DAVID LI

Instructor since 2020

$DAVID LI$

David Li received his bachelor’s degree in Mathematics from Pomona College and continued his graduate studies at Stanford University. In 2004, he received his Ph.D. degree in Mathematics before starting his career in finance with Credit Suisse. He subsequently moved to Citigroup in 2005. Throughout his career, David has worked on different areas of interest rate analytics, including yield curves, volatility skew and smile, term structure models and automated market making. Currently David is a Managing Director and Global Head of Rates Quantitative Analysis at Citigroup Global Markets.

SELECTED PUBLICATIONS

Games of Chains and Cutsets in the Boolean lattice II (2001)

David Linnan Li and Shahriar Shahriari

Asymmetric Two-colourings of Graphs in S3 (2002)

Erica Flapan and David Linnan Li

The Green’s Function of the Navier-Stokes Equations for Gas Dynamics in R3 (2005)

David Linnan Li

Other Faculty

$CHRISTOS KOUTSOYANNIS$

CHRISTOS KOUTSOYANNIS

Adjunct Professor

KATIE LYNN

Program Administrator

SHIZHU LIU

Clinical Assistant Professor of Mathematics

$MEHDI H. SONTHONNAX$

MEHDI H. SONTHONNAX

$RICHARD LINDESEY$

RICHARD LINDESEY

MERRELL HORA

DEANE YANG

Professor of Mathematics

RIAN JOHNSON

Administrative Aide

ARIANE SANEY

Director, Office of Career Services

$NANCY ANCOWITZ$

NANCY ANCOWITZ

Director, Office of Career Services

$KENNETH WINSTON$

KENNETH WINSTON

$LEON TATEVOSSIAN$

LEON TATEVOSSIAN

Instructor since 2009

$RODNEY SUNADA-WONG$

RODNEY SUNADA-WONG

AMIR SADR

Instructor since 2017

$GORDON RITTER$

GORDON RITTER

Instructor since 2013

$ROBERT REIDER$

ROBERT REIDER

Instructor since 2007

$FABIO MERCURIO$

FABIO MERCURIO

Instructor in 2011

LEE MACLIN

DAVID LI

Instructor since 2020

$ALEXEY KUPTSOV$

ALEXEY KUPTSOV

Instructor since 2009

$ROBERT V. KOHN$

ROBERT V. KOHN

Professor Emeritus of Mathematics; Chair of the Committee on Mathematics in Finance (2003-2006 and 2009-2011)

$IRENA KHREBTOVA$

IRENA KHREBTOVA

Director, Risk Management at Bank of America

$ALIREZA JAVAHERI$

ALIREZA JAVAHERI

Instructor since 2011

$JONATHAN B. GOODMAN$

JONATHAN B. GOODMAN

Professor of Mathematics; Founding Chair of the Committee on Mathematics in Finance

$SAMIM GHAMAMI$

SAMIM GHAMAMI

MONTY ESSID

GENE EKSTER

Instructor since 2020

BRUNO DUPIRE

Instructor since 2005

IVAILO DIMOV

Instructor since 2017

$PAUL BOURGADE$

PAUL BOURGADE

Professor of Mathematics

$ILIA BOUCHOUEV$

ILIA BOUCHOUEV

$JEROME BENVENISTE$

JEROME BENVENISTE

Instructor since 2015

$FARSHID M. ASL, PH.D$

FARSHID M. ASL, PH.D

Instructor since 2005

$KENNETH C. ABBOTT$

KENNETH C. ABBOTT

Instructor since 2004

$LEIF ANDERSEN$

LEIF ANDERSEN

Industry Adviser to the Program

$PETTER N. KOLM$

PETTER N. KOLM

Program Director, Clinical Professor of Mathematics

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