• Mark Broadie: Option Pricing, Portfolio Selection and Investments, Numerical Methods
• Sid Browne: Stochastic Control, Asset Allocation and Portfolio Theory, Risk Management, Stochastic Games.
• Joel E. Cohen: Probability, Stochastic processes, Population dynamics
• Edward G.  Coffman
• Rama Cont: Stochastic Modeling and Computational Methods in Finance, Inverse Problems and Model Uncertainty, Random Graphs and Social Networks
• George Deodatis: Risk analysis and management of civil infrastructure systems subjected to natural and technological hazards, stochastic mechanics
• Cyrus Derman: Markovian Decision Processes, Reliability
• Robert S. Erikson: Political Science
• Awi Federgruen: Dynamic Programming, Markov Decision Processes, Logistics and Distribution
• Guillermo Gallego: Stochastic Inventory, Dynamic Programming, Optimal Control
• Paul Glasserman: Simulation, Queueing, Inventory
• Takaki Hayashi: Financial Engineering; Derivatives Pricing/ Hedging, Risk Management, Investment Technology
• Marc Henry: Time Series, Econometric Theory
• Chris C. Heyde: Stochastic Modeling, The Effects of Randomness in Systems, Large Sample Behavior, Estimation of System Parameters
• Garud Iyengar: Stochastic Optimization, Applied Probability, Mathematical Finance, Information Theory, Communication Networks.
• Predrag Jelenkovic
• Ioannis Karatzas: Probability, Random Processes, Optimization, Mathematical Economics
• Steve Kou: Simulation Theory, Mathematical Statistics, Applied Stochastic Processes, and Mathematical and Computational Finance
• Aurel A. Lazar: Resource Allocation and Networking Games, Multiple Time Scales and Subexponentiality,Telecommunications
• Victor de la Pena: Probability, Martingales, De-Coupling Methods
• Jay Sethuraman
• Yongzhao Shao: Probability, Stochastic Optimization, Empirical Processes and their Applications, Limit Theorems, Statistical Estimation
• Lawrence Shepp: Probabilistic, combinatorial, and statistical analysis of problems in physics and engineering, Computer tomography, Mathematical finance, Genetics
• Karl Sigman: Queueing Theory, Stability Theory, Point Processes, Risk Theory
• Suresh Sundaresan: Fixed Income Markets, Term Structure Theory, Auctions, Design and Valuation of Debt Contracts, Derivative Markets and Risk Management
• Joseph Traub:Information Based Complexity, Limits to Scientific Knowledge, Average Case Analysis, Financial Computations
• Garrett van Ryzin: Queueing Systems and Control, Stochastic Optimization, Logistics and Yield Management Applications
• Jan Vecer: Financial Engineering, Option Pricing, Stochastic Optimal Control, Risk Management, Stochastic Processes
• Ward Whitt: Stochastic processes, Queueing networks, Telecommunication applications
• Henryk Wozniakowski: Computer Science, Complexity of Continuous Problems, Financial Computations
• David D. Yao: Stochastic Models, Queues and Queueing Networks, Discrete Event Systems, Manufacturing and Telecommunication Applications

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This page was last modified on : Oct 23 01:27:08 1997