MSRI-UP 2011: Mathematical Finance
MSRI-UP 2011 Staff
Suzanne L. Weekes, Site Director
Prof. Weekes is the Associate Professor and Associate Head of the Department of Mathematical Sciences at Worcester Polytechnic Institute (WPI) in Massachusetts. She received her PhD in Mathematics and Scientific Computing from the University of Michigan. At WPI, she is also the Director of the Center for Industrial Mathematics and Statistics CIMS. Prof. Weekes has been senior personnel, co-PI, or PI in the NSF-funded REU Program in Industrial Mathematics and Statistics at WPI for the last 11 years DMS 0097469, DMS 0353816, DMS 0649127, and DMS1004795. In this program, mathematics undergraduates do research on problems that come straight from the various sectors of industry, and are of direct importance to the industrial partners and impact research and development at these companies. Her research interests are in numerical methods for PDES, spatio-temporal composites, fluid flow, and industrial mathematics and modeling.
She will be sharing this summer experience with her two young daughters who are looking forward to shedding their east coast ways and becoming California girls.
Marcel Y. Blais, Research Director
Professor Marcel Blais is the Coordinator of the Professional Master of Science program in the department of Mathematical Sciences at Worcester Polytechnic Institute (WPI), where he has been on the faculty since 2005. He holds a PhD in Applied Mathematics from Cornell University. During the academic year, he advises graduate and undergraduate research projects at WPI focusing on Financial Mathematics.
He is a senior personnel and research advisor of research projects in the NSF-supported summer REU program in Industrial Mathematics and Statistics at Worcester Polytechnic Institute DMS 0649127, DMS1004795. These REU projects have all been in the field of Mathematical Finance and the problems have come directly from top finance research companies such as State Street Global Advisors.
Stephanie Somersille, Post-doc
Stephanie Somersille is a postdoc in the department of Mathematics at the University of Texas, Austin. She holds a Ph.D. in Mathematics from the University of California, Berkeley and a bachelor’s degree in Economics from Yale University. Her research interests include Probability, Partial Differential Equations and Game Theory.
Stephanie enjoys running and invites students to join her for morning runs up the 1,155 foot climb up to MSRI as she trains for the San Francisco half marathon in July.
Sara Adler, Graduate Assistant
Sara is currently pursuing a Ph.D. in Economics at the University of California, Santa Barbara. She received a master’s degree in Economic Theory from UCSB in 2010 and received her B.A. in Economics and Mathematics from Case Western Reserve University in 2009. Her fields of interest are Environmental Economics and Behavioral & Experimental Economics. Sara’s research focuses on the reasons for the slow adoption of environmentally friendly technologies and development of mechanisms to encourage individuals to adopt these technologies at the optimal time.
Sara was a student in the WPI CIMS REU in 2008 with Dr. Blais and Dr. Weekes.
Sara’s hobbies include storytelling, cooking, crocheting, kickboxing, running, and playing the tuba.
Nicolas Flores Castillo, Graduate Assistant
Nicolas Flores-Castillo is a first-year Ph.D. student in the Department of Statistics at Rice University. Nicolas holds a MA degree in Mathematics from the University of Maryland, College Park, and a Bachelors degree in Mathematics from Universidad de Guanajuato-CIMAT, Mexico. Before starting graduate work at Rice, he was an instructor of Mathematics and Statistics in American University in Washington, DC.
During the summers of 2003 and 2004, he was a Teaching Assistant in the undergraduate workshops on "how to solve Calculus problems", held at CIMAT, Mexico; these workshops were aimed to first-year college students from several Mexican Universities. As an interesting fact, Nicolas was the tourist guide of team USA at the 46th International Mathematics Olympiad, held at Merida, Mexico in 2005. Nicolas' favorite hobbies are playing soccer and running.
MSRI-UP 2011 Students
|California State University Stanislaus
|San Francisco State University
|University of California, Los Angeles
|Loyola Marymount University
|University of California, Santa Cruz
|Illinois Institute of Technology
|University of Arizona
|North Carolina A&T State University
|University of Kansas
|San Francisco State University
|University of Notre Dame
|Savannah State University
MSRI-UP 2011 is supported by the National Science Foundation (grant no. DMS-0754972) and the National Security Agency (grant no. H98230-11-1-0213).