Education
PhD, Mathematics, Florida State University, 2019
MS, Mathematics - Algebra, K N Toosi University of Technology, 2012
BS, Mathematics, K N Toosi University of Technology, 2009
About
I joined UNO in 2019 after obtaining my PhD from Florida State University (FSU). I am interested in stochastic processes and their applications in finance. During my time as a PhD student in the Financial Mathematics program at FSU, I developed new continuous price models obtained as the limits of sequences of discrete price models. The discrete models are based on random walks that can jump at random times associated with general counting processes. This approach comes naturally from the behavior of price movements in the market. I am currently working on stochastic models for limit order book dynamics. I am also interested in Linear Algebra, Discrete Mathematics, Combinatorics and Graph Theory. I have published 15 peer-reviewed research papers in these areas.