Faculty Profile

Ionut Florescu, PhD

RESEARCH ASSOCIATE PROFESSOR, FSL DIRECTOR *
Building: Babbio
Room: 544
Phone: 201.216.5452
Fax: 201.216.8321
Email: ifloresc@stevens.edu
Website
Resume
School:  School of Systems & Enterprises
Department:  Financial Engineering
Research
  • Mathematics of Finance
  • Stochastic Processes
  • Stochastic Volatility Models
  • SDE's and SPDE's
  • Lyapunov Exponent
Courses
  • MA 611 Probability
  • MA 612 Mathematical Statistics
  • MA 623 Stochastic Processes
  • MA 635 Real Variables I
  • MA 636 Real Variables II
  • FE 610 Stochastic Calculus for Financial Engineers
  • FE 621 Computational Methods in Finance