Arash Fahim

Arash Fahim earned his Ph.D. in applied mathematics in 2010 at the Centre de Mathematiques Appliquèes, École Polytechnique, France, under the direction of Nizar Touzi. Prior to joining FSU, he held a postdoctoral position at the University of Michigan in Ann Arbor. His thesis was on "probabilistic numerical methods (Monte Carlo) for nonlinear partial differential equations with applications to finance." The main goal of this research is to obtain faster and more accurate algorithms for financial risk pricing and hedging in the Markovian framework, especially in the presence of several risk sources.

Fahim has also done research in homogenization of linear random PDEs, robust finance, financial economics, and optimal execution of large market orders. He has graduated six Ph.D. students, Wan-Yu Tsai (2017), Hua-Yi Lin (2018), Kangwei Xing (2020), Hung Duong (2023), Arafatur Rahman (2025) and Changkui Wu (2026).