Jakša Cvitanić

Jakša Cvitanić

Jakša Cvitanić (born February 26, 1962 in Split, Croatia) is a Professor of Mathematical Finance at the California Institute of Technology.

Cvitanić earned a BS (1985) and MS (1988) in Mathematics from the University of Zagreb, Croatia, and a PhD in Statistics (1992) from Columbia University in New York City. For his PhD thesis, he was awarded the American Statistical Association Scholastic Excellence Award. From 1992 to 1999 he was an Assistant and Associate Professor of Statistics at Columbia. From 1999 until 2005, when he joined Caltech, Cvitanić was a Professor of Mathematics and Economics at the University of Southern California, where he was also the Associate Chair in the Department of Mathematics.

Cvitanić's main research interests are in mathematical finance, contract theory, stochastic control theory, and stochastic differential equations. He has co-authored some fundamental papers on financial markets with portfolio constraints, transaction costs, and other imperfections. He is the author of over thirty articles published in scholarly finance, economics and mathematics journals, and a co-author, with Fernando Zapatero, of the textbook "Introduction to the Economics and Mathematics of Financial Markets". Cvitanić is one of four co-editors of "Finance and Stochastics" and "Mathematics and Financial Economics", and is on editorial boards of four other journals.

elected publications

* "Introduction to the Economics and Mathematics of Financial Markets" (with Fernando Zapatero). Cambridge, Mass.: MIT Press, 2004. ISBN 0262532654.
* "Advances in Mathematical Finance" (edited with E. Jouini and Marek Musiela). New York: Cambridge University Press, 2001. ISBN 0521792371.

External links

* [http://www.hss.caltech.edu/~cvitanic/ Cvitanic's web site]
* [http://pohz.nsk.hr/DesktopModules/pohz/ScientistPrintForm.aspx?scid=36116 Portal hrvatskih znanstvenika] (out of date)
* Jakša Cvitanić and Jin Ma. " [http://projecteuclid.org/Dienst/UI/1.0/Summarize/euclid.aoap/1034968136 Hedging options for a large investor and forward-backward SDE's] ". Source: Ann. Appl. Probab. 6, no. 2 (1996), 370–398.


Wikimedia Foundation. 2010.

Игры ⚽ Нужна курсовая?

Look at other dictionaries:

  • List of quantitative analysts — This is a list of quantitative analysts.Pioneers* Louis Bachelier * Fischer Black * Phelim Boyle * John Carrington Cox * Emanuel Derman * John Hull * Jonathan E. Ingersoll * Robert A. Jarrow * Harry Markowitz * Robert C. Merton * Stephen Ross *… …   Wikipedia

  • List of mathematicians (C) — NOTOC Cab * Cabeo, Niccolo (Italy, 1586 1650) * Caccioppoli, Renato (Italy, 1904 1959) * Caffarelli, Luis (USA/Argentina, 1948 ) * Caginalp, Gunduz (USA, 1952 ) * Cai, T. Tony (USA, ? ) * Cajori, Florian (USA, 1859 1930) * Calabi, Eugenio (USA, ? …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”