Steve Taylor (staylor6)

Steve Taylor

Teaching Associate Professor

School of Business

Education

  • PhD (2011) Frankfurt School of Finance and Management (Quantitative Finance)
  • MS (2007) Brigham Young University (Mathematics)
  • MS (2007) Brigham Young University (Physics)
  • BS (2005) Brigham Young University (Applied Mathematics)

Research

fintech and quantitative finance

Professional Service

  • Geodesic Solutions Managing Partner

Consulting Service

Have operated a quantitative finance consulting business Geodesic Solutions since 2017; URL: geodesic.pro

Innovation and Entrepreneurship

Advise a half-dozen fintech startups

Selected Publications

Journal Article

  1. Cui, Z.; Kirkby, J.; Nguyen, D.; Taylor, S. (2021). A Closed-Form Model-Free Implied Volatility Formula through Delta Families. The Journal of Derivatives (4 ed., vol. 28, pp. 111-127). Pageant Media US.
    http://dx.doi.org/10.3905/jod.2020.1.127.
  2. Cui, Z.; Taylor, S. (2021). Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain Approximation. The Journal of Derivatives (3 ed., vol. 28, pp. 8-33). Pageant Media US.
    http://dx.doi.org/10.3905/jod.2020.1.116.
  3. Cui, Z.; Taylor, S. (2020). Arbitrage detection using max plus product iteration on foreign exchange rate graphs. Finance Research Letters (vol. 35, pp. 101279). Elsevier BV.
    http://dx.doi.org/10.1016/j.frl.2019.08.027.
  4. Cui, Z.; Qian, W.; Taylor, S.; Zhu, L. (2020). Detecting and identifying arbitrage in the spot foreign exchange market. Quantitative Finance (1 ed., vol. 20, pp. 119-132). Informa UK Limited.
    http://dx.doi.org/10.1080/14697688.2019.1639801.