
Marcel Y. Blais
Associate Teaching Professor & Associate Head of Mathematical Sciences
Education:
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.
Email
myblais@wpi.edu
Office Location
109B Stratton Hall
Contact
Phone:
+1 (508) 8315000 x5677
Research Interests
Research Interests:
Liquidity Modeling
Volatility Derivatives
Leverage
Scholarly Work
Signing Trades and an Evaluation of the Lee–Ready Algorithm
An Analysis of the Supply Curve for Liquidity Risk through Book Data