Alec Kercheval
Director of Financial Mathematics
Professor
Contact Information
Email
Phone
(850) 644-8701
Office Location
LOV 219
About
I am a professor in the Department of Mathematics at Florida State University and Director of the Financial Mathematics MS and PhD programs. I am also an Affiliated Researcher with the Consortium for Data Analytics in Risk at UC Berkeley. My research spans financial mathematics, mathematical economics, dynamical systems, and geometric analysis.
Ph.D., University of California, Berkeley, 1987
financial mathematics, dynamical systems, stochastic analysis, portfolio and credit risk, high frequency trading, machine learning, stochastic processes, mathematical economics, high dimensional covariance estimation
Administration
Graduate Faculty