JCF 18.4 Authors
The Journal of Computational Finance
Volume 18, Issue 4
Christian Goll studied mathematics with minor economics at Heidelberg University and received my degree in 2010. My diploma thesis was about a posteriori error estimation for the Black Scholes equation. Afterwards, he did his PhD under the supervision of Prof. Rannacher, also in Heidelberg. The project was dedicated to the design of numerical methods to simulate models of solid oxide fuel cells efficiently and touches topics such as a posteriori error estimation for homogenization problems and Stokes-Darcy interface problem. Christian finished his PhD in 2015 and currently works as a consultant in the financial sector for d-fine GmbH.
Rolf Rannacher was born 1948 in Leipzig (Germany). He studied Mathematics and Physics at Frankfurt University, 1968-1972, and graduated 1972 in Applied Mathematics. In 1974 he received his PhD (Dr. phil. nat.), and in 1978 his Habilitation in Mathematics. After one year as Visiting Assoc. Professor at the University of Michigan, Ann Arbor (USA), in 1980 he became Assoc. Professor for Applied Mathematics at Erlangen University and then in 1985 full Professor at Saarbruecken University. Since 1988 he is full Professor for Numerical Analysis at Heidelberg University and member of the extended board of directors of the Interdisciplinary Center of Scientific Computing (IWR). From 1993 till 2004 he was chairman of the DFG-funded collaborative research centre "Reactive Flows, Diffusion and Transport". Rolf Rannacher works on numerical methods for partial differential equations, especially adaptive finite element methods, with applications to problems in the sciences and engineering. In this field he has published or edited 23 books and more than 120 articles in peer
reviewed journals and anthologies.
Studied mathematics at Heidelberg University where he graduated in 2006. He finished his PhD in 2010 under the supervision of Rolf Rannacher at Heidelberg University on adaptive methods for constraint elliptic optimization problems. In 2011 he has accepted a position as Junior professor at University of Hamburg where he works on optimization problems subject to partial differential equations.
Duy-Minh Dang received his Bachelor, Master of Science and Ph.D, all in Computer Science, with focus on computational finance, from the University of Toronto, Canada. He then spent two years as an NSERC PostDoctoral Researcher in the Scientific Computing Group at the University of Waterloo, Canada. He is currently a Senior Lecturer in the School of Mathematics and Physics at the University of Queensland, Australia. He is also the Director of the Master of Mathematical Finance program. His main areas of research are computational finance, numerical analysis, scientific computing, and high-performance and parallel computation methods.
Christina Christara received her Bachelor degree in Mathematics from the Aristotle University of Thessaloniki, Greece, and her Master of Science and Ph.D. degrees in Computer Science from Purdue University, West Lafayette, IN, U.S.A. Her research interests are in numerical analysis and scientific computing, in particular the numerical solution of PDEs, high-performance and parallel computation methods, and applications of PDEs such as those in computational finance. She is currently an Associate Professor at the Department of Computer Science, University of Toronto, where she has also served as Associate Chair of Graduate Studies. She has organized a number of international or Canadian conferences, and participated in several research evaluation panels in Canada, the U.S.A and Europe. She is a member of the editorial boards of the journals Applied Mathematics and Computation, and Numerical Algorithms and a member of the IMACS board.
Ken Jackson received his a Ph.D. in Computer Science from the University of Toronto in 1978. He then spent three years as a Gibbs Instructor in the Computer Science Department at Yale University, before returning to the Computer Science Department at the University of Toronto in 1981. His main areas of research are numerical analysis, scientific computing and mathematical software, with particular emphasis on the numerical solution of differential equations. He is also interested in applying numerical methods to practical problems, including computational finance, medical imaging, gene regulatory networks, air quality modelling, weather forecasting and climate modeling.
Christoph Reisinger is a member of the Mathematical and Computational Finance Group at the Mathematical Institute of the University of Oxford, where he teaches a range of Masters courses in mathematical and computational finance and undergraduate courses in applied mathematics.
His research covers various aspects of the development, analysis and implementation of numerical algorithms for partial differential equations and stochastic (partial) differential equations as applied to financial engineering. Recent work includes Hamilton-Jacobi-Bellman PDEs, Bayesian approaches to model calibration and the multilevel simulation of large systems of SDEs, the last item relating to a long-running interest in the efficient approximation of high-dimensional problems. He also serves as Co-Editor-in-Chief of Applied Mathematical Finance and is on the Editorial Board of the International Journal of Computer Mathematics