Doctoral Graduates (FMO)

  • Kyle Meerscheidt, dissertation entitled "Pricing Multi-Asset Options with Multivariate Variance Gamma and Normal Inverse Gaussian Processes Using the Fourier Space Time-Steppiing Method," Completed December 2018.
  • Benjamin Preston, dissertation entitled "A Hidden Markov Renewal Model with Applications to Financial Time Series," completed December 2015.  MS in FMO (December 2010).  Lead Quantitative Risk Analyst, USAA, San Antonio, TX.
  • Muhu Wang, dissertation entitled "A Finite-Element Approach for Pricing Swing Options under Stochastic Volatility," completed 8/2010. Senior Quantitative Researcher, Duke Energy, Cinncinati, Ohio, 10/2010 - 4/2015.  Dynegy,  Houston, TX, Quantitative Specialist, 5/2015 -  .
  • Weiwei Xie, dissertation entitled “Pricing Spread Options by Edgeworth Expansion,” completed 7/2008, MS in FMO (May 2006).  Visiting Assistant Professor, Department of Mathematical Sciences, Worcester Polytechnic Institute, Worcester, MA (9/2008 - 5/2011).
  • Cedric Kouam, dissertation entitled “Pricing Spread Options under Stochastic volatility,” completed 5/2008, MS in FMO, (August 2005). Senior Quantitative Analyst, Horizon Wind Energy, Houston, TX.

Some Masters with Financial Mathematics Option (FMO)

  • Ishaan Kapoor (May 2006)
    Portfolio Manager
    Exelon Corporation
  • Guowei Zhang, PhD (May 2006)
    Financial Economist
    The Office of the Comptroller of the Currency
    Department of Treasury
    Washington D.C.
  • Dennis Burkey (May 2006)
    Head of Oil Markets, Americas
    Thomson Reuters
    New York, NY
  • Huifang Li (May 2006)
    Investment Advisor
    Minsheng Securities
    Beijing, China
  • Roderick McBane (May 2009)
    Faculty, Department of Mathematics
    Houston Community College - Central Campus
    Houston, Texas
  • Amy Harris (December 2011)
    Assistant Professor
    Department of Mathematics
    Long Star College, University Park
    Houston, TX
  • Jonathan Brown (May 2013)
    Actuarial Analyst
    Optima Health
    Virginia Beach, Virginia
  • Katelyn Shaeffer (May 2015)
    Risk Management Group
    ACE Group, Houston, TX
  • Vijay Singh Dhaka (May 2015)
    Investment Associate
    Prudential Financial
    New York, NY
  • Sidhima Shekhawat (May 2015)
    Commodity Credit Risk Associate
    Bank of America, Houston, TX
  • Christopher Cote (May 2016)
    Insurance Linked Securities Group
    Swiss Re
    New York, New York
  • Zahra Sarmast (May 2016)
    Associate, RCSA Program Execution
    JP Morgan Chase & Co.
    New York, New York
  • Christopher Johnson (May 2018)
    Market Risk Analyst
    Occidental Petroleum
    Houston, TX


*dates in parentheses denote month/year of graduation with MS in FMO.

 

 


Current Address: Department of Mathematics, PGH Building, University of Houston, Houston, Texas 77204-3008
Phone: (713) 743-3500 - Fax: (713) 743-3505