News
Zefan Guan awarded T. Rowe Price Foundation Fellowship
Zefan Guan, a first year Financial Mathematics Masters student has been named as the first T. Rowe Price Foundation Fellow in the Johns Hopkins Financial Mathematics Program. The award provides $20,000 to help cover his expenses in the program, and is in recognition of his outstanding performance. Zefan came to the program after receiving his bachelor's degree in Computer Science from Sun Yat-Sen University in Guangzhou, China. Read more about Zefan ...
Tim Leung appointed as Assistant Professor in Department of Applied Mathematics and Statistics
Tim Leung, who will soon obtain his Ph.D. from the Department of Operations Research and Financial Engineering at Princeton University, will join our department in the Fall of 2008. Tim received his Bachelor's degree magna cum laude at Cornell, majoring in Operations Research and Industrial Engineering. His research interests are in Financial Mathematics, especially in the valuation of employee stock options (ESOs) and credit derivatives. His work on ESO valuation has been featured in the general press, and his papers are available on his current website.
David Audley named Associate Director
of Financial Mathematics
Master's Program
David Audley, who received his PhD in 1972 from the Johns Hopkins Electrical Engineering department, has been working on Wall Street for the past 20 years. He has experience in portfolio management, analytic trading, risk management, financial technologies, and has performed research in the quantitative modeling of securities and markets - specializing in term structure models and relative value analysis. He is part owner of two companies -- Watch Hill Investment Partners, a hedge fund and Beacon Capital Markets, whose main product for electronic bond trading is enabled by peer-to-peer computer technology. Before joining the department as a full-time faculty member, David taught Financial Mathematics courses in the Applied Mathematics and Statistics department while helping to guide the creation of the new Financial Mathematics Master's program.
Carey Business School Announces Inaugural Dean
Yash P. Gupta, PhD, described as "a visionary academic leader" by university President William R. Brody, will become the first dean of the Johns Hopkins Carey Business School. Read more ...