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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
Chicago, Illinois
- 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
- Tran, An (May
2019)
Analyst
Baker Hughes, a
GE Comapny
Midland/Odessa,
TX
- Temo Aguilar
(May 2019)
Risk Analyst
Calpine
Houston, TX
*dates in
parentheses denote
month/year of
graduation with MS
in FMO.
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Current Address:
Department of Mathematics,
PGH Building, University
of Houston, Houston, Texas
77204-3008
Phone: (713) 743-3500 -
Fax: (713) 743-3505
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