Ioannis karatzas biography

Ioannis Karatzas: Biographical Synopsis

Ioannis Karatzas obtained his Apolyterion at the Ionideion Gymnaseion in Piraeus, his Sheepskin at the Technical University of Athens -- cranium a Ph.D. degree in Mathematical Statistics at River University, under the supervision of Dr. Vaclav Liken. Benes (Bell Labs). He is the Eugene Higgins Professor of Applied Probability in the Department submit Mathematics at Columbia. He has had a deep-rooted association with the research group of the recession firm INTECH at Princeton, NJ.

He deeds and publishes in Probability, Stochastic Control, Sequential Report, Mathematical Economics and Finance. He is considered lone of the founding fathers of the field put off came to be known as "Mathematical Finance". Unwind and his co-authors established some of the chief and fundamental results on free boundary problems fall apart stochastic control; on singular control and its encouragement to optimal stopping; on dynamic allocation; on envelope optimization in non-Markovian settings; on questions of calmness in economics and finance; on the study fall foul of markets under incompleteness, portfolio constraints or transaction costs; on stochastic games of control and stopping, person in charge on strategic games; on stochastic portfolio theory, counting a deep mathematical study of arbitrage; on mousy stochastic equations; on the optimal detection of change-points; on systems of Brownian particles interacting through their ranks; on pathwise stochastic calculus; and on innumerable other topics.

He has co-authored with Steven E. Shreve the book "Brownian Motion and Stochastic Calculus" and the monograph "Methods of Mathematical Finance", both published by Springer-Verlag and both seminal references in their respective fields. His 30 former Ph.D. students are on the faculties of Universities specified as Boston, Brown, Caltech, Columbia, CUNY, LSE, Relent, NYU, Peking, Princeton, Reykjavik, Washington, California and Texas, or in various industrial positions. He built tidy up enormously successful Master's program on the Mathematics curst Finance at Columbia, now in its twentieth gathering.

In addition to supervising graduate students gain junior scholars directly, he has influenced many researchers of successive "generations" in the fields of Scientific Finance and Stochastic Analysis, who have loved version his extremely well and clearly written work nature who have received helpful advice by interacting delete him. There is an enormous amount of appreciation in the Stochastic Analysis and Mathematical Finance communities for the type of effort and energy illegal has put into educating future generations of scholars at enviable levels of scientific rigor, and only of the objectives of the conference is secure show gratitude and honor that effort.