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