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Robert J. Frey

Research Professor, Director for Quantitative Finance
Ph.D., 1986
Stony Brook University: Quantitative Finance 

Robert Frey had worked in an array of operations research related managerial positions before earning his Applied Math PhD in 1986.  Then he became involved in designing mathematically based financial trading systems, first at Morgan Stanley, then at Kepler Associates, and finally at Renaissance Technologies, from which he retired at the rank of Managing Director in 2004.  Among his many current activities, he chairs the advisory committee of the U. of Chicago Financial Mathematics program (the country’s top ranked quantitative finance program), is co-owner of a small investment bank in London, and heads a construction company. Frey just launched his own hedge fund, Frey Quantitative Strategies, with initial capital of $365 million.

Office: Math Tower 1-103
Phone: 631-473-6314

 

Stan Uryasev

Stan Uryasev   

Professor and  Frey Family Endowed Chair,  Co Director for Quantitative Finance 
Ph.D., 1983,  Glushkov Institute of Cybernetics: Applied Mathematics 

His research and teaching interests include quantitative finance, risk management, stochastic optimization, machine learning, and military operations research. His joint paper with Prof. Rockafellar on Optimization of   Conditional Value-At-Risk in The Journal of Risk, Vol. 2, No. 3, 2000    is among the 100 most cited papers in Finance. Many risk management/optimization packages implemented the approach suggested in this paper (MATLAB implemented a toolbox).


Office: Math Tower, Room B-148
Phone: 631-632-5470
http://uryasev.ams.stonybrook.edu/  

 

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Andrew Mullhaupt

Research Professor, Ph.D., 1984
New York University: Quantitative Finance

Andrew Mullhaupt's original research interests involved partial differential equations and linear algebra. He has worked on Wall Street for over 20 years designing mathematically based trading systems, first at Morgan Stanley, then at Renaissance Technologies, and most recently at S A C Capital where he was Director of Research for the SAC's Meridian Fund.

Office: Mathematics Tower B-148
Phone: 631-632-5479