ILIA BOUCHOUEV

Instructor since 2020

ILIA BOUCHOUEV
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For over twenty years, Ilia Bouchouev has been managing Koch Global Derivatives Trading, one of the industry leaders in energy trading and options market-making. From 2012 until 2019, he also served as the president of Koch Global Partners, quantitative macro trading company specializing in interest rate, FX, and commodity trading. Ilia’s team pioneered several derivatives products, including the first oil volatility swap (2003 Risk Magazine Award), and developed various new energy markets over the years. Ilia retired from active trading at the end of 2019.

Ilia has Ph.D. in inverse problems for differential equations which he applied to develop several option pricing models and calibration methods. He also published on energy economics, financial flows and hedging pressure, and introduced “the theory of normal contango” for the oil markets.

Other Faculty

MEHDI H. SONTHONNAX

MEHDI H. SONTHONNAX

RICHARD LINDESEY

RICHARD LINDESEY

MERRELL HORA

MERRELL HORA

DEANE YANG

DEANE YANG

Chair, Committee on Mathematics in Finance, Professor of Mathematics

RIAN JOHNSON

RIAN JOHNSON

Administrative Aide

ARIANE SANEY

ARIANE SANEY

Director, Office of Career Services

NANCY ANCOWITZ

NANCY ANCOWITZ

Director, Office of Career Services

KENNETH WINSTON

KENNETH WINSTON

Instructor since 2019

LEON TATEVOSSIAN

LEON TATEVOSSIAN

Instructor since 2009

RODNEY SUNADA-WONG

RODNEY SUNADA-WONG

Instructor since 2014

AMIR SADR

AMIR SADR

Instructor since 2017

GORDON RITTER

GORDON RITTER

Instructor since 2013

ROBERT REIDER

ROBERT REIDER

Instructor since 2007

MIQUEL NOGUER I ALONSO

MIQUEL NOGUER I ALONSO

Visiting Professor at NYU Courant Institute

FABIO MERCURIO

FABIO MERCURIO

Instructor in 2011

LEE MACLIN

LEE MACLIN

Instructor since 2000

YADONG LI

YADONG LI

Instructor since 2015

DAVID LI

DAVID LI

Instructor since 2020

ALEXEY KUPTSOV

ALEXEY KUPTSOV

Instructor since 2009

ROBERT V. KOHN

ROBERT V. KOHN

Professor of Mathematics; Chair of the Committee on Mathematics in Finance (2003-2006 and 2009-2011); Instructor since 1998

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; Instructor since 2000

SAMIM GHAMAMI

SAMIM GHAMAMI

Instructor since 2015

ERAN FISHLER

ERAN FISHLER

Instructor since 2008

TRAVIS FISHER

TRAVIS FISHER

Instructor since 2016

MONTY ESSID

MONTY ESSID

Instructor since 2018

GENE EKSTER

GENE EKSTER

Instructor since 2020

BRUNO DUPIRE

BRUNO DUPIRE

Instructor since 2005

IVAILO DIMOV

IVAILO DIMOV

Instructor since 2017

PAUL BOURGADE

PAUL BOURGADE

Associate Professor of Mathematics, Chair of Financial… Mathematics M.S. Program.

ILIA BOUCHOUEV

ILIA BOUCHOUEV

Instructor since 2020

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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