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| Instructor | Class | Office Hours | Location |
| Scot Adams |
FM 5001/5011 |
Fall 2009: Mon, Wed and Thurs, 4:30-5:20 pm |
Vincent 262 |
| Scot Adams |
FM 5002 |
Spring 2010: Mon, Wed and Thurs, 4:30-5:20 pm |
Vincent 262 |
|
|
|
|
| William A Barr |
FM 5031 (wks 8-11) |
TBA |
|
|
|
|
|
| Chris Bemis |
FM 5031 (wks 12-15) |
TBA |
|
|
|
|
|
| John Dodson |
FM 5031 (wks 1-7) |
Sundays 7:00-9:00 pm |
Remotely (see Fall Syllabus) |
| John Dodson |
FM 5032 (wks 1-6) |
Sundays 5:30-7:30 pm |
Remotely (see Fall Syllabus) |
|
|
|
|
| Phil Jones |
FM 5032 (wks 7-10) |
Fall 2009, Mondays, 5:00-7:00 pm |
Vincent 262 |
|
|
|
|
| Chris Prouty |
FM 5091 |
Mondays, 8:00-10:00 pm |
Vincent 262 |
| Chris Prouty |
FM 5092 |
Mondays, 8:00-10:00 pm |
Vincent 262 |
|
|
|
|
| Francisco Javier Sayas |
FM 5012 |
Wednesdays, 3:00-5:00 pm and by appointment |
Vincent 428 |
|
|
|
|
| Carlos Tolmasky |
FM 5021 |
Fall 2009: Mondays, 6:00 pm |
Vincent 262 |
| Carlos Tolmasky |
FM 5022 |
none until Fall |
|
|
|
|
|
| Jason Vinar |
FM 5032 (wks 11-15) |
TBA |
|
| TA | Class | Office Hours | Location |
| Xu Wang |
FM 5001/5002 |
Mondays, 8:30 - 9:30 am, 4:20 - 5:20 pm |
Vincent 556 |
| Joe Benson |
FM 5011/5012 |
Tuesdays, 4:00 - 6:00 pm and by appointment |
Vincent 456 |
| Jose Orozco-Rodriguez |
FM 5021/5022 |
Tuesdays, 4:00 - 5:30 pm and by appointment |
Vincent 524 |
| Hallie Elich |
FM 5031/5032 |
TBA |
|
| Robert Hank |
FM 5091/5092 |
Tuesdays, 4:00 - 6:00 pm and by appointment |
Vincent 559 |
Scot Adams, University of Minnesota School of Mathematics -

Scot Adams is Professor of Mathematics and helps to administer the
Master of Financial
Mathematics program in the School of Mathematics at the University of Minnesota.
He started his Bachelor's degree at the University of Minnesota, then
transferred to Cornell University, finishing in 1978. After working
for two years as an actuarial student at Lutheran Brotherhood (now
Thrivent), he began graduate studies at the University of Chicago,
receiving his PhD in under the direction of Robert J. Zimmer.
Prof. Zimmer was instrumental in starting the Financial Mathematics
program at Chicago.
After graduate school, Prof. Adams held postdoctoral positions at
Stanford University and the University of Chicago, before coming to
the University of Minnesota in 1992.
He is married with two children, both boys, who keep him very busy!
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William A. Barr,
Evergreen Investment Management Company, LLC

-
is Senior Vice President, Director of Fixed Income Risk Management at
Evergreen Investments in Charlotte, NC. Previously he was Vice
President, Investment Risk Management - Fixed Income at RiverSource
Investments in Minneapolis, MN; Chief Investment Officer for South
Financial Asset Management in Greenville SC and the Director of Fixed
Income Quantitative Research, Zurich Scudder Investments in Chicago,
IL. He also has experience as a fixed income trader of US Treasuries,
US Agencies, MBS and Investment Grade Bonds. Bill taught fixed income
for the University of Chicago's Program in Financial Mathematics.
Bill holds M.S., Financial Mathematics, University of Chicago; M.B.A.,
Finance, University of Chicago; M.Sc., Economics, London School of
Economics and B.A., Economics, Claremont Mckenna College. He is also a
CFA charter holder.
|
Chris Bemis,
Whitebox Advisors
-
Chris is a quantitative analyst for Whitebox Advisors, working
primarily on equity market modeling outside of the United States. He
is also an active researcher for the Whitebox quantitative group,
where he works on varied problems in the context of equity,
derivative, and fixed income strategies.
Dr. Bemis earned his PhD in applied mathematics from the University of
Minnesota. His thesis work involved both modeling and optimization
for portfolios of risky assets.
|
John Dodson,
Options Clearing Corporation
-
John is a manager in the quantitative risk management group at the
Options Clearing Corporation in Chicago, which is the principal
central counterparty for equity derivatives. Previously, John was with
the treasury and investment risk management departments
of Ameriprise Financial in
Minneapolis. Prior to returning to the midwest, John worked for
several major international banks in New York, London, and Zurich. He
entered the industry out of college with an appointment at
the Bank for International
Settlements.
In addition to his affiliation with the finanical mathematics
program, John has taught about financial derivatives for
the Carlson School of
Management and for various industry programs.
John has a BS degree in physics and mathematics from Stanford and
an MS degree in computational
finance from Carnegie Mellon. John's affiliation with the U of M
goes back to the 80's. He was
an UMTYMP student and
also participated in a mentorship program with the head of the physics
department during his high school years.
|
Philip A. Jones, Ameriprise Financial -

Phil Jones, Vice President of Quantitative Strategies for Ameriprise
Financial, has responsibility for the design, development and
implementation of financial applications and hedging platforms for the
variable annuity living benefit riders within Ameriprise Financial.
Phil and his staff are also responsible for the mathematical modeling
and programming, platform architecture and data management for the
living benefit rider product.
Phil earned his Ph.D. in Mathematics from the University of Minnesota,
with concentrations in Probability. Phil previously earned an M.A. in
Mathematics from Oxford University in England. Phil also serves as a
fire fighter and Emergency Medical Technician for the Eden Prairie
Fire Department, MN.
|
Christopher Prouty,
Cargill
-

Chris is serving as the instructor for FM 5091/5092: Programming and
Presentation in Finance.
Chris began his financial career as a research assistant at the
Federal Reserve Bank
in Minneapolis. Since graduating from the
University of Minnesota
with a B.S. in
Applied Economics,
Chris has worked in commodities and insurance, in roles focusing on
trading and risk management through derivative strategies. Chris
currently works for
Cargill,
where he is an exotic derivatives trader.
During college and shortly thereafter Chris operated a small software
consulting firm, CP Consulting. He has completed freelance software
development projects for Twin Cities firms, including the
University of Minnesota Foundation
and ACR ATI, a firm which offers employee testing services to the
health care industry.
|
Francisco Javier Sayas

has been an Associate Professor in Applied Mathematics at the
Centro Politécnico Superior
of the University of Saragossa (Zaragoza)
since 1997. He is a founding member of the
IUMA
(Saragossa Institute of Mathematics and its Applications)
and has been a visitor of the School of Mathematics of the University
of Minnesota since November 2007.
He earned his BSc in Applied Mathematics from the University of
Saragossa in 1991 and his PhD in Mathematics from the same university
in 1994, under the unconventional by-mail supervision of Michel
Crouzeix of the Université de Rennes 1 in France. In 2001 he received
the Young Researcher's Prize of the Spanish Society of Applied
Mathematics, a yearly prize awarded yearly to the most promising
Spanish applied mathematician under 33.
Francisco (or Javier) is active in several branches of numerical
analysis and simulation, being the first numerical analyst in Spain
working on the field of Boundary Element Methods, a field he has
contributed to expand with his former graduate students (all of them
working in Academia) and collaborators. For ten years his teaching has
concentrated on very diverse courses of basic, advanced and graduate
mathematics for engineers.
|
Carlos Tolmasky,
Cargill
-
Carlos Tolmasky is a derivatives trader at Cargill Petroleum. He
joined Cargill in 1996 as a member of their Research Group focusing on
the development and implementation of derivatives models for fixed
income and commodities markets. He later joined the petroleum group as
a "desk quant" and, more recently, as a derivatives/relative value
trader.
The author of various papers in financial journals, Dr. Tolmasky holds
an undergraduate degree (Licenciado) from the
University of Buenos Aires
and a PhD in mathematics from the
University of Washington.
|
Jason Vinar,
Castle Peak Capital Advisors

- Jason is a Partner at Castle Peak Capital Advisors
where he is responsible for model development and implementation for
residential mortgage related products.
Previously, Jason was Analytics Manager for the PIA unit at
GMAC-ResCap. In this capacity he was responsible for managing the
trading analytics and risk management functions of the PIA. Prior to
that, he was Project Lead/Lead Developer for Financial Engineering
projects in the Risk and Value Analytics group of GMAC-ResCap.
Jason holds a Master's degree in Financial Mathematics from the
University of Minnesota and Bachelor's degrees, in Mathematics and
Economics, from the University of Wisconsin, Eau Claire.
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