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Faculty

Program Director

Tomasz R. Bielecki, Ph.D.
Professor, Applied Mathematics
Research Interests and Expertise: Mathematical finance, quantitative methods for risk management in finance and insurance, stochastic control, stochastic analysis, probability and random processes.
   Office: IIT Main Campus, Rettaliata Engineering Center, Room 125A
   Phone: 312.567.3165
   Email: tbielecki_at_iit_dot_edu

Program Faculty

Igor Cialenco, Ph.D.
Associate Professor, Applied Mathematics
Research Interests and Expertise: Mathematical finance, quantitative methods in fixed income and risk management, stochastic PDEs, statistical inference for stochastic processes, functional analysis and operator theory.
   Office: IIT Main Campus, Rettaliata Engineering Center, Room 125B
   Phone: 312.567.3131
   Email: cialenco_at_iit_dot_edu
Igor Cialenco
Matthew F. Dixon, Ph.D., FRM
Assistant Professor of Finance, Stuart School of Business
Research Interests and Expertise: Computational finance, quantitative methods for risk management in finance, high performance computing, machine learning.
   Office: IIT Main Campus, 10 West 35th Street, Room 18D5-2
   Phone: 312.567.3165
   Email: matthew_dot_dixon_at_stuart_do_iit_dot_edu
Matthew Dixon
Fred J. Hickernell, Ph.D.
Professor
Chair, Applied Mathematics Department
Research Interests and Expertise: Monte Carlo and quasi-Monte Carlo methods, computational complexity of numerical problems, experimental design, multivariate numerical approximation and integration.
   Office: IIT Main Campus, Rettaliata Engineering Center, Room 208
   Phone: 312.567.8983
   Email: hickernell_at_iit_dot_edu
Ruoting Gong, Ph.D.
Assistant Professor, Applied Mathematics
Research Interests and Expertise: Small-time asymptotics and expansions of option prices, stochastic volatility models, general jump-diffusion models.
   Office: IIT Main Campus, Rettaliata Engineering Center, Room 116B
   Phone: 312.567.8986
   Email: rgong2_at_iit_dot_edu
Sang Baum "Solomon" Kang, Ph.D., FRM
Assistant Professor of Finance, Stuart School of Business
Research Interests and Expertise: Energy finance, commodities, derivatives, theoretical/empirical asset pricing, interdisciplinary studies of finance, applied math, operations & corporate social responsibility, 9 years private sector experience in energy derivatives & risk management including managerial responsibilities.
   Office: IIT Mies (Main) Campus, 10 West 35th Street, Room 18C4-1
   Phone: 312.906.6577
   Email: skang21_at_stuart_dot_iit_dot_edu
Sang Baum "Solomon" Kang, Ph.D.
Andrei Lyashenko, Ph.D.
Adjunct Faculty
Head of Quantitative Research at Quantitative Risk Management (QRM), the world's leading enterprise risk management consulting firm.
Research Interests and Expertise: Mathematical finance, interest rate modeling, risk management, quantitative methods for pricing and hedging of financial products.
Benjamin Van Vliet, Ph.D.
Assistant Professor of Finance, Stuart School of Business
Research Interests and Expertise: Systematic trading and investment.  Quality control of trading systems and technology.
   Office: IIT Downtown Campus, Room 454
   Phone: 312.906.6513
   Email: bvanvliet_at_stuart_dot_iit_dot_edu

Faculty with Research Interests In Quantitative Finance

John F. O. Bilson, Ph.D.
Professor of Finance, Stuart School of Business
Research Interests and Expertise: International finance, market risk management.

Charles Tier, Ph.D.
Senior Lecturer, Applied Mathematics
Research Interests and Expertise: Asymptotic and singular perturbation methods, applied stochastic modeling, queueing theory, computational finance, mathematical biology.

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