2005– present; Richard N. Merkin (since 2013) Professor of Mathematical Finance, Caltech
2012–2013; Professor of Finance, EDHEC Business School, Nice
2009 – 2015, Affiliated Programme Faculty, EDHEC-Risk Institute, Nice
1999– 2006; Professor of Mathematics and Economics, U. of Southern California
1992–1999; Assistant and Associate Prof., Dept of Statistics, Columbia University
1993–94; Postdoc, Institute of Mathematics and its Applications, U. of Minnesota
Основные публикации:
TEXTBOOK: “INTRODUCTION TO THE ECONOMICS AND MATHEMATICS OF FINANCIAL MARKETS” , with F. Zapatero. MIT Press, 2004.
Я. Цвитанич, Д. Прелец, С. Радас, Х. Шикич, “К вопросу о стимульно-согласованных исследованиях с использованием апостериорных вероятностей”, Теория вероятн. и ее примен., 65:2 (2020), 368–408; J. Cvitanic, D. Prelec, S. Radas, H. Sikic, “Incentive-compatible surveys via posterior probabilities”, Theory Probab. Appl., 65:2 (2020), 292–321
Обратная связь: