Jakša Cvitanić
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Jakša Cvitanić (born February 26, 1962 in Split, Croatia) is a Professor of Mathematical Finance at the California Institute of Technology. He teaches options, interest rate and credit risk derivatives, mathematical finance and contract theory. His 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. Cvitanic 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", published by MIT Press. He is one of four co-editors of "Finance and Stochastics" and "Mathematics and Financial Economics, and is on editorial boards of four other journals. He is a member of the Council of the Bachelier Finance Society. Prior to joining Caltech in 2005, Cvitanic 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. Previously, he was an Assistant and Associate Professor of Statistics at Columbia University, from 1992 until 1999. Cvitanic was awarded the BS (1985) and MS (1988) in Mathematics from University of Zagreb, and the Ph.D in Statistics (1992) from Columbia University in New York. For his Ph.D thesis, he was awarded the American Statistical Association Scholastic Excellence Award.
[edit] References
- Cvitanić, Jakša. Introduction to the economics and mathematics of financial markets / Jakša Cvitanić and Fernando Zapatero. Cambridge, Mass. : MIT Press, c2004. xxi, 494 p. ; 24 cm. ISBN 0262532654 , ISBN 0262033208
- Advances in mathematical finance / edited by E. Jouini, J. Cvitanić, Marek Musiela. New York : Cambridge University Press, 2001. ISBN 0521792371
