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Bios
Please visit our People page for an overview of the individuals whose biographies are collected on this page.
Tim Leung, CFRM Director
EDUCATION
B.S., Operations Research, Cornell University
Ph.D., Operations Research & Financial Engineering, Princeton University
BIOGRAPHY
Professor Leung’s research areas are Financial Mathematics and Optimal Stochastic Control.
He has worked on a variety of problems, such as derivatives pricing, algorithmic trading, credit risk, exchange-traded funds (ETFs), and more. His research has been funded by the National Science Foundation (NSF), and published in journals, such as Mathematical Finance, Quantitative Finance, Finance & Stochastics, SIAM Journals, etc.
Professor Leung regularly supervises PhD, MS, and undergraduate research projects, and collaborates with academics, practitioners, and regulators. He is the Chair of the INFORMS Finance Section, and the Program Director of the SIAM Activity Group on Financial Mathemati