Jonathan Goodman PhD is a Professor of Mathematics at the Courant Institute of Mathematical Sciences of New York University. His training and early research was on nonlinear partial differential equations, applied mathematics, and numerical computing. More recently he has turned to computational stochastics with physical as well as financial applications. His recent research with PhD students in the area of finance includes dynamic trading strategies in the presence of market frictions and Bayesian strategies using statistical decision theory. Dr. Goodman has a BS from MIT and a PhD from Stanford, both in Mathematics.