• since September 2007: Assistant Professor, Department of Mathematics, University of Texas at Austin
• July 2004-June 2007: Ritt Assistant Professor, Department of Mathematics, Columbia University

Education :

• May 2004: PhD in Mathematical Sciences, Carnegie Mellon University (advisor Steven E. Shreve)
• May 2000: M.S. in Mathematical Sciences, Carnegie Mellon University
• June 1998: B.S. in Mathematics, Al. I. Cuza University, Iasi, Romania

• Financial Mathematics 
  
• Stochastic Control and Stochastic Analysis

• Stochastic Perron's method and verification without smoothness using viscosity comparison: (with E. Bayraktar)
  
1.     The linear case, to appear in Proceedings of the American Mathematical Society
   
2.     Obstacle problems and Dynkin games, preprint
   
   
• Optimal investment with high-watermark performance fee (with K. Janeček), to appear in  SIAM Journal on Control and Optimization
• Sensitivity Analysis of Utility-Based Prices and Risk-Tolerance Wealth Processes (with D. Kramkov) Annals of Applied Probability, Vol. 16, No. 4 (2006), 2140-2194
• A Two-Person Game for Pricing Convertible Bonds (with S.E. Shreve) SIAM Journal on Control and Optimization Vol. 45, No. 4 (2006), 1508-1539