Radoicic, R., Pach, J., Toth, G. (2012). Tangled Thrackles. Geombinatorics, 21(4), 157- 169.

BSFE Proposal D - 90

Radoicic, R., Pak, I. (2009). Hamiltonian Paths in Cayley Graphs. Discrete Mathematics, 309(17), 5501-5508.

Radoicic, R., Fox, J., Mahdian, M. (2008). Rainbow Solutions to the Sidon Equation. Discrete Mathematics, 308, pp. 4773-4778.

Radoicic, R., Toth, G. (2008). The Discharging Method in Combinatorial Geometry and the Pach-Sharir Conjecture. Contemporary Mathematics. American Mathematical Society, 453, pp. 319-342.

Radoicic, R., Conlon, D., Jungic, V. (2007). On the Existence of Rainbow 4-term Arithmetic Progressions. Graphs and Combinatorics, 23, pp. 249-254.

Radoicic, R., Alon, N., Sudakov, B., Vondrak, J. (2006). A Ramsey-type Result for the Hypercube. Journal of Graph Theory, 53, pp. 196-208.

Radoicic, R., Pach, J., Tardos, G., Toth, G. (2006). Improving the Crossing Lemma by Finding More Crossings in Sparse Graphs. Discrete and Computational Geometry, 36, pp. 527-552.

Radoicic, R., Pach, J., Vondrak, J. (2006). Nearly Equal Distances and Szemeredi's Regularity Lemma. Computational Geometry: Theory and Applications, 34, pp. 11- 19.

Radoicic, R., Pinchasi, R., Sharir, M. (2006). On Empty Convex Polygons in a Planar Point Set. Journal of Combinatorial Theory, Series A, 113, 385-419.

Radoicic, R., Pach, J., Vondrak, J. (2006). On the Diameter of Separated Point Sets with Many Nearly Equal Distances. European Journal of Combinatorics, 36, pp. 1321- 1332.

Radoicic, R., Alon, N., Pach, J., Pinchasi, R. (2005). Crossing Patterns of Semi- Algebraic Sets. Journal of Combinatorial Theory, Series A, 111, 310-326.

Radoicic, R., Iorio, M., Ismailescu, D., Silva, M. (2005). On Point Sets Containing Their Triangle Centers. Revue Roumaine de Mathematiques Pures et Appliquees, 50(5-6), pp. 677-693.

Radoicic, R., Fox, J. (2005). On the Degree of Regularity of Generalized van der Waerden Triples. Integers, The Electronic Journal of Combinatorial Number Theory, 5(1), #A32, 6 pages.

Radoicic, R., Jungic, V., Nesetril, J. (2005). Rainbow Ramsey Theory. Integers, The Electronic Journal of Combinatorial Number Theory, 5(2), #A9, 13 pages.

BSFE Proposal D - 91 Radoicic, R., Ismailescu, D. (2004). A Dense Planar Point Set from Iterated Line Intersections. Computational Geometry: Theory and Applications, 27, pp. 257-267.

Radoicic, R., Pach, J., Toth, G. (2004). A Generalization of Quasi-Planarity. Contemporary Mathematics, American Mathematical Society, 342, pp. 177-183.

Radoicic, R., Dumitrescu, A. (2004). On a Coloring Problem for the Integer Grid. Contemporary Mathematics, American Mathematical Society, 342, pp. 67-74.

Radoicic, R., Pinchasi, R. (2004). Topological Graphs with No Self-Intersecting Cycle of Length 4. Contemporary Mathematics, American Mathematical Society, 342, pp. 233-243.

Radoicic, R., Toth, G. (2003). Monotone Paths in Line Arrangements. Computational Geometry: Theory and Applications, 24, pp. 129-134.

Radoicic, R., Toth, G. (2003). Note on the Chromatic Number of the Space. Discrete and Computational Geometry, pp. 695-699.

Radoicic, R., Jungic, V. (2003). Rainbow 3-Term Arithmetic Progessions. Integers, The Electronic Journal of Combinatorial Number Theory, 3, A18, 8 pages.

Radoicic, R., Jungic, V., Licht, J., Mahdian, M., Nesetril, J. (2003). Rainbow Arithmetic Progressions and Anti-Ramsey Results. Combinatorics, Probability and Computing, 12, pp. 599-620.

Radoicic, R., Marinov, D. (2002). Counting 1234-Avoiding Permutations. The Electronic Journal of Combinatorics, 9(2), R13, 9 pages.

(2) Proceedings:

Radoicic, R. (Presenter & Author), Integers Conference in Honor of Ron Graham, University of West Georgia, GA, "Ramsey-type results for the hypercube", International, Yes, published in proceedings, published elsewhere, Accepted. (November 2005).

Radoicic, R. (Presenter & Author), MSRI Postdoc Seminar, MSRI, Berkeley, CA, "Rainbow Ramsey Theory", International, Yes, published in proceedings, published elsewhere, Accepted. (October 2004).

Radoicic, R. (Presenter & Author), 20th Annual ACM Symposium on Computational Geometry, ACM, Brooklyn, NY, "Improving the Crossing Lemma by finding more crossings in sparse graphs", International, Yes, published in proceedings, published elsewhere, Accepted. (June 2004).

Radoicic, R. (Presenter & Author), 20th Annual ACM Symposium on Computational Geometry, ACM, Brooklyn, NY, "On empty convex polygons in a planar point

BSFE Proposal D - 92 set", International, Yes, published in proceedings, published elsewhere, Accepted. (June 2004).

Radoicic, R. (Presenter & Author), MIT Graduate Applied Mathematics Seminar, MIT, Cambridge, MA, "Noncrossing configurations in geometric graphs", Local, published in proceedings, Accepted. (December 2001).

Radoicic, R. (Presenter & Author), NYU Geometry Seminar, CIMS, New York University, New York, "Noncrossing configurations in geometric graphs", National, published in proceedings, Accepted. (December 2001).

Radoicic, R. (Presenter & Author), 11th Annual Fall Workshop on Computational Geometry, Polytechnic University, Brooklyn, NY, "Noncrossing configurations in geometric graphs", International, Yes, published in proceedings, Accepted. (November 2001).

Radoicic, R. (Presenter & Author), KAM/DIMATIA Discrete Mathematics Seminar, Charles University, Prague, Czech Republic, "Monotone paths in line arrangements", State, published in proceedings, published elsewhere, Accepted. (July 2001).

Radoicic, R. (Presenter & Author), 16th Annual ACM Symposium on Computational Geometry, Tufts University, Medford, MA, "Monotone paths in line arrangements", International, Yes, published in proceedings, published elsewhere, Accepted. (June 2001).

C. Chapters in Books:

Radoicic, R., Fox, J., Jungic, V. (2007). In B. Landman et al. (Ed.), Sub-Ramsey Numbers for Arithmetic Progressions and Schur Triples. Proceedings of the Integers Conference 2005 in Celebration of the 70th Birthday of Ron Graham, (eds. B. Landman et al.), de Gruyter (pp. pp. 179-198). Combinatorial Number Theory, Proceedings of the Integers Conference 2005 in Celebration of the 70th Birthday of Ron Graham, de Gruyter.

Radoicic, R., Pach, J., Toth, G. (2006). In E. Gyori and G.O.H. Katona (Ed.), Relaxing Planarity for Topological Graphs (vol. 15, pp. 285-300). Bolyai Mathematical Society, Budapest: More Sets, Graphs and Numbers, Bolyai Society Mathematical Studies.

D. Government Reports or Monographs:

E. Book Reviews:

7. OTHER PUBLICATIONS:

Radoicic, R. (2012). Tangled Thrackles. In Márquez, Alberto; Ramos, Pedro; Urrutia, Jorge (Ed.), Computational Geometry - XIV Spanish Meeting on Computational Geometry, EGC

BSFE Proposal D - 93 2011, Dedicated to Ferran Hurtado on the Occasion of His 60th Birthday, Alcalá de Henares, Spain, June 27-30, 2011 (vol. 7579). Lecture Notes in Computer Science.

Radoicic, R., Pach, J., Toth, G. (2004). Improving the Crossing Lemma by Finding More Crossings in Sparse Graphs. Proceedings of the 20th Annual ACM Symposium on Computational Geometry (pp. 68-75).

Radoicic, R., Pinchasi, R., Sharir, M. (2004). On Empty Convex Polygons in a Planar Point Set. Proceedings of the 20th Annual ACM Symposium on Computational Geometry (pp. 391- 400).

Radoicic, R., Pach, J., Toth, G. (2003). Relaxing planarity for topological graphs. In J. Akiyama, M. Kano (Ed.), Discrete and Computational Geometry (vol. 2866, pp. 221-232). Lecture Notes in Computer Science, Springer-Verlag, Berlin.

Radoicic, R., Pinchasi, R. (2003). Topological Graphs with no Self-Intersecting Cycle of Length 4. Proceedings of the 19th Annual ACM Symposium on Computational Geometry (pp. 98- 103).

Radoicic, R., Toth, G. (2001). Monotone Paths in Line Arrangements. Proceedings of the 17th Annual ACM Symposium on Computational Geometry (pp. 312-315).

Radoicic, R., Toth, G. (2001). Noncrossing Configurations in Geometric Graphs. 11th Annual Fall Workshop on Computational Geometry, Polytechnic University, Brooklyn, NY (pp. 45- 51).

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Radoicic, R. (Presenter & Author), University of Calgary Combinatorics and Discrete Geometry Seminar, University of Calgary, Calgary, Alberta, Canada, "Some recent results on topological graphs", Local, published elsewhere, Invited. (2013).

Radoicic, R. (Presenter & Author), CUNY Combinatorics Seminar, CUNY Graduate Center, New York, NY, "Some recent results on topological graphs", Local, published elsewhere, Invited. (2012).

Radoicic, R. (Presenter & Author), MIT Combinatorics Seminar, MIT, Cambridge, MA, "Tangles and Thrackles", Regional, published elsewhere, Invited. (2012).

Radoicic, R. (Presenter & Author), NYU Geometry Seminar, CIMS, NYU, New York, NY, "On two problems in combinatorial geometry", National, published elsewhere, Invited. (2012).

Radoicic, R. (Presenter & Author), 10th Annual Workshop on Combinatorial and Additive Number Theory, CUNY Graduate Center, New York, NY, "Recent results in rainbow Ramsey theory", National, Invited. (May 2012).

BSFE Proposal D - 94 Radoicic, R. (Presenter & Author), 3rd Emlektabla Workshop, Janos Bolyai Mathematical Society, Balatonalmadi, Hungary, "Tangled thrackles", International, published elsewhere, Accepted. (June 2011).

Radoicic, R. (Presenter & Author), Conference on Geometric Graph Theory, Bernoulli Interdisciplinary Center, EPFL, Lausanne, Switzerland, "Some recent results on topological graphs", International, Yes, published elsewhere, Invited. (September 2010).

Radoicic, R. (Presenter & Author), Conference on Algorithmic and Combinatorial Geometry, Alfred Renyi Institute of Mathematics, Budapest, Hungary, "Crossing patterns", Accepted. (June 2009).

Radoicic, R. (Presenter & Author), Intuitive Geometry Conference (in memoriam of Laszlo Fejes Toth), Alfred Renyi Institute of Mathmatics, Budapest, Hungary, "Turan-type Problems for Geometric Graphs", International, published elsewhere, Accepted. (July 2008).

Radoicic, R. (Presenter & Author), AMS Central Section Meeting, DePaul University, Chicago, IL, "Extremal problems on topological graphss", National, published elsewhere, Accepted. (2007).

Radoicic, R. (Presenter & Author), CANADAM: The 1st Canadian Discrete and Algorithmic Mathematics Conference, Banff Conference Center, Alberta, Canada, "The Discharging Method and Its Applicatios for Graph Drawing", International, published elsewhere, Accepted. (May 2007).

Radoicic, R. (Presenter & Author), EXCILL: Extremal Combinatorics at Illinois, University of Illinois, Urbana-Champaign, IL, "Turan-type problems for intersection graphs of convex sets", National, published elsewhere, Accepted. (November 2006).

Radoicic, R. (Presenter & Author), Princeton Discrete Mathematics Seminar, Princeton University, Princeton, NJ, "Turan-type problems for intersection graphs of convex sets", Local, published elsewhere, Accepted. (November 2006).

Radoicic, R. (Co-Chair), Workshop on topological graph theory and crossing numbers, Banff International Research Station, Alberta, Canada, "Turan-type problems for intersection graphs of convex sets", International, published elsewhere, Accepted. (October 2006).

Radoicic, R. (Presenter & Author), DIMACS/DIMATIA/Renyi Combinatorial Challenges Meeting, DIMACS Center, Rutgers University, Piscataway, NJ, "Van der Waerden diversions", International, Accepted. (April 2006).

Radoicic, R. (Presenter & Author), CUNY Combinatorics Seminar, CUNY, Graduate Center, New York, NY, "Old and new directions in Ramsey theory on integers", Local, published elsewhere, Accepted. (March 2006).

BSFE Proposal D - 95 Radoicic, R. (Presenter & Author), Dartmouth College Math Colloquium, Dartmouth College, Hanover, NH, "Intersection patterns of geometric objects", Local, published elsewhere, Accepted. (February 2006).

Radoicic, R. (Presenter & Author), Northeastern University Geometry-Algebra-Singularities- Combinatorics Seminar, Northeastern University, Boston, MA, "Intersection patterns of geometric objects", Local, published elsewhere, Accepted. (February 2006).

Radoicic, R. (Presenter & Author), New York Number Theory Seminar, CUNY Graduate Center, New York, NY, "Some new directions in Ramsey Theory", Local, published elsewhere, Accepted. (December 2005).

Radoicic, R. (Presenter & Author), MIT Combinatorics Seminar, MIT, Cambridge, MA, "Ramsey-type results for the hypercube", National, published elsewhere, Accepted. (November 2005).

Radoicic, R. (Presenter & Author), (AMS Eastern Sectional Meeting) Special Session on Extremal and Probabilistic Combinatorics, AMS, Bard College, Annadale-on-Hudson, NY, "On the diameter of separated point sets with many nearly equal distances", Regional, Yes, published elsewhere, Accepted. (October 2005).

Radoicic, R. (Presenter & Author), Rutgers Discrete Mathematics and Theory of Computing Seminar, Rutgers University, Piscataway, NJ, "Intersection patterns of geometric objects", Local, published elsewhere, Accepted. (September 2005).

Radoicic, R. (Presenter & Author), A Taste of Pi (NSERC program for high school students), Department of Mathematics, Simon Fraser University, Burnaby, BC, Canada, "Iterative processes in the plane", Local, published elsewhere, Accepted. (May 2005).

Radoicic, R. (Presenter & Author), SFU Discrete Mathematics Seminar, Simon Fraser University, Burnaby, BC, Canada, "Intersection patterns of geometric objects", Local, published elsewhere, Accepted. (May 2005).

Radoicic, R. (Presenter & Author), AMS Special Session on Probabilistic Paradigms in Combinatorics, AMS, Umiversity of Delaware, Newark, DE, "Intersection patterns of geometric objects", National, Yes, published elsewhere, Accepted. (April 2005).

Radoicic, R. (Presenter & Author), Princeton Discrete Mathematics Seminar, Princeton University, Princeton, NJ, "Intersection patterns of geometric objects", National, published elsewhere, Accepted. (February 2005).

Radoicic, R. (Presenter & Author), CUNY Combinatorics Seminar, CUNY Graduate Center, New York, NY, "Iterative processes in the plane", Local, published elsewhere, Accepted. (November 2004).

BSFE Proposal D - 96 Radoicic, R. (Presenter & Author), Baruch College Mathematics Department Seminar, CUNY, Baruch College, New York, "Crossing patterns in geometric graphs", Local, published elsewhere, Accepted. (February 2004).

Radoicic, R. (Presenter & Author), Microsoft Theory Research Group, Microsoft, Redmond, WA, "Extremal problems in geometric graph theory", Accepted. (January 2004).

Radoicic, R. (Presenter & Author), MIT Combinatorics Seminar, MIT, Cambridge, MA, "Crossing patterns in geometric graphs", International, published elsewhere, Accepted. (December 2003).

Radoicic, R. (Presenter & Author), MSRI Postdoc Seminar, MSRI, Berkeley, CA, "Crossing patterns of semi-algebraic sets", Regional, published elsewhere, Accepted. (November 2003).

Radoicic, R. (Presenter & Author), MIT Graduate Applied Mathematics Seminar, MIT, Cambridge, MA, "A dense planar point set from iterated line intersections", Local, published elsewhere, Accepted. (October 2003).

Radoicic, R. (Presenter & Author), Workshop on Extremal Graph Theory, Alfred Renyi Institute of Mathematics, Csopak, Hungary, "Crossing patterns in geometric graphs", International, Accepted. (June 2003).

Radoicic, R. (Presenter & Author), CUNY Combinatorics Seminar, City University of New York, NYC, NY, "Graphs drawn with at most 3 crossing per edge", Local, published elsewhere, Accepted. (November 2002).

Radoicic, R. (Presenter & Author), MIT Graduate Applied Mathematics Seminar, MIT, Cambridge, MA, "Relaxations of planarity and locally planar graphs", Local, published elsewhere, Accepted. (November 2002).

Radoicic, R. (Presenter & Author), NYU Geometry Seminar, CIMS, New York University, New York, "On a coloring problem for the integer grid", National, published elsewhere, Accepted. (November 2002).

Radoicic, R. (Presenter & Author), DIMACS Workshop on Geometric Graph Theory, Rutgers University, Piscataway, NJ, "On topological graphs with no self-intersecting cycle of length 4", International, Yes, published elsewhere, Accepted. (October 2002).

Radoicic, R. (Presenter & Author), SFU Discrete Mathematics Seminar, Simon Fraser University, Burnaby, BC, Canada, "Rainbow arithmetic progressions", Local, published elsewhere, Accepted. (May 2002).

Radoicic, R. (Presenter & Author), CUNY Combinatorics Seminar, CUNY, NYC, NY, "The chromatic number of 3-space", Local, published elsewhere, Accepted. (October 2001).

BSFE Proposal D - 97 Radoicic, R. (Presenter & Author), MIT Graduate Applied Mathematics Seminar, MIT, Cambridge, MA, "k-set problem and monotone paths in line arrangements", Local, Accepted. (June 2001).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

C. Research in progress.

Radoicic, Rados, Stefanica, Dan, "A Closed Form Approximation for the Black-Scholes Formula and for Implied Volatility: At-The-Money Options", Writing Results, Scholarly.

Radoicic, Rados, Stefanica, Dan, "A Closed Form Approximation for the Black-Scholes Formula and for Implied Volatility: ITM/OTM Options", Writing Results, Scholarly.

Radoicic, Rados, J. Pach, G. Toth, "A saturated version of Erdos-Szekeres theorem", On- Going, Scholarly.

Radoicic, Rados, Fox, J., Jungic, V., Silva, M., "Arithmetic Progressions With a Specified Color Pattern or Common Difference", Writing Results, Scholarly.

Radoicic, Rados, Fox, J., "Degree of Regularity and the Axioms of Set Theory", Writing Results, Scholarly.

Radoicic, Rados, J. Pach, G. Toth, "Saturated Topological Graphs", On-Going, Scholarly.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

Friend of SEEK (Search for Education Elevation Knowledge) Award, Baruch College, Teaching, School. (April 2010).

Marie Curie Fellowship for the Transfer of Knowledge, Visiting Reseach Fellowship, Alfred Renyi Institute of Mathematics, Hungarian Academy of Sciences, Budapest Hungary, Scholarship/Research, International. (June 2006).

Selected among the fifty most successful refugees, Ministry of Education of Bosnia & Herzegovina, Leadership, National. (2005).

BSFE Proposal D - 98 2004-05 Herman Goldstine Postdoctoral Fellowship, finalist, Mathematical Sciences Department, IBM Thomas J. Watson Research Center, Scholarship/Research, International. (2004).

2004 American Institute of Mathematics Five-Year Fellowship, runner up, American Institute of Mathematics, Scholarship/Research, National. (January 2004).

Mathematical Sciences Research Institute, General Membership, Program: Discrete and Computational Geometry, Berkeley, California, Scholarship/Research, International. (September 2003).

Visiting Student Fellowship, Central European University, Scholarship/Research, International. (July 2002).

Visiting Student Fellowship, DIMATIA, Center for Discrete Mathematics and Theoretical Informatics and Applications, Prague, Czech Republic, Scholarship/Research, International. (July 2001).

Walter A. Rosenblith Fellowship, MIT. (April 2001).

AMS Institutional Nominee for MAA and AMS Membership. (April 2000).

1996-2000, Abdul Latif Jameel - Toyota Endowed Scholarship. (1996).

International Mathematical Olympiad for High School Students, India, IMO. (1996).

National Mathematics Olympiad for High School Students, First prize. (1996).

National Physics Olympiad for High School Students, First Prize. (1996).

International Mathematical Olympiad for High School Students, Canada, IMO. (1995).

National Mathematics Olympiad for High School Students, First prize. (1995).

National Physics Olympiad for High School Students, First Prize. (1995).

National Mathematics Olympiad for High School Students, First prize. (1994).

National Physics Olympiad for High School Students, First Prize. (1994).

11. GRANTS-IN-AID:

Radoicic, R. (Principal), Grant, "3-year research grant, DMS 0503184 continued as DMS 0719830 after transfer to Baruch College, NSF Division: DMS; Program name: Algebra, Number Theory and Combinatorics. Project Title: Graph Theory, Ramsey Theory and Combinatorial Geometry", National Science Foundation, $109,168.00. (start: June 1, 2005, end: May 31, 2009).

BSFE Proposal D - 99

Radoicic, R., Grant, "On the Existence of Crossing Configurations in Graph Drawings and Intersection Graphs", PSC-CUNY 38 Research Award, PSCOOC-38-176, $4,017.00. (start: July 1, 2007, end: December 31, 2008).

Radoicic, R. (Co-Principal), Pach, J. (Principal), Grant, "NYU, NSF Grant CCR-00-98245", Courant Institute of Mathematical Sciences, $5,000.00. (start: July 2004, end: August 2004).

Radoicic, R. (Co-Principal), Pach, J. (Principal), Grant, "Courant Institute of Mathematical Sciences NSF grant CCR-00-98246", $5,000.00. (start: June 2003, end: July 2003).

Radoicic, R. (Co-Principal), Vempala, S. (Principal), "Research Assistantship, NSF Grant CCR- 9875024", MIT, $2,000.00. (end: August 2001).

Radoicic, R. (Co-Principal), Toth, G. (Principal), "Research Assistantship. NSF Grant DMS 99- 70071", MIT, $2,000.00. (end: June 2001).

12. INSTITUTIONAL SERVICE: A. Service to the Department

Transcript evaluation and placement of transfer students, Faculty Advisor. (September 2006 - Present).

Final Exams Committee, Committee Member, Yes, elected. (2006 - Present).

Masters in Financial Engineering Committee, Committee Member, Yes, elected. (2006 - Present).

B. Service to the School

Graduate Studies Committee, Committee Member, Yes, elected. (2008 - 2010).

C. Service to the College

9th Annual Rotman International Trading Competition at the Rotman School of Management, University of Toronto, Faculty Mentor, The Baruch MFE teams ranked first and fourth place out of 50 teams.. (2012).

Baruch's First Annual Mathlete Competition, Committee Chair. (2008).

D. Service to the Graduate Center

E. Service to the University

CUNY Math Challenge Committee (CUNY-wide Undergraduate Contest in Mathematics), Committee Member. (September 2009 - Present).

BSFE Proposal D - 100 13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

Society for Industrial and Applied Mathematics, SIAM, member, International. (2002 - Present).

American Mathematical Society, AMS, member, National. (1999 - Present).

The Mathematical Association of America, MAA, member, National. (1999 - Present).

Bosnian Mathematical Society, BMS, member, National. (1998 - Present).

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

Journal of Graph Theory, Reviewer, Journal Article, International. (September 2007 - Present).

Graphs and Combinatorics, Reviewer, Journal Article, International. (September 2004 - Present).

Integers, the Electronic Journal of Combinatorial Number Theory, Reviewer, Journal Article, International. (September 2004 - Present).

Electronic Journal of Combinatorics, Reviewer, Journal Article, International. (September 2003 - Present).

Annual ACM Symposium on Computational Geometry, Reviewer, Conference Paper. (2003 - Present).

Discrete Mathematics, Reviewer, Journal Article, International. (September 2002 - Present).

Journal of Combinatorial Theory, Series A, Reviewer, Journal Article, International. (September 2002 - Present).

Computational Geometry: Theory and Applications, Reviewer, Journal Article, International. (September 2001 - Present).

Discrete and Computational Geometry, Reviewer, Journal Article, International. (September 2001 - Present).

20th International Symposium on Graph Drawing, Reviewer, Conference Paper, Redmond, WA, USA, International. (2012).

NSA Grant in Mathematical Sciences, Reviewer, Grant Proposal, Yes, elected. (2007).

38th ACM Symposium on Theory of Computing (STOC), Reviewer, Conference Paper, Yes, elected, International. (2006).

Discrete Math and Theory of Computing Seminar at Rutgers University, Program Organizer, Piscataway, NJ, USA. (2005 - 2006).

BSFE Proposal D - 101 Symposium on Geometric Graph Theory at the SIAM Conference on Discrete Mathematics, Workshop Organizer, Victoria, British Columbia, Canada, International. (December 2005 - June 2006).

Research Problems in Discrete Geometry (P. Brass, W. Moser, J. Pach), Springer, 2005, Reviewer, Book. (2005).

12th International Symposium on Graph Drawing, Reviewer, Conference Paper, New York, NY, USA, Yes, elected, International. (2004).

Handbook of Discrete and Computational Geometry (J.E. Goodman, J. O'Rourke, eds.), Reviewer, Book. (2004).

Towards a Theory of Geometric Graphs, Contemporary Mathematics, Volume 342, AMS, Reviewer, Book. (2004).

Discrete and Computational Geometry: The Goodman-Pollack Festschrift, Springer, 2003, Reviewer, Book. (2003).

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MTH 2205, Applied Calculus (6 times), Lower Division, Undergraduate.

MTH 2610, Calculus I, Lower Division, Undergraduate.

MTH 3010, Calculus II, Upper Division, Undergraduate.

MTH 4150, Combinatorics (7 times), Upper Division, Undergraduate.

MTH 4140, Graph Theory (7 times), Upper Division, Undergraduate.

MTH 2003, Precalculus and Elements of Calculus (10 times), Lower Division.

MTH 4120, Probability, Upper Division, Undergraduate.

MTH 9841, Statistics for Finance (twice), Graduate, new format for existing course.

MATH 3100, Selected Topics in Discrete Mathematics, Upper Division, Undergraduate, new course preparation, (Spring 2012).

MATH 4005, Problem Solving Seminar, Upper Division, Undergraduate, new course preparation, (Fall 2011).

MATH 9891, Introduction to Applied Financial Econometrics, Graduate, new course preparation, (Winter 2011).

BSFE Proposal D - 102 MTH 9814, A Quantitative Introduction to Pricing Financial Instruments, Graduate, (Fall 2008).

B. New courses/programs developed

MATH 3100, Selected Topics in Discrete Mathematics, Upper Division, Undergraduate, new course preparation, (Spring 2012).

MATH 4005, Problem Solving Seminar, Upper Division, Undergraduate, new course preparation, (Fall 2011).

MATH 9891, Introduction to Applied Financial Econometrics, Graduate, new course preparation, (Winter 2011).

BSFE Proposal D - 103 Richter, Anja

1. EDUCATION: Degree Institution Field Dates Ph.D. Humboldt-Universität Zu Berlin Mathematics 4/2007 – 7/2011 Germany B.S Technische-Universität Dresden Mathematics 10/2000 – 3/2007 Germany

2. FULL-TIME ACADEMIC EXPERIENCE: Institution Rank Field Dates Eidgenössische Technische Postdoctoral Student Mathematics 9/2011 – Present Hochschule (ETH Zurich), Switzerland

3. PART-TIME ACADEMIC EXPERIENCE: Institution Rank Field Dates ETH Co-Supervision Master Thesis Mathematics 2011 - 2012 ETH Lecturer Mathematics Fall 2011 ETH Teaching Assistant Mathematics Spring 2010

4. NON ACADEMIC EXPERIENCE: None

5. EMPLOYMENT RECORD AT BARUCH: None

6. PUBLICATIONS IN FIELD OF EXPERTISE:

A. Books: None

B. Papers in Professional Journals:

(1) Articles: Richter, A., Imkeller, P., and Réveillac, A., “Differentiability of Quadratic BSDEs Generated by Continuous Martingales”, published in Annals of Applied Probability, Vol. 22, No. 1, 285-336, 2012

(2) Proceedings: None

C. Chapters in Books: None

D. Government Reports or Monographs: None

E. Book Reviews: None

7. OTHER PUBLICATIONS: None

BSFE Proposal D - 104 8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES: Research Seminar, invited talk, Universität Ulm, Germany, February 2013 Research Seminar, invited talk, University of the Witwatersrand, South Africa, September 2012 “PIMS-AMI”, Seminar, invited talk, University of Alberta, Canada, August 2012 “Bachelier Finance Society”, 7th World Congress, Australia, June 2012 “Mathematical and Statistical Methods for Actuarial Science and Finance”, Italy, April 2012 “Risk and Asset Allocation”, Seminar, ETH, Spring 2012 “Probability and Statistics”, 10th German Conference, Germany, March 2012 “6th Bachelier Colloquium”, France, January 2012 “Finance and Insurance”, Seminar, invited talk, Universität Bonn, Germany, January 2012 “Analysis and Stochastics”, Seminar, invited talk, Technische Universität Dresden, Germany, December 2010 “Quantitative Methods in Finance”, Conference, Australia, December 2009 “Risk and Stochastics”, Seminar, London School of Economics, UK, November 2009 “Financial Mathematics” Second SMAI European Summer School, France, August 2009 “Mathematical Finance”, Istambul Workshop, Turkey, May 2009 “Mathematical Finance”, Seminar, Technische Universität Wien, Austria, May 2009 “Mathematical Finance for Young Researchers”, Workshop, Germany, October 2008

9. WORK IN PROGRESS: None

A. Papers submitted to journals for consideration: None

B. Other completed papers: None

C. Research in progress: Richter, A., “Explicit Solutions to Quadratic BSDEs and Applications to Utility Maximization in Multivariate Affine Stochastic Volatility Models”, forthcoming in Stochastic Processes and their Application

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS: Member of the Berlin Mathematical School (German Initiative for Excellence), 2008 - 2011 Student Representative of the International Research Training Group 1339, 2008 - 2010 Doctoral Fellowship of the German Research Council (DFG), International Research Training Group 1339, “Stochastic Models of Complex Systems and their Applications”, 2007-2010

11. GRANTS-IN-AID: Erasmus Grant to study at Lund University, Sweden, 2003 – 2004

12. INSTITUTIONAL SERVICE: None

A. Service to the Department: None

B. Service to the School: None

C. Service to the College: None

BSFE Proposal D - 105

12. INSTITUTIONAL SERVICE: (con’t)

D. Service to the Graduate Center: None

E. Service to the University: None

13. OFFICES HELD IN PROFESSIONAL SOCIETIES: None

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE: Stochastic Processes and their Applications, Referee Electronic Communications in Probability Theory, Referee ETH internal for Bachelor and Master Theses, Referee

BSFE Proposal D - 106 Shaw, Beryl I.

1. EDUCATION:

Degree Institution Field Dates Ph D Yeshiva University Mathematics 1973 MA Yeshiva University Mathematics 1968 BA Yeshiva University Mathematics 1966

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Associate Professor Mathematics February 1978 - Present Baruch College Assistant Professor Mathematics February 1973 - February 1978

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Associate Professor February 1978 - Present Assistant Professor February 1973 - February 1978

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

Gartenberg, M., Shaw, B. I. (1976). Mathematics for Financial Analysis. Pergamon Press.

B. Papers in Professional Journals: (1) Articles:

Shaw, B. I. (1973). Selfcommutators of multicyclic hyponormal operators are trace class. Bull. Amer. Math. Soc., 79, 1193-1199.

Berger, C. A., Shaw, B. I. (1973). Intertwining analytic structure and trace nor estimates, Proc. Conf. Operator Theory. Lecture Notes in Math, 345, 1-6.

(2) Proceedings:

C. Chapters in Books:

BSFE Proposal D - 107 D. Government Reports or Monographs:

E. Book Reviews:

7. OTHER PUBLICATIONS:

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

C. Research in progress.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

11. GRANTS-IN-AID:

12. INSTITUTIONAL SERVICE: A. Service to the Department

Over 30 years of service on many math department committees.

B. Service to the School

C. Service to the College

D. Service to the Graduate Center

E. Service to the University

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

Innovative teaching of Math 4320 (Fundamental Algorithms) over a 13 year period 1988- 2001 using a variety of computer languages., new format for existing course.

Taught most courses offered in math department - numerous times..

Webwork for Mathematics Spring 2004 with Prof. Sherman Wong, new course preparation.

B. New courses/programs developed

Webwork for Mathematics Spring 2004 with Prof. Sherman Wong, new course preparation.

BSFE Proposal D - 108 Stefanica, Dan

1. EDUCATION:

Degree Institution Field Dates Ph D New York University Mathematics 1999 BA University of Bucharest Mathematics 1994

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Associate Professor Mathematics January 2005 - Present Baruch College Assistant Professor Mathematics September 1999 - December 2004 Massachusetts Institute of Postdoctoral Fellow Applied September 2000 - Technology Mathematics May 2002

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates New York University Visiting Research Scientist Applied September 2005 - Mathematics August 2006 Massachusetts Institute of Visiting Scholar Applied June 2002 - June Technology Mathematics 2004 Massachusetts Institute of Putnam Supervisor Mathematics December 2000 - Technology December 2001 New York University Research Assistant Mathematics June 1998 - December 1998 New York University Putnam Supervisor Mathematics September 1994 - December 1998 New York University Teaching Assistant Mathematics September 1994 - May 1998 New York University Research Assistant Mathematics June 1997 - August 1997 New York University Research Assistant Mathematics June 1996 - August 1996

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Associate Professor January 2005 - Present Assistant Professor September 1999 - December 2004

BSFE Proposal D - 109 6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

Stefanica, D. (2008). A Mathematical Primer with Numerical Methods for Financial Engineering. New York: FE Press.

B. Papers in Professional Journals: (1) Articles:

Dostal, Z., Horak, D., Stefanica, D. (2007). A Scalable FETI--DP Algorithm for a Semi- coercive Variational Inequality. Computer Methods in Appplied Mechanics and Engineering, 196(8), 1369-1379.

Dostal, Z., Horak, D., Stefanica, D. (2005). A Scalable FETI-DP Algorithm for a Coercive Variational Inequality. Applied Numerical mathematics, 54, 378-390.

Stefanica, D. (2005). Parallel FETI Algorithms for Mortars. Applied Numerical Mathematics, 54, 266-279.

Stefanica, D. (2004). Lower Bounds for Additive Schwarz Methods for Mortat Finite Elements. Comptes Rendus de l'Academie de Paris, 339, 739-743.

Stefanica, D. (2002). FETI and FETI-DP Methods for Spectral and Mortar Spectral Elements: A Performance Comparison. Journal of Scientific Computing, 17(1-4), 629-637.

Holland, D. M., Rosales, R. R., Stefanica, D., Tabak, E. G. (2002). Internal Hydraulic Jumps and Mixing in two-layer Flows. Journal of Fluid Mechanics, 470, 63-83.

Stefanica, D., Ismailescu, D. (2002). Minimizer Graphs for a Class of Extremal Problems. Journal of Graph Theory, 39(4), 230-240.

Stefanica, D. (2001). A Numerical Study of FETI Algorithms for Mortar Finite Element Methods. SIAM Journal of Scientific Computing, 23(4), 1135-1160.

Stefanica, D. (2001). On the L^2 stability of the 1-D mortar projection. International Journal of Applied Mathematics, 7(4), 369-382.

(2) Proceedings:

Stefanica, D., Dostal, Z., Horak, D., Computational Science and Engineering, Proceedings of the 16th International Conference on Domain Decomposition, "An Overview of Scalable FETI--DP Algorithms for Variational Inequalities", published in proceedings. (2006).

BSFE Proposal D - 110 Dostal, Z., Horak, D., Stefanica, D., Proceedings of the Sixth European Conference on Numerical Mathematics and Advanced Applications, "Quadratic Programming and Scalable Algorithms for Variational Inequalities", published in proceedings. (2006).

Stefanica, D., The Sixth European Conference on Numerical Mathematics and Advanced Applecations, Numerical Mathematics and Advanced Applications, Springer-Verkag, "Quandratic Programming and ScalableAlgorithms for Variational Inequalities", published in proceedings. (2006).

Stefanica, D., Sixteenth International Conference on Domain Decomposition Methods, New York University, "A Balancing Algorithm for Mortar Elements", published in proceedings. (January 2005).

Stefanica, D., Computational Science and Engineering, Proceedings of the 15th International Conference on Domain Decomposition, "Choosing Nonmortars: Does it Influence the Performance of FETI-DP Algorithms?", published in proceedings. (2004).

Stefanica, D., Gakuto International Series on Mathematical Sciences and Applications, "FETI Algorithms for 3D Mortar Finite Elements, Finite Method: Three- dimensional Problems", published in proceedings. (2001).

Klawonn, A., Stefanica, D., Proceedings of the 11th International Conference on Domain Decomposition, "The FETI Method for Mortar Finite Elements", published in proceedings. (1999).

C. Chapters in Books:

D. Government Reports or Monographs:

E. Book Reviews:

7. OTHER PUBLICATIONS:

Stefanica, D. (2006). A Balancing Algorithm for Mortar Methods (Proceedings of the 16th International Conference on Domain Decomposition) (vol. 55, pp. 747-754). Computational Science and Engineering / Springer Verlag.

Dostal, Z., Horak, D., Stefanica, D. (2006). An Overview of Scalable FETI-DP Algorithms for Variational Inequalities (Proceedings of the 16th International Conference on Domain Decomposition) (vol. 55, pp. 223-231). Computational Science and Engineering/Springer- Verlag.

Dostal, Z., Horak, D., Stefanica, D. (2006). Quadratic Programming and Scalable Algorithms for Variational Inequalities (Proceeedings of the Sixth European Conference on Numerical Mathematics and Advanced Applications (pp. 62-78). Numerical Mathematics and Advanced Applicationis/Spirnger-Verlag.

BSFE Proposal D - 111

Stefanica, D. (2004). Choosing Nonmortars: Does it Influence the Performances of FETI-DP Algorithms? (Proceedings of the 15th International Conference on Domain Decomposition) (vol. 40, pp. 377-384). Computational Science and Engineering/Springer-Verlag.

Stefanica, D. (2001). FETI Algorithms for 3D Mortar Finite Elements, FInite Method: Three- dimensional Problems (vol. 15, pp. 290-301). Tokyo: Gakuto International Series on Mathematical Sciences and Applications/Gakkotosho.

Stefanica, D. (2000). A Numerical Study of FETI Algorithms for Mortar Finite Element Methods (pp. 807). Department of Computer Science, Courant Institute,Technical Report.

Stefanica, D. (2000). Domain Decomposition Methods for Mortar Finite Elements (pp. 804). Department of Cmputer Science, Courant Institute, Technical Report.

Klawonn, A., Stefanica, D. (1999). The FETI Method for Mortar Finite Elements (pp. 120-127). Proceedings of the 11th International Conference on Domain Decomposition /DDM.org.

Klawonn, A., Stefanica, D. (1998). A Numerical Study of a Class of FETI Preconditioners for Mortar Finite Elements in Two Dimensions (pp. 773). Department of Cmputer Science, Courant Institute, Technical Report.

Stefanica, D. (1998). On the L^2 stability of the 1-D mortar projection (pp. 767). Department of Cmputer Science, Courant Institute, Technical Report.

Stefanica, D. (1998). Poincare and Freidrichs Inequalities for Mortar Finite Element methods (pp. 774). Department of Cmputer Science, Courant Institute, Technical Report.

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Stefanica, D., Economics Honor Society, Queens College, "Financial Engineering: Education and Careers". (October 2006).

Stefanica, D., Sixteenth International Conference on Domain Decomposition Methods, New York University, "A Balancing Algorithm for Mortar Elements". (January 2005).

Stefanica, D., Sixteenth International Conference on Domain Decomposition Methods, New York University, "A Scalable FETI-DP Algorithm with Mortars on Contact Interface". (January 2005).

Stefanica, D., Interative Methods, Preconditioning and Numerical PDEs, Czech Technical University, Prague, "Balancing Algorithms for Mortars". (May 2004).

Stefanica, D., Interative Methods, Preconditioning and Numerical PDEs, Czech Technical University, Prague, "Scalable FETI Based Algorithms for Variational Inequalities and Effective Algorithms For Quadratic Programming". (May 2004).

BSFE Proposal D - 112 Stefanica, D., Fifteenth International Conference on Domain Decomposition Methods, Freie Universitat Berlin, "Lower Bounds for Overlapping and Nonoverlapping Domain Decomposition Preconditioners for Mortar Element Methods". (July 2003).

Stefanica, D., Fifteenth International Conference on Domain Decomposition Methods, Freie Universitat Berlin, "Parallel FETI Algorithms for Mortars". (July 2003).

Stefanica, D., Sixth IMACS International Symposium on Iterative Methods in Scientific Computing, University of Colorado at Denver, "Parallel FETI Algorithms for Mortart". (March 2003).

Stefanica, D., Aerospace Engineering Numerical Analysis Seminar, University of Colorado at Boulder, "FETI and FETI--DP Algorithms for Mortar Elements". (December 2002).

Stefanica, D., Fluid Dynamics Brown Bag Seminar, Massachusetts Institute of Technology, "Beyond the One-and-a-half Model for MIxing at Internal Hydraulic Jumps: The Three Layer Model". (November 2002).

Stefanica, D., Mathematics Seminar Series, Baruch College, "Meditarranean Turbulence: What Happens at Gibraltar?". (October 2002).

Stefanica, D., Numerical Analysis Seminar, Technical University of Ostrava, Czech Republic, "Fast Domain Decomposition Algorithms: FETI Methods for Mortar Finite Elements". (June 2002).

Stefanica, D., Fluid Dynamics Brown Bag Seminar, Masschusetts Institute of Technology, "Breaking Nonlinear Poincare Waves in a Slowly Rotating Environment". (April 2002).

Stefanica, D., Mathematical Physics Seminar, Massachusetts Institute of Technology, "Internal Hydraulic Jumps and Mixing in Two-layer Flows". (April 2002).

Stefanica, D., Fluid Dynamics Brown Bag Seminar, Massachusetts Institute Technology, "A New Theory for Internal Hydraulics and Mixing in Two-layer Flows". (September 2001).

Stefanica, D., International Conference On Spectral and High Order Methods, ICOSAHOM-01, Uppsala University,Sweden, "FETI Algorithms for Spectral Methods". (June 2001).

Stefanica, D., Finite Element Methods for Three-dimensional Problems, Univeristy of Jyvaskyla, Finland, "A Numerical Study of the FETI Method for Mortar Finite Elements". (June 2000).

Stefanica, D., Nonlinear Analysis 2000, New York University, "Invited Participant". (May 2000).

Stefanica, D., Numerical Analysis Seminar, Massachusetts Institute of Technology, "The FETI Domain Decomposition Method". (April 2000).

BSFE Proposal D - 113 Stefanica, D., International Congress for Industrial and Applied Mathematics, ICIAM-99, Edinburgh, "Domain Decomposition Methods for Mortat Finite Elements". (July 1999).

Stefanica, D., Applied Mathematics Seminar, Tufts University, "Domain Decomposition Methods for Mortar Finite Elements". (February 1999).

Stefanica, D., Fall 1998 Finite Element Meeting, University of Maryland, College Park, "Numerical Results for the FETI Method with Mortars". (November 1998).

Stefanica, D., NATO Advanced Study Institute, Antalya, Turkey, "Stability Properties for the mortat projections". (August 1998).

Stefanica, D., 11th International Conference on Domain Decomposition, University of Greenwich, UK, "Mortar FInite Elements for the FETI Method". (July 1998).

Stefanica, D., Numerical Analysis Seminar, Universite Pierre et Marie Curie, Paris, "On the L2 Stability of the 1-D Mortar Projection". (March 1998).

Stefanica, D., Special Analysis Seminar, Courant Institute of Mathematical Sciences, "Poincare and Friedrichs Inequalities for Mortar Finite Elements". (November 1997).

Stefanica, D., Fall 1997 Finite Element Meeting, Cornell University, "Mortar Finite Elements for the FETI Method". (October 1997).

Stefanica, D., Numerical Analysis Workshop, Sion, Switzerland, "Domain Decomposition Methods for Mortar Finite Elements". (September 1997).

Stefanica, D., 10th International Conference on Domain Decomposition, University of Coorado at Boulder, "Two-level Overlapping Schwarz Algorithms for Spectral Mortar". (August 1997).

Stefanica, D., SIAM 45th Annual Meeting, Stanford University; Poster, "Poincare and Friedrichs Inequalities for Mortar Finite Element". (July 1997).

Stefanica, D., Spring 1997 Finite Element Meeting, Courant Institute, "Poincare and Friedrichs Inequalities for Mortar Finite Elements". (April 1997).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

Stefanica, D. A Method for Finding Extremum Points and Its Applications.

Dostal, Z., Horak, D., Stefanica, D. A Scalable FETI--DP Algorithm with Non- penetration Mortar Conditions on the Contact Interface.

B. Other completed papers.

BSFE Proposal D - 114 Stefanica, D. (1999). Domain Decomposition Methods for Mortar Finte Elements. New York: Department of Computer Science, Courant Institute, Ph.D. Thesis.

C. Research in progress.

Stefanica, Dan, "A Balancing Algorithm for Mortar Finite Elements", On-Going.

Radoicic, Rados, Stefanica, Dan, "A Closed Form Approximation for the Black-Scholes Formula and for Implied Volatility: At-The-Money Options", Writing Results, Scholarly.

Radoicic, Rados, Stefanica, Dan, "A Closed Form Approximation for the Black-Scholes Formula and for Implied Volatility: ITM/OTM Options", Writing Results, Scholarly.

Stefanica, Dan, "A Neumann-Neumann Algorithm for Mortar Finite Elements", On-Going.

Stefanica, Dan, "A Numerical Comparison of Balancing Algorithms for Mortar Finite Elements", On-Going.

Stefanica, Dan, "Lower Bounds for Overlapping and Nonoverlapping Domain Decomposition Preconditioners for Mortar Element Methods", On-Going.

Stefanica, Dan, "On Fitting Zero Curves and Forward Rate Curves with Maximum Smoothness", On-Going.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

Eugene M. Lang Junior Faculty Reserach Fellowship. (2003).

SIAM Student Travel Award. (1999).

Dean's Dissertation Fellowship, New York University, University. (1998).

Summer Research Assistantship, Courant Institute, New York University. (1998).

Teaching and Researching Assistantship, Courant Institute, New York University. (1998).

Summer Research Assistantship, Courant Institute, New York University. (1997).

Teaching and Researching Assistantship, Courant Institute, New York University. (1997).

Summer Research Assistantship, Courant Institute, New York University, University. (1996).

Teaching and Researching Assistantship, Courant Institute, New York University. (1996).

Teaching and Researching Assistantship, Courant Institute, New York University. (1995).

BSFE Proposal D - 115 Teaching and Researching Assistantship, Courant Institute, New York University, Teaching, University. (1994).

Silver medal, 31st International Mathematical Olympiad, Sweden. (1991).

Gold medal, 7th Balcanic Mathematical Olympiad, Bulgaria. (1990).

11. GRANTS-IN-AID:

Stefanica, D., Grant, "PSC-CUNY Award 69738-00; Title: Numerical Algorithms in Financial Mathematics", Research Foundation of the City University of New York, $3,540.00. (start: July 1, 2007, end: June 30, 2008).

Stefanica, D., Grant, "PSC-CUNY Award 67301-00 36; Title: Balancing Algorithms for Mortar Methods and Mixing in Downslope Flows", Research Foundation of the City University of New York, $3,311.00. (start: July 1, 2005, end: June 30, 2006).

Stefanica, D., Grant, "PSC-CUNY Award 66529-00 35; Title: FETI Algorithms for Contact Problems", Research Foundation of the CIty University of New York, $4,600.00. (start: July 1, 2004, end: June 30, 2005).

Stefanica, D., Grant, "PSC-CUNY Award 65463-00 34 / Title: FETI Algorithms for Contact Problems", Research Foundation of the CIty University of New York, $4,130.00. (start: July 1, 2003, end: June 30, 2004).

Stefanica, D., Grant, "NSF-DMS-0103588 Grant/ Title: FETI Algorithms for Mortar Methods", National Sdience Foundation, Division of Mathematical Science, $64,350.00. (start: July 1, 2001, end: July 31, 2003).

Stefanica, D., Grant, "PSC-CUNY Award 63461-00 32 / Title: FETI Method for Spectral Elememts", Research Foundation of the CIty University of New York, $4,142.00. (start: July 1, 2001, end: December 31, 2002).

12. INSTITUTIONAL SERVICE: A. Service to the Department

Eecutive Committee, Committee Member. (May 2003 - Present).

Graduate Committee. (2000 - Present).

Final Exams Committee. (1999 - Present).

M.S. in Applied Mathematics for Finance, Committee Chair. (1999 - Present).

Department Secretary. (2000 - 2003).

B. Service to the School

BSFE Proposal D - 116

Graduate Affairs Committee, Committee Member. (September 2002 - Present).

Master of Science Program in Applied Mathematics for Finance, Director. (September 2002 - Present).

C. Service to the College

Search Committee for the Dean of the Weisman School of Arts and Sciences, Committee Member. (August 2007 - December 2007).

Search Committee for the Dean of the Weisman School of Arts and Sciences, Committee Chair. (January 2007 - May 2007).

College for a Day, Instructor. (November 2003).

D. Service to the Graduate Center

E. Service to the University

Reviewer for the Alliance for Minority Participation in "STEM" desciplines-Science, Technology, Engineering, Mathematics. (May 2003).

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

Reviewer for Numerische Mathematik, SIAM Journal of Numerical Analysis, SIAM Journal of Scientific Computing, Mathematical and Computer Modelling, Applied Numerical Mathematics, Computer Methods in Applied Mechanics and Engineering.

Society for Industrial and Applied Mathematics (SIAM), Member. (1996 - Present).

American Mathematical Society (AMS), Member. (1995 - Present).

Mathematical Association of America, Member. (1999 - 2001).

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

9814, A Quantitative Introduction to Pricing Financial Instruments, Graduate.

9814, A Quantittative Introduction to Pricing Financial Instruments, new format for existing course.

2610, Calculus I, Undergraduate.

BSFE Proposal D - 117 4150, Combinatorics, Undergraduate.

9881, Current Topics in Mathematical Finance, new format for existing course.

9881, Current Topics in Mathematical Finance, Graduate.

2010, Elementary Calculus I, Undergraduate.

4140, Graph Theory, Undergraduate.

4500, Introduction to Financial Matematics, new format for existing course.

4500, Introduction to Financial Mathematics, Undergraduate.

Master of Science Program in Applied Mathematics for Finance, Proposal drafted 1999- 2000, new course preparation, new format for existing course.

9821, Numerical Linear Algebra, Graduate.

9821, Numerical Liniear Algebra, new format for existing course.

9852, Numerical Methods for Partial Differential Equations on Finance, Graduate.

9852, Numerical Methods for Partial Differential Equations on Finance, new format for existing course.

2001, Pre-Calculus, Undergraduate.

B. New courses/programs developed

Master of Science Program in Applied Mathematics for Finance, Proposal drafted 1999- 2000, new course preparation, new format for existing course.

BSFE Proposal D - 118 Wang, Tai-Ho

1. EDUCATION:

Degree Institution Field Dates Ph D National Chiao Tung Mathematics 2000 University MS National Chiao Tung Mathematics 1994 University BS National Chiao Tung Mathematics 1992 University

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Associate Professor Mathematics August 2008 - Present Chung Cheng University Associate Professor Mathematics August 2006 - July 2008 Chung Cheng University Assistant Professor Mathematics August 2002 - July 2006

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates National Center for Theoretical Visiting Professor December 2010 - January 2011 Sciences, Taiwan University of Vienna Visiting Professor January 2009 - February 2009 University of Vienna Visiting Professor August 2008 - September 2008 New York University Visiting Scholar August 2006 - July 2007 University of Roma Visiting Scholar 2006 New York University Visiting Member September 2001 - July 2002 Academia Sinica Postdoc August 2000 - July 2002

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Associate Professor August 2008 - Present

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

B. Papers in Professional Journals: (1) Articles:

BSFE Proposal D - 119

Gatheral, J., Wang, T.-h. (2012). The heat-kernel most-likely-path approximation. To appear in International Journal of Theoretical and Applied Finance, 15(1).

Gatheral, J., Laurence, P., Hsu, E., Ouyang, C., Wang, T.-h. (2012). Asymptotics of implied volatility in local volatility models. To appear in Mathematical Finance.

Huang, Y., Cheng, C.-R., Wang, T.-h. (2011). Sensitivity analysis of non-gaussianity by projection pursuit. Statistica Sinica, 21(4), 1713-1733.

Wang, T.-h., Laurence, P., Wang, S.-L. (2010). Generalized uncorrelated SABR models with a high degree of symmetry. Quantitative Finance, 10(6), 663-679.

Laurence, P., Wang, T.-h. (2009). Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios. Insurance: Mathematics and Economics, 34(1), pp. 35-47.

Laurence, P., Barone, L., Wang, T.-h. (2008). Geometric properties of multivariate correlation in de Finetti's approach to insurance theory. Journal Electronique de L'histoire de la Probabilite et de la Statistique, 4(2).

Laurence, P., Wang, T.-h. (2008). Distribution free upper bounds for spread options and market implied comonotonicity cap. The European Journal of Finance, 14(8), pp. 717-734.

Huang, Y., Cheng, C.-R., Wang, T.-h. (2008). Pair- perturbation influence functions of nongaussianity by projection pursuit. Computational Statistics and Data Analysis, 52(8), pp. 3971-3987.

Huang, Y., Cheng, C.-R., Wang, T.-h. (2007). Influence analysis of nongaussianity by applying projection pursuit. Statistics and Probability Letters, 77(14), pp. 1515- 1521.

Huang, Y., Kao, T., Wang, T.-h. (2007). Influence functions and local influence in linear discriminant analysis. Computational Statistics and Data Analysis, 51(8), pp. 3844-3861.

Huang, Y., Kuo, M., Wang, T.-h. (2007). Pair-perturbation influence functions and local influence in PCA. Computational Statistics and Data Analysis, 51(12), pp. 5886-5899.

Carr, P., Laurence, P., Wang, T.-h. (2006). Generating Intergrable One Dimensional Driftless Diffusions. Comptes rendus Mathematique, Academie des Sciences, Paris, 343(6), pp 393-398.

BSFE Proposal D - 120 Laurence, P., Wang, T.-h. (2005). Close Form Solutions for Quadratic and Inverse Quadratic term Structure Models. International Journal of Theoretical and Applied Finance, 8(8), 1059-1083.

Laurence, P., Wang, T.-h. (2005). Sharp Upper and Lower Bounds for Basket Options. Applied Math Finance, 12(3), pp 253-282.

Hobson, D., Laurence, P., Wang, T.-h. (2005). Static-arbitrage Optimal Sub-replicating Strategies for Basket Options. Insurance: Mathematics and Economics, 37, pp 553- 572.

Hobson, D., Laurence, P., Wang, T.-h. (2005). Static-arbitrage Upper Bounds for the Prices of basket Options. Quantitative Finance, 5(4), pp 329-342.

Laurence, P., Wang, T.-h. (2004). What's a basket worth? Risk Magazine(N. Dunbar), pp 73-74.

Hsu, Y., Wang, T.-h. (2002). Global Pinching Theorem for Surfaces of Constant Mean Curvature on Sn. Proceedings of American Mathematical Society, 130(1), pp 157- 161.

Hsu, Y., Wang, T.-h. (2001). Inequalities between Dirichlet and Neumann Eigenvalues for Domains on Spheres. Taiwanese J Math, 5(4), pp 755-766.

Hsu, Y., Shiau, S., Wang, T.-h. (2000). Graphs with Prescribed Mean Curvature on Sphere. Bulletin Institute of Mathematics, Academia Sinica, 28(4), 215-223.

(2) Proceedings:

C. Chapters in Books:

Laurence, P., Wang, T.-h. (2009). What's a basket worth?. Structured product: Groundbreaking technical papers introduced and explained by Dilip Madan (Chapter 16), ed. by D. Madan, Risk Books.

Laurence, P., Wang, T.-h. (2005). In N. Dunbar (Ed.), What's a basket worth? (pp. pp. 59- 76). Dervatives Trading and Option Pricing, Risk Books.

D. Government Reports or Monographs:

E. Book Reviews:

7. OTHER PUBLICATIONS:

Gatheral, J., Hsu, E., Laurence, P., Ouyang, C., Wang, T.-h. (in press). “Asymptotics of Implied Volatility in local volatility models”.

BSFE Proposal D - 121 8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Wang, T.-h., The 7th World Congress of Bachelier Finance Society, Sydney, Australia, "Implied volatility from local volatility: A path integral approach", International, Yes, Accepted. (June 2012).

Wang, T.-h., Rutgers Mathematical Finance and Probability Seminar, Rutgers University, "Most- likely-path approximation and its extensions", Regional, Invited. (November 15, 2011).

Wang, T.-h., Risk Seminar, Columbia University and Graduate Center CUNY, New York, "Variational most-likely-path approximation in local volatility models", Local, No, Invited. (February 9, 2011).

Wang, T.-h., Probability Seminar, National Chiao Tung University, Hsinchu, Taiwan, "Variational most-likely-path approximation in local volatility models", Local, No, Invited. (December 30, 2010).

Wang, T.-h., Math Colloquium, National Central University, Chungli, Taiwan, "Small time asymptotics for implied volatilies", Local, No, Invited. (December 29, 2010).

Wang, T.-h., Analysis Seminar, National Center for Theoretical Sciences, Tainan, Taiwan, "Variational most-likely-path approximation in local volatility models", Local, No, Invited. (December 23, 2010).

Wang, T.-h., Math Colloquium, National Cheng Kung University, Tainan, Taiwan, "Small time asymptotics for implied volatilies", Local, No, Invited. (December 22, 2010).

Wang, T.-h., Probability Seminar, Academia Sinica, Taipei, Taiwan, "Variational most-likely- path approximation in local volatility models", Local, No, Invited. (December 20, 2010).

Wang, T.-h., Quantitative Method in Finance Conference, University of Technology, Sydney, Sydney, Australia, "Variational most-likely-path approximation to Asian option value under local volatility models", International, Yes, Accepted. (December 16, 2010).

Wang, T.-h., SIAM Conference on Financial Mathematics and Engineering, San Francisco, California, "Most-likely-path approximation of option prices on the arithmetic aveage in local volatlity models", International, Accepted. (November 2010).

Wang, T.-h., The 6th World Congress of Bachelier Finance Society, Toronto, Canada, "Asymptotics of implies volatility in local volatility models", International, Yes, Accepted. (June 2010).

Wang, T.-h., The 15th INFORMS Applied Probability Society Conference. Invited Speaker, Cornell University, Ithaca, NY, "Distribution-free arbitrage bounds for spread options and market-implied monotonicity gap". (July 2009).

BSFE Proposal D - 122 Wang, T.-h., Mathematical Finance Seminar, Courant Institute, New York University, New York, "Symmetry classications of family of a mixed stochastic volatility models". (September 28, 2006).

Wang, T.-h., Seminar, Bloomberg, LP, New York, "Symmetry classifications of SABR-like models:". (September 1, 2006).

Wang, T.-h., The 5th Cross Strait Probability and Statistics Conference, National Health Research Institute, Miao-Li, "Classification of Stochastic volatility model". (July 2006).

Wang, T.-h., Workshop on Probability with Applications, National Taiwan University, Taipei, "Symmetry classifications of SABR-like models". (June 5, 2006).

Wang, T.-h., National Taichung University, "Lower and Upper bounds of pricing basket option". (May 24, 2006).

Wang, T.-h., Nan Hua University, "Optimization approaches applied to mathematical finance". (May 3, 2006).

Wang, T.-h., Tamkang University, "Closed form solutions for quadratic for and inverse quadratic term models: speech". (April 11, 2006).

Wang, T.-h., Academia Sinica, "Moment problem approach to financial optimization". (April 6, 2006).

Wang, T.-h., Symmetries of Stochastic processes, University of Roma 1. (February 8, 2006).

Wang, T.-h., University of Roma 1, "Using Lie's symmetry method to generate solutions of parabolic PDE's". (January 25, 2006).

Wang, T.-h., TMS-AMS joint conference, Tung Hai University, "Probability session". (December 14, 2005).

Wang, T.-h., Fu Jen Catholic University, "Arbitrage pricing theory and its related topics". (November 23, 2005).

Wang, T.-h., Seminar, Academia Sinica, Taipei, "Symmetries of stochastic processes". (October 31, 2005).

Wang, T.-h., Probabilty and Statistics Conference, National Cheng Kung University, "Closed form solutions for option pricing interest models on two assets". (June 26, 2005).

Wang, T.-h., National Sen Yet Sun University, "Optimal static-arbitrage bounds for the prices of basket options:". (March 3, 2005).

BSFE Proposal D - 123 Wang, T.-h., Annual Mathematics Conference, National Changhua University of Education, "Optimal bounds for the prices of basket options and their replicating strategies". (December 30, 2004).

Wang, T.-h., Quantitative Method in Finance Conference, Sydney, "Static -arbitrage optinal subreplicating strategies for basket options". (December 17, 2004).

Wang, T.-h., Annual Mathematics Conference, National Taiwan University, "Optimal bounds for the prices of basket options and their replicating strategies". (December 5, 2004).

Wang, T.-h., Annual Statistics Conference, National Chung Cheng University, "Using copula to bound prices of options on multi-asset". (November 13, 2004).

Wang, T.-h., Seminar, National Center of Theoretical Sciences, Taipei, "Static-arbitrage upper bounds for the prices of basket options". (July 19, 2004).

Wang, T.-h., Southern Taiwan Statistics Conference, Agora Garden, Taipei, "Static-arbitrage upper bounds for the prices of basket options". (June 26, 2004).

Wang, T.-h., National University of Kaohsiung, "Applications of symmetry analysis in finance speech". (March 15, 2004).

Wang, T.-h., Conference, National Chung Cheng University, "Arbitrage free bounds and optimal hedge ratios for basket options". (March 3, 2004).

Wang, T.-h., Conference, Sun Moon Lake, "Arbitrage free bounds and optimal hedge ratios for basket options". (February 13, 2004).

Wang, T.-h., Probability Seminar, Academia Sinica, Taipei, "Sharp bounds and optimal hedge ratios for basket options". (November 3, 2003).

Wang, T.-h., Providence University, "Optimal investment and consumption with transaction cost". (July 25, 2003).

Wang, T.-h., Probability Seminar, Academia Sinicia, Taipei, "Sharp upper and lower bounds for a basket option on two assets". (March 3, 2003).

Wang, T.-h., Probability Seminar, Academia Sinicia, Taipei, "Mathematical problems in finance with transaction cost". (2002).

Wang, T.-h., National Chung Cheng University, "Duality method to bounds on basket option price". (December 4, 2002).

Wang, T.-h., Soochow University, "Optimal portfolios in stochastic environments". (March 30, 2001).

BSFE Proposal D - 124 Wang, T.-h., Seminar, National Center of Theoretical Sciences, Hsinchu, "Graphs with prescribed mean curvature in the sphere". (December 21, 1999).

Wang, T.-h., Seminar, National Center of Theoretical Sciences, Hsinchu, "The harmonic map heat flow". (November 24, 1997).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

C. Research in progress.

Carr, P., Lee, R., Wang, T.-h. Properties of implied volatility by delta.

Gatheral, J., Wang, T.-h. (2012). Implied volatility from local volatility: A path integral approach.

Gatheral, J., Wang, T.-h. (2012). Small time asymptotics for Asian options in local volatility models.

Wang, T.-h. (2012). The heat kernel expansion from probability perspective.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

Young Researcher Award, National Chung Cheng University, Scholarship/Research, University. (August 2006).

11. GRANTS-IN-AID:

Wang, T.-h., "Asymptotics of Implied volatility in local and stochstic volatility models", PSC- CUNY 41 Research Award, PSC-CUNY Award #63872-00 41, $2,660.00. (start: July 2010, end: June 2011).

Wang, T.-h., Grant, "Integrablelocal and stochastic volatility models: PSC-CUNY 40 Research Award", PSC-CUNY Award #60125-39 40, $2,660.00. (start: July 2009, end: June 2010).

Wang, T.-h., Grant, "Arbitrage free bounds on spread options: National Science Council Taiwan", NSC-96-2416-H-194-019, $12,818.00. (start: August 2007, end: July 2008).

Wang, T.-h., "Generating intergrable diffusions for local and stochastic volatility models in mathematical Finance", National Science Council Tawian, NSC-95-2115-M-194-014, $10,606.00. (start: August 2006, end: July 2007).

Wang, T.-h., "National Science Council Taiwan, NSC-94-2115-M-194-006", Closed form solutions for option pricing and interest models, $11,545.00. (start: August 2005, end: July 2006).

BSFE Proposal D - 125

Wang, T.-h., "Arbitrage free bounds for basket opinions and their static hedging strategies", National Science Council Tawian, NSC-93-2115-M-194-008, $11,703.00. (start: August 2004, end: July 2005).

Wang, T.-h., "Static-arbitrage bounds for exotic option pricing", National Science Council Tawian, NSC-92-2115-M-194-017, $9,590.00. (start: August 2003, end: July 2004).

Wang, T.-h., "Optimal Portfolio problems with transaction costs", National Science Council Tawian, NSC-91-2115-M-194-019, $11,190.00. (start: October 2002, end: July 2003).

12. INSTITUTIONAL SERVICE: A. Service to the Department

Final Exam Committee, Committee Member.

MFE admission committee, Committee Member. (January 2012 - April 2012). Applications evaluation, Conducting first round phone interviews

MFE admission committee, Committee Member. (January 2011 - April 2011). Applications evaluation. Conducting first round phone interviews.

Interview Questions Seminar, Attendee, Meeting. (September 2009 - December 2010). Holding seminars for MFE students on their job interviews.

MFE admission committee, Committee Member. (January 2010 - April 2010). Applications evaluation.

MFE admission committee, Committee Member. (January 2009 - April 2009). Application evaluation

B. Service to the School

C. Service to the College

D. Service to the Graduate Center

E. Service to the University

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

Institute for Operational Research and the Management Sciences, INFORMS, International. (August 2009 - Present).

Society for Industrial and Applied Mathematics, SIAM, International. (August 2008 - Present).

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

BSFE Proposal D - 126

Econometrica, Reviewer, Journal Article, International.

Finance and Stochastics, Reviewer, Journal Article, International.

International Journal of Theoretical and Applied Finance, Reviewer, Journal Article, International.

Mathematical Finance, Reviewer, Journal Article.

Quantitative Finance, Reviewer, Journal Article.

SIAM Financial Mathematics, Reviewer, Journal Article, International.

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MTH 9814, A Quantitative Introduction to Pricing Financial Instruments, Graduate.

MTH 9871, Advanced Computational Methods in Finance.

MTH 3030, Analytic Geometry and Calculus II.

MTH 2205, Applied Calculus.

MTH 2207, Applied Calculus and Matrix Algebra.

MTH 2610, Calculus I.

MTH 9903, Capstone Project and Presentation.

MTH 3020, Intermediate Calculus.

MTH 4100, Linear Algebra.

MTH 9842, Linear and Quadratic Optimization Techniques.

MTH 2003, Precalculus & Elements of Calculus.

MTH 9831, Probability and Stochastic Processes for Finance I.

MTH 9862, Probability and Stochastic Processes for Finance II.

FIN 9797, Options Markets, (Spring 2012).

BSFE Proposal D - 127 Wong, Sherman

1. EDUCATION:

Degree Institution Field Dates Ph D University of California, Mathematics 1977 Berkeley MA University of California, Mathematics 1975 Berkeley BA University of California, Mathematics 1970 Berkeley

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Associate Professor Mathematics January 1985 - Present Baruch College Assistant Professor Mathematics September 1980 - December 1984 Temple University Lawton Lecturer Mathematics September 1977 - August 1980

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Univ. of California Teaching Associate Mathematics 1976 Univ. of California Teaching Assistant Mathematics 1975

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates U.S. Army Reserves Lieutenant/Captain November 1972 - June 1976 U.S. Army Lieutenant July 1970 - March 1972

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Associate Professor January 1985 - Present Assistant Professor September 1980 - December 1984

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

B. Papers in Professional Journals: (1) Articles:

Wong, S. (1987). The Instability of the Period-Two Cycles of Newton's Method. Publ. Math. Debrecen, 34, 317-321.

BSFE Proposal D - 128

Wong, S. (1984). Newton's Method and Symbolic Dynamics. Proceedings of AMS, 91(2), 245-253.

Wong, S. (1982). Law of the Iterated Logarithm for Transitive C2 Anosov Flows and Semi-Flows over Maps of the Interval. Monatshefte fur Mathematik, 94, 163-173.

Wong, S. (1980). Holder Continuous Mappings and Ergodic Theory. London Mathematical Society, 22(2), 506-520.

Wong, S. (1979). A Central Limit Theorem For Pieceview Monotonic Mappings of the Unit Interval. Anals of Probability, 7(3), 500-514.

Wong, S. (1978). Some Metric Properties of Piecewise Monotonics Mappings of the Unit Interval. Transactions of the AMS, 246, 493-500.

(2) Proceedings:

C. Chapters in Books:

D. Government Reports or Monographs:

E. Book Reviews:

Bittinger, M. L., Wong, S. (1990). Calculus. Reviewer for Addison-Wesley,(5th).

7. OTHER PUBLICATIONS:

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Wong, S., Course in Chaos in Mathematics, Physics, and Economics, Baruch College, New York, NY, "Stinikov Restricted Three-Body Problem". (November 25, 1991).

Wong, S., Course in Chaos in Mathematics, Physics and Economics, Baruch College, New York, NY, "Feigenbaum Universality". (November 6, 1991).

Wong, S., Seminar in Dynamical Systems, Concordia University, Montreal, "Symbolic Dynamics for Newton's Method". (March 2, 1989).

Wong, S., Summer Meeting of AMS (invited paper), SUNY at Albany, New York, "Law if the Iterated Logarithm for Semiflows". (August 8, 1983).

Wong, S., International Conference on the Global Theory of Dynamical Systems, Northwestern University, Evanston, IL, "Invariant measures of Holder derivatives". (June 18, 1980).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

BSFE Proposal D - 129 B. Other completed papers.

C. Research in progress.

Wong, Sherman, "The computational complexity and the geometric structure of Bairstow's method", On-Going.

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

Fellowship Leave. (September 1986).

Visiting Research Fellow, University of California, Berkeley. (September 1986).

Visiting Research Fellow, University of California, Berkeley. (July 1982).

11. GRANTS-IN-AID:

Wong, S., Grant, "Department of Army Instrumentation Grant". (end: 2002).

Wong, S., Grant, "PSC-CUNY Research Grant". (end: 1991).

Wong, S., Grant, "PSC-CUNY Research Grant". (end: 1983).

Wong, S., Grant, "NSF Research Grant". (end: 1978).

12. INSTITUTIONAL SERVICE: A. Service to the Department

Basic Curriculum Committee. (2002 - Present).

Executive Committee. (2002 - Present).

Major Advisor. (2002 - Present).

Master's Program in Applied Mathematics for Finance Committee. (2002 - Present).

Website Committee. (2002 - Present).

Calculus Committee. (1998 - 2002).

Colloquium Coordinator. (1998 - 2002).

Major Advisor. (1998 - 2002).

Pre-Calculus & Discrete Mathematics Committee. (1998 - 2002).

System Administrator. (1998 - 2002).

BSFE Proposal D - 130

Webmaster. (1998 - 2002).

Department Technology Committee. (1996 - 1998).

Hardware & Software Committee. (1996 - 1997).

Major Advisor. (1996 - 1997).

Pre-Calculus & Discrete Mathematics Committee. (1996 - 1997).

Calculus Committee. (1991 - 1995).

Final Exam Committee. (1991 - 1995).

Major Advisor. (1991 - 1995).

Pre-Calculus & Discrete Mathematics Committee. (1991 - 1995).

Calculus Committee. (1990 - 1991).

Executive Committee. (1990 - 1991).

Major Advisor. (1990 - 1991).

Pre-Calculus & Discrete Mathematics Committee. (1990 - 1991).

Calculus Committee. (1989 - 1990).

Executive Committee. (1989 - 1990).

Major Advisor. (1989 - 1990).

Calculus Committee. (1988 - 1989).

Executive Committee. (1988 - 1989).

Major Advisor. (1988 - 1989).

Executive Committee. (1987 - 1988).

Final Exam Committee. (1987 - 1988).

Major Advisor. (1987 - 1988).

BSFE Proposal D - 131

Faculty Recruiter. (1985 - 1986).

Major Advisor. (1985 - 1986).

Satuday Seminar Program. (1985 - 1986).

Student Services, Assistant Chairperson. (1985 - 1986).

Actuarial Science Committee. (1982 - 1986).

Calculus Committee. (1982 - 1986).

Distinguised Professor Search Committee. (1982 - 1986).

Final Exam Committee. (1982 - 1986).

Finite Mathematics Committee. (1982 - 1986).

Liaison to Compensatory Programs. (1982 - 1986).

Preparatory Sequence Committee. (1982 - 1986).

Supervisor of Mathematics Tutoring. (1982 - 1986).

B. Service to the School

C. Service to the College

School Technology Committee. (1996 - 1998).

Committee for NSF Calculus Proposal. (1988).

Academic Standings. (1984 - 1985).

Dean's Released-Time. (1984 - 1985).

D. Service to the Graduate Center

Ph.D. Thesis for graduate student of Dr. Harry Markowitz. (1988).

E. Service to the University

University Faculty Senate (alternate). (1988 - 1991).

BSFE Proposal D - 132 13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

American Mathematical Society, Member.

CUNY Academy for the Humanities and Sciences.

Mathematical Association of America, Member.

New York Academy of Sciences, Member.

Society of Industrial and Applied Mathematics, Member.

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

National Conference on College Teaching and Learning at Florida Community College, Jacksonville, Florida. (April 6, 1996 - April 11, 1996).

Maple V International Conference on Research and Teaching, Stockton, CA. (July 6, 1994 - July 11, 1994).

Presentation on "Experimental Calculus Computer Laboratory Course" before CUNY Discussion Group at Laguardia Community College. (February 21, 1992).

Doctoral Committee Member for Ph.D Thesis for Mr. You-shi Lou, graduate student of Dr. Abraham Boyarsky, Department of Mathematics and Statistics, Concordia University, Montreal, Quebec. (1991).

Referee for Fonds pour la Formation de Chercheurs et l'Aide a la Recherche. (1991).

Workshop on the Teaching of Mathematics in College (Sharing New Perpectives in Education), New York, NY. (October 25, 1991).

Workshop on Complexity Issues for Numerical Optimization, Cornell University, Ithaca, NY. (March 22, 1991 - March 23, 1991).

Workshop on Problems in Numerical Analysis and Computer Science, Mathematical Science Research Institute, Berkeley, CA. (January 13, 1986 - January 17, 1986).

Symposium on Complexity of Approximately Solved Problems, Columbia University, Computer Science Department. (April 17, 1985 - April 19, 1985).

NSF Referee for Mathematical Sciences. (1984).

AMS Summer Research Conference, "Kleinian Groups", University of Colorado, Boulder, CO. (August 9, 1983 - August 14, 1983).

BSFE Proposal D - 133 AMS Summer Research Conference, "Ergodic Theory and its Applications"' University of New Hampshire, Durham, NH. (June 14, 1982 - June 19, 1982).

NSF-CBMS Regional Conference in Mathematics, "Recent Developments in Celestial Mechanics", Tufts University, Medford, MA. (August 13, 1979 - August 17, 1979).

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

2006, Applied Calculus.

2206, Applied Calculus.

2207, Applied Calculus with Algebra.

2008, Calculus Computer Laboratory, new format for existing course.

2008, Calculus Computer Laboratory.

2010, Calculus I.

2610, Calculus I.

3010, Calculus II.

3020, Calculus III.

4010, Difference and Differential Equations.

2300, Discrete Mathematics.

2005, Finite Mathematics.

4320, Fundamental Algorithms.

3002, Introduction to Chaotic Dynamical Systems.

4125, Introduction to Stochastic Processes.

4125, Introduction to Stochastic Processes, new format for existing course.

4100, Linear Algebra.

4130, Mathematical Statistics.

2001, Pre-Calculus.

BSFE Proposal D - 134 0030, Preparatory Mathematics III.

4120, Probability Theory.

3300, Programming Algorithms I.

9813, Scientific Computing with C++, new format for existing course.

9813, Scientific Computing with C++.

BSFE Proposal D - 135 Zamfirescu, Ingrid-Mona

1. EDUCATION:

Degree Institution Field Dates Ph D Columbia University Statistics 2003 MPhil Columbia University Statistics 2002 MA University of Bucharest Applied Statistics 1997 and Optimization BA University of Bucharest Applied 1996 Mathematics

2. FULL-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates Baruch College Associate Professor Mathematics January 1, 2009 - Present Baruch College Assistant Professor Mathematics September 2003 - December 2008 Columbia University Instructor Proabability and 2000 - 2003 statistics Columbia University Teaching Assistant Statistics and 1997 - 1999 Proabability Theory

3. PART-TIME ACADEMIC EXPERIENCE:

Institution Rank Field Dates

4. NON ACADEMIC EXPERIENCE:

Place of Employment Title Dates Columbia University Research Assistant 2000 Interamerican Insurance, Actuary 1996 - 1997 Bucharest, Romania

5. EMPLOYMENT RECORD AT BARUCH:

Rank Dates Associate Professor January 1, 2009 - Present Assistant Professor September 2003 - December 2008

6. PUBLICATIONS IN FIELD OF EXPERTISE: A. Books:

B. Papers in Professional Journals: (1) Articles:

BSFE Proposal D - 136 Karatzas, I., Zamfirescu, I.-m. (2007). Martingale Approach to Stochastic Differential Games of Control and Stopping. Annals of Probability.

Karatzas, I., Zamfirescu, I.-m. (2006). "Martingale Approach to Stochastic Control with discretionary stopping". Applied Mathematics and Optimization, 53(2), 163-184.

Balan, R., Zamfirescu, I.-m. (2006). "Strong Approximation for Mixing Sequences with Infinite Variance". Electronic Communications in Probability, 11, 11-23.

Karatzas, I., Zamfirescu, I.-m. (2005). "Game Approach to Optimal Stopping". Stochastics and Stochastics Reports, 77(5), 401-435.

Zamfirescu, I.-m., De La Pena, V.H. (2002). "Decoupling and Domination Inequalities with Application to Wald's Identity for Martingales". Statistics and Probabilty Letters, 57(2), 157-170.

(2) Proceedings:

C. Chapters in Books:

D. Government Reports or Monographs:

E. Book Reviews:

7. OTHER PUBLICATIONS:

8. PRESENTED PAPERS, LECTURES, AND EXHIBITIONS AND PERFORMANCES:

Zamfirescu, I.-m., Conference on Stochastic Control and Numerics, University of Wisconsin, Milwaukee, "Martingale Approach to Stochastic Control with Discretionary Stopping". (September 2005).

Zamfirescu, I.-m., Conference on Stochastic Processes and their Applications, UCSB, Santa Barbara, "Martingale Approach to Stochastic Control with Discretionary Stopping". (June 2005).

Zamfirescu, I.-m., Seminar on Stochastic Processes (informal presentation), Cornell University, "Strong Approximation for Mixing Sequences with Infinite Variance". (March 2005).

Zamfirescu, I.-m., Probability Seminar, Columbia University, "Strong Approximation for Mixing Sequences with Infinite Variance". (January 28, 2005).

BSFE Proposal D - 137 Zamfirescu, I.-m., Probability Seminar, Carleton University, "Game Approach to the Optimal Stopping Problem". (October 2004).

Zamfirescu, I.-m., Probability Seminar, Graduate Center at CUNY, "Game Approach to the Optimal Stopping Problem". (March 2004).

9. WORK IN PROGRESS: A. Papers submitted to journals for consideration.

B. Other completed papers.

Karatzas, I., Zamfirescu, I.-m. Martingale Approach to Stochastic Games.

C. Research in progress.

Zamfirescu, Ingrid-mona, Balan, R., "Strong Invariance Principle for Self-Normalized Sums".

10. PROFESSIONAL HONORS, PRIZES, FELLOWSHIPS:

Faculty Fellowship in the Department of Statistics, Columbia University. (2002).

Faculty Fellowship in the Department of Statistics, Columbia University. (2001).

Howard Levine TeachingAward, Columbia University. (2001).

Faculty Fellowship in the Department of Statistics, Columbia University. (2000).

Faculty Fellowship in the Department of Statistics, Columbia University. (1999).

Faculty Fellowship in the Department of Statistics, Columbia University. (1998).

Faculty Fellowship in the Department of Statistics, Columbia University. (1997).

Scholarship, University of Bucharest, Romania. (1996).

Scholarship, University of Bucharest, Romania. (1995).

Scholarship, University of Bucharest, Romania. (1994).

Scholarship, University of Bucharest, Romania. (1993).

Scholarship, University of Bucharest, Romania. (1992).

Scholarship, University of Bucharest, Romania. (1991).

BSFE Proposal D - 138 11. GRANTS-IN-AID:

Zamfirescu, I.-m., Sponsored Research, "Strong Invariance Principles", PSC-CUNY 36, $3,311.00. (start: July 2005, end: 2006).

12. INSTITUTIONAL SERVICE: A. Service to the Department

Graduate Committee. (2004 - Present).

Final Exam Committee. (2003 - Present).

Website Committee. (2003 - Present).

Executive Committee, Member. (2009).

Department Secretary. (2006).

B. Service to the School

Research Committee. (2005 - 2006).

C. Service to the College

Committee on Educational Technology. (2004 - 2006).

D. Service to the Graduate Center

E. Service to the University

13. OFFICES HELD IN PROFESSIONAL SOCIETIES:

14. OTHER PROFESSIONAL ACTIVITIES AND PUBLIC SERVICE:

15. TEACHING ACTIVITIES AT BARUCH: A. Courses Taught

MTH 3040, Actuarial Science Theory and Problem Seminar.

MTH 2206, Applied Calculus.

MTH 2207, Applied Calculus/Matrices.

MTH 2610, Calculus I.

MTH 9803, Capstone Projects.

BSFE Proposal D - 139 MTH 3010, Elementary Calculus II.

MTH 4500, Introduction to Mathematical Finance.

MTH 4120, Introduction to Probabilty.

MTH 4130, Mathematics of Statistics.

MTH 2001, Precalculus.

MTH 2003, Precalculus and Elements of Calculus.

MTH 9831, Real Analysis and Probability.

MTN 9862, Stochastic Process in Finance.

BSFE Proposal D - 140