Petter N. Kolm NYU Director of the Mathematics in Finance M.S. Program
Cornell Financial Engineering Manhattan 2023 Future of Finance Conference
Clinical Professor of Mathematics
Director of the Mathematics in Finance M.S. Program
Warren Weaver Hall, Office 520
http://www.cims.nyu.edu/~kolm/
Education
Ph.D., Yale University, USA, 2000.
M.Phil. (Tekn. Lic.), Royal Institute of Technology, Sweden, 2000.
M.S. (Diplommathematiker), ETH Zurich, Switzerland, 1994.
Research Interests
Data science, econometrics, financial mathematics, machine learning, market making, optimization, portfolio optimization, quantitative & systematic trading, risk management, robo advisory & investing, smart beta strategies, stochastic optimal control, transaction costs, and tax-aware investing.
Cornell Financial Engineering Manhattan 2023 Future of Finance Conference
Petter N. Kolm NYU Director of the Mathematics in Finance M.S. Program
