Igor Cialenco
Associate Professor
Department of Applied Mathematics
Illinois Institute of Technology

Co-Director of Mathematical Finance Program

Mailing address:
Dep. of Applied Math, IIT
10 West 32nd Str, Bld E1, Room 208
Chicago, IL 60616-3793

Office: Bld. E1. Room 125B
Phone: (312) 567-3131
Fax: (312) 567-3135
E-mail: igor [at] math [dot] iit [dot] edu

Research Interests
  • Probability and Stochastic Processes
    Stochastic PDEs, Statistical Inference for Stochastic PDEs.
  • Mathematical Finance
    Performance and Risk Measures, Counterparty Risk, Dynamic Conic Finance, Technical Analysis, Fixed Income.
  • Functional Analysis
    Operator Theory, Spectral Analysis of Nonselfadjoint Operator.
designed by Igor Cialenco