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Faculty

Department

Research Interests

Richard Bernhard,
Professor, Industrial and Systems Engineering
Office: 488 Daniels
Phone: 919-513-7220
(homepage)
  • Bayesian Decision Analysis
  • Capital Investment Economic Analysis
  • Financial Engineering
  • Multi-Attribute Decision Making
Peter Bloomfield,
Professor, Statistics
Office: 5210 SAS Hall
Phone: 919-515-1913
(homepage)
David Dickey,
William Neal Reynolds Professor of Statistics
Office: 5230 SAS Hall
Phone: 919-515-1925
(homepage)
  • General Statistical Methodology
  • Regression
  • Time Series
Paul Fackler,
Professor, Agricultural and Resource Economics
Office: 4344 Nelson
Phone: 919-515-4535
(homepage)
  • Commodity Market Analysis
  • Computational Economics
  • Futures and Options Markets
  • Risk Analysis and Managements
Sujit Ghosh,
Professor, Statistics
Office: 5112 Sas Hall
Phone: 919-515-1950
(homepage)
  • Bayesian inference and applications in the areas of financial data
  • Environmental data
  • Medical data and related fields
Kazufumi Ito,
Professor, Mathematics
Office: SAS 3270
Phone: 919-515-7140
(homepage)
Min Kang,
Associate Professor, Mathematics
Office: SAS - 4114
Phone: 919-515-7891
(homepage)
  • Applications to Statistical Physics
  • Interacting Particle Systems
  • Probability Theory and Partial Differential Equations
  • Stochastic Partial Differential Equations
Negash Medhin,
Professor, Mathematics
Office: SAS Hall 4142
Phone: 919-513-3585
(homepage)
  • Differential Games
  • Mathematical Theory of Sociodynamics
  • Molecular Dynamics Simulation and Applications
  • Optimal Control Theory
  • Optimization
  • Stochastic Control and Applications
Tao Pang,
Associate Professor, Department of Mathematics
Office: SAS - 4116
Phone: 919-513-2110
(homepage)
  • Financial Engineering
  • Operations Research
  • Stochastic Control
Denis Pelletier,
Associate Professor, Economics
Office: 4162 Nelson
Phone: 919-513-7408
(homepage)
  • Financial Economics
  • Risk Management
  • Time Series Econometrics
Jeff Scroggs,
Associate Professor, Mathematics; Director of the Financial Mathematics Graduate Program
Office: SAS Hall 3140
Phone: 919-515-7817
(homepage)
  • Financial Mathematics
  • Fluid Dynamics (climate modeling, internal flows)
  • Numerical Methods for Partial Differential Equations
  • Scientific Computing (especially utilizing Object Oriented Design)
Charles Eugene Smith,
Associate Professor, Statistics
Office: SAS - 4248
Phone: 919-515-1907
(homepage)
  • Level crossing and first passage times
  • Poisson driven stochastic differential equations
Tomislav Vukina,
Professor
Office: 3332 Nelson
Phone: 919-515-5864
(homepage)
  • Economics of Natural Resources
  • Economics of Regulation
  • Industrial Organization
Jim Wilson,
Professor, Edward P. Fitts Department of Industrial and Systems Engineering
Office: 400 Daniels
Phone: 919-515-2362
(homepage)
  • Analysis of output processes
  • Applications of these techniques to production systems engineering and financial engineering
  • Improving simulation efficiency using variance reduction techniques
  • Modeling, estimation, and generation of stochastic input processes
  • Optimization using multiple-comparison and search procedures
  • Probabilistic and statistical issues in the design and analysis of large-scale simulation experiments

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LATEST NEWS

19
Jan
Congratulations to our December 2016 graduates!
Congratulations to all of our December 2016 graduates! We are so proud of your hard work! Our graduates were placed at Bank of America, TD Bank, Financial Risk Group, EY, SAS & First Citizens Bank. We wish you all success!
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05
Jan
NC State’s Financial Math Program’s Quantnet Rankings are up!
We are pleased to announce that NC State's Financial Math Program's Quantnet Rankings have improved as the program continues to grow and succeed. In it's 14th year, the MFM program has expanded and advanced into a well-respected graduate program sought out by students from all over the world. Currently, the program is ranked #18 in […]
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