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Petr Plechac

309 Ewing Hall
University of Delaware
Newark, Delaware 19716

Telephone: 302-831-0637
Fax: 302-831-4511

email:  plechac at math dot udel dot edu

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Graduate Students
Angelos Athanasopoulos [present]
PhD student

Michael DePersio [present]
PhD student

Yang Song [present]
PhD student

Paul Clifford [2004 - 2009]
PhD in Applied and Computational Mathematics
currently in Barclay Capital Investments

Benson Muite [2003 - 2009]
PhD in Applied Mathematics (DPhil)
University of Oxford
Joint supervision with Sir J.M. Ball (Oxford)
Analysis, modeling and simulation of shape memory alloys
currently a postdoctoral fellow at University of Michigan.

James Skillen[2002-2005]
MPhil in Applied and Computational Mathematics
University of Warwick
Numerical methods for the Landau-Lifshitz equation
currently in Pentagon Capital Management plc, London

Jonathan Mascie-Taylor [2009]
MSc Complex Systems
University of Warwick
Multilevel coarse-graining methods for sampling stochastic particle systems

Sarah Mallion [2005-2007]
MSc Computational Mathematics & Physics
University of Warwick
Interdisciplinary, jointly with Dr Rudolf Romer, Physics, University of Warwick
Iterative solution of eigenvalue problems for 1D random Schrodinger operators

Da Liu [2005-2006]
MSc Mathematical Finance
University of Warwick
Optimization problem under probability criterion and its implementation in financial investment

L. Souma [2004-2005]
MSc Mathematical Finance
University of Warwick
Pricing and calibrating in LIBOR market model

S. Christian [2003-2004] MSc Mathematical Finance
University of Warwick
Optimal portfolio selection when trading with a stop loss

R. Watson [2003-2004] MSc Mathematical Finance
University of Warwick
Properties of a stop-loss product

D. Metzger [2002-2003] MSc Mathematical Finance
University of Warwick
Amortizing forwards

K.C. Tan [2001-2002] MSc Interdisciplinary Mathematics
University of Warwick
Application of dynamic programming in the optimisation of human immune response