News

05/28/2009 : I am very happy to announce that my second PhD student, Anthony DiTanna has defended today. He is off to New York to work for Michael Bloomberg.

04/21/2009 : Did you know that Brouwer had a very cool name - Luitzen Egbertus Jan Brouwer ? Here is an interesting picture of him.

02/11/2009 : We are organizing a summer school on financial mathematics for advanced undergraduates and first-year graduate students here in Austin, July 19 - August 8, 2009. More information and the application form for the financial aid can be found here.

11/24/2008 : My very first PhD student, Michalis Anthropelos, has succesfully defended today. His plans take him back to Greece.

10/28/2008 : The quantitative-finance group of UT Austin has a website with links to our personal webpages, the Mathematical Finance/Applied Probability seminar calendar, etc.

09/29/2008 : My CV and the list of publications can now be downloaded from the "Contact and CV" section.

09/09/2008 : It is my pleasure to announce the second Western Conference in Mathematical Finance (WCMF) which will take place here in Austin from 10/31/2008 to 11/02/2008. Click here for more information.

05/10/2007 : I have decided to revamp my website using cascading style sheets (the rudiments of, that is) and to display a bit more of Burnt Orange (HTML: #CC5500). Btw, did you know that official colors are a serious business. Burnt Orange became the official color of University of Texas at Austin in 1967, after Chancellor Harry Ransom (yes, the one of the Ransom Center) made a recommendation to the Board of Regents. The story goes that the color was chosen by a football coach who thought that this particular color would help his players conceal the ball (don't ask me how or why). Web-design people say that oranges (colors, not the fruit) are good for Internet material as they contrast well with both black and white, and carry no specific political or cultural meaning (I'm sure that the Ukrainian people would tend to disagree, but ...). You be the judge.

On the content side, all the papers in the Publications section are now hosted in arXiv, and links are provided. Bibliographical information in the Bibtex format is now available for all the preprints.