Petter N. Kolm NYU Director of the Mathematics in Finance M.S. Program

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