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Dr. Harmantzis has been an Assistant Professor in the School of Technology Management at Stevens Institute of Technology, since 2002. He holds B.Sc. and M.Sc. degrees in computer science from the University of Crete, a M.Sc. degree in engineering from the University of Pennsylvania, an MBA in finance from the University of Toronto and New York University, and a Ph.D. in engineering from the University of Toronto. His interests are in risk management, quantitative investment strategies and financial derivatives. More specifically, stochastic modeling using fat-tailed distributions, long-memory processes and actuarial-type of processes. Dr. Harmantzis teaches risk management, pricing and hedging of derivatives, computational finance and simulation modeling and analysis. His consulting experiences include financial institutions and hedge funds in North America.
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Ms. Linyan Miao is from China. She got her Bachelor¡¯s degrees from the University of Science and Technology of China (USTC) in Information Management (major) and Computer Science (minor). She earned her Master¡¯s degree in Financial Engineering form the same university in 2004. In China, her research focused on credit risk of the Chinese market. She also gained experience working as an intern in large financial institutions of China, like the Agricultural Bank of China and the Shenzhen Stock Exchange. Since fall 2004, she started Ph.D. study at the School of Technology Management, under the supervision of Dr. Fotios Harmantzis. Her research interests include International Financial Markets, Financial risk management, Portfolio Investment Management, and Derivatives Pricing.
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Mr. PoJen Huang received a B.S. in comprehensive mathematics from University of Arizona, a M.S. in computer information system from University of Detroit Mercy, and a second Master's (in Stochastic Programming) from Stevens Institute of Technology. Mr. Huang has six years research experience as an applied scientist in complex systems. His interests are in statistical arbitrage, stochastic optimal control, wavelet analysis, credit derivatives, computational methods in finance and algorithmic trading systems. Alumni of FinA
- Bin Song, Visiting Faculty (Central University of Finance and Economics, China)
- Irina Goldman, PhD Candidate
- Jay Nakahara, Math PhD Candidate (Now with Riskmetrics)
- Yi-Fan Chien, Math MSc Student (Now with APT)
- Thomas Olsen, Undergraduate Student, Technogenesis Scholar (Now with Hudson Capital Group)
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