CFRM is excited to welcome two new instructors for the 2017-2018 academic year, Bahman Angoshtari and Ryan Donnelly. Both are joining the program after completing postdoctoral research (Bahman at the University of Michigan and Ryan at École polytechnique fédérale de Lausanne’s Swiss Finance Institute).
Bahman’s research interests include applications of stochastic optimization and control theory, with primary focus on models of optimal portfolio choice and risk management in finance and insurance. He holds a D.Phil. in Mathematics from the University of Oxford.
Ryan, a native of Toronto, Canada, completed his PhD in Mathematics at the University of Toronto. Recently he has been a postdoctoral researcher within the Swiss Finance Institute at EPFL in Lausanne, Switzerland. Ryan’s research interests currently include the application of stochastic control techniques to problems in finance, more specifically, limit order book modelling and the design of optimal trading algorithms.