Autor: Frederi G. Viens

Frederi G. Viens, Ph D, is Director and Coordinator of the Computational Finance Program at Purdue University, where he also serves as Professor of Statistics and Mathematics. He has published extensively in the areas of mathematical finance, probability theory, and stochastic processes. Dr. Viens is co-organizer of the annual Conference on Modeling High-Frequency Data in Finance. Maria C. Mariani, Ph D, is Pro-fessor and Chair in the Department of Mathematical Sciences at The University of Texas at El Paso. She currently focuses her research on mathematical finance, applied mathematics, and numerical methods. Dr. Mariani is co-organizer of the annual Conference on Modeling High-Frequency Data in Finance. Ionut Florescu, Ph D, is Assistant Professor of Mathematics at Stevens Institute of Technology. He has published in research areas including stochastic volatility, stochastic partial differential equations, Monte Carlo methods, and numerical methods for stochastic processes. Dr. Florescu is lead organizer of the annual Conference on Modeling High-Frequency Data in Finance.