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. . . . . . . . . . . . . . . . . . . . . .       Home . . . . . . . . . . . . . . . . . . . . . .     Publications . . . . . . . . . . . . . . . . . . . . . . { 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 125B Phone: (312) 567-3131 Fax: (312) 567-3135 E-mail: igor [at] math [dot] iit [dot] edu Professional Background and Interests Stochastic Processes, Stochastic PDEs Statistical Inference for Stochastic PDEs Mathematical Finance, Performance Measures, Risk Measures, Technical Analysis, Fixed Income Functional Analysis Operator Theory, Spectral Analysis Current talks, and where we can meet in the near future SIAM Conference on Uncertainty Quantification, Raleigh NC, USA, April 5, 2012 Purdue University, Probability Seminar, West Lafayette, IN, USA, April 17, 2012 Pennsylvania State University, Department of Mathematics, Pennsylvania, USA, May 9-11, 2012 7th Bachelier Finance Society World Congress, Sydney, Australia, June 18-22, 2012 SIAM Financial Mathematics and Engineering Conference, Minneapolis, MN, USA, July 9-11, 2012 Current Teaching / Spring 2012 Math 545, Stochastic PDE Class Time: MW, 1:50pm - 3:05PM Class Room: E1 124 Math 474, Probability and Statistics Class Time: MW, 6:25 - 7:40 Class Room: LS 152 OfficeHours: MW 3:30-4:30 or by appointment All course materials are on the Blackboard Professional Master in Mathematical Finance at IIT If you have any questions about the programm please visit the official web-site or email me. Weekly Problem Contest Open to all IIT undergraduates IIT SIAM Student Chapter

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