Faculty Directory

Contact Information

Office:
Stratton Hall, 104A
Phone: +1-508-831-5677
Fax: +1-508-831-5824
myblais@wpi.edu

Marcel Y. Blais

• Assistant Teaching Professor, Mathematical Sciences
• Coordinator, Professional Master of Science Programs

I teach many graduate courses in our Financial Mathematics Professional Master’s Program. I particularly love engaging graduate students in areas of financial mathematics; the material is exciting, cutting edge, and fun to apply and relate to current events and states of financial markets. At the undergraduate level, I teach upper-level optimization electives, as well as calculus courses. I enjoy teaching at this level, showing undergraduate students why the mathematics we study is important and relevant.

Currently, I am involved in the study of liquidity modeling in mathematical finance. I recently began the study of leveraging and volatility derivatives, which has been of particular interest to me.