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{ Home }   Igor Cialenco Assistant Professor Department of Applied Mathematics Illinois Institute of Technology Mailing address: Dep. of Applied Math, IIT 10 West 32nd Str, Bld E1, Room 208 Chicago, IL 60616-3793 Office: Bld. E1. Room 234C Phone: (312) 567-3131 Fax: (312) 567-3135 E-mail: igor [at] math [dot] iit [dot] edu Current Teaching / Spring 2008 Math 582, Mathematical Finance II: Continuous Time Class Time: T, 5:00PM-7:40PM Class Room: E1 241 OfficeHours: Tuesday, 12pm-1:30pm, 7:45pm-8:15pm or by appointment Course Materials: Syllabus. For all other materials see the Blackboard. Professional Background and Interests Stochastic Processes, Stochastic PDEs Statistical Inference for Stochastic PDEs Mathematical Finance, Fixed Income Functional Analysis Operator Theory, Spectral Analysis

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