Steve Taylor

Steve Taylor

Teaching Associate Professor of Fintech and Chief Research Officer of CRAFT

Bio

Steve Taylor holds a PhD in Quantitative Finance from SUNY Stony Brook and is the new Chief Research Officer of Stevens’ NSF-funded Center for Research in Financial Technologies (CRAFT). He has published more than 20 quantitative finance papers on topics at the intersection of the application of mathematics, statistics, optimization, and financial technology and has consulted widely. He has previously worked at Bloomberg, MIT Lincoln Laboratory, Morgan Stanley, and Tudor Investment Corporation. He has also organized research groups focusing on problems requiring the application of quantitative finance techniques to graduate students at NYU, MIT, and the University of Chicago.

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.