哥伦比亚大学应用概率中心师资力量

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转帖者按：
现代金融学已经经过近半个
世纪的发展演化成为
应用数学的一个分支：应用概率。
而国内的高校金融院系
已经完全退化为银行柜员培训班，
金融本科学生毕业后基本上做
一些没有任何技术含量的
储蓄所前台柜员工作，
与富士康流水线上的农民
工好不了多少。

因此还是那句顺口溜说的：
现代金融要学好，
数学底子要打牢；
现代金融要学好，
依然无奈地向欧美名校跑！

呜呼！
何时中国高校的金融系也有
哥伦比亚大学应用概率中心
这样的师资！
难道我们还要再等100年？
500年？
1000年？


哥伦比亚大学应用概率中心师资力量
http://www.cap.columbia.edu/pages/members/index.html

The Center is governed by an Executive Committee, consists of the following members:

    Karl Sigman, Director, Industrial Engineering and Operations Research
    Awi Federgruen, Management Science and Operations Management ÷ Representative, Graduate School of Business
    Ioannis Karatzas, Mathematics, Representative, Graduate School of the Arts and Sciences
    David D. Yao, Industrial Engineering and Operations Research ÷ Representative, School of Engineering and Applied Science

Faculty

    Jose Blanchet:  Applied Probability, Computational Finance, MCMC, Queneing Theory, Rare-Event Analysis, Simulation Methodology, and Risk Theory.
    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
    Richard A. Davis: Applied Probability, Time Systems, Stochastic Processes   
    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: Derivatives and Risk Management, Monte Carlo Methods
    Takaki Hayashi: Financial Engineering; Derivatives Pricing/ Hedging, Risk Management, Investment Technology
    Marc Henry: Time Series, Econometric Theory
    Garud Iyengar: Stochastic Optimization, Applied Probability, Mathematical Finance, Information Theory, Communication Networks.
    Predrag Jelenkovic:  Long-tailed/Subexponential/Long Dependent Traffic Models: Dynamic Channel Allocation Algorithms, Caching Algorithms, Advanced Reservation,  Packing Problems, and Information Theory
    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
    Costis Maglaras: Quantitative Pricing and Revenue Management, The Economics, Design, and Operations of Service Systems, and Financial Engineering
    Ciamac Moallemi: Optimization and Control of Large-Scale Stochastic Systems: Service and Communications Networks, E-Commerce, Data-Mining, and Financial Enigneering
    Mariana Olvera-Cravioto: Applied Probability, in particular, Stochastic Systems, Queueing Theory, Heavy-Tailed Distributions, Simulation, and Inventory Control.
    Victor de la Pena: Probability, Martingales, De-Coupling Methods
    Jay Sethuraman: Scheduling, Discrete Optimization and its Applications, and Applied Probability
    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
    Assaf Zeevi: Stochastic Modeling and Statistics, and their applications to problems arising in service operations, Revenue Management and Financial Services.

Affiliated Members

    Marco Avellaneda: (Courant Institute, New York U.) Partial differential equations, Mathematical finance

Corporate Affiliates

    IBM Research

Postdoctoral Fellows

    Reade Ryan: (PhD, Courant, NYU, 1996) Stochastic differential equations, Long range dependence
    Andrew Lim: (2000), stochastic differential equations, mathematical finance/financial engineering
    Wonjae Chang:  (2001) (TBA)

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关键词：哥伦比亚大学 哥伦比亚 Mathematical Applications Optimization 哥伦比亚 中国高校 应用数学 顺口溜 农民工

后悔 数学学的少了  

跟美国差了一万年