286 Unity Hall
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Affiliated Department or Office
BS Fairfield University 1999
MS Cornell University 2003
PhD Cornell University 2006

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.

Scholarly Work

Signing Trades and an Evaluation of the Lee–Ready Algorithm

An Analysis of the Supply Curve for Liquidity Risk through Book Data