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Textbook Information

Department of Statistics
Purdue University
250 N. University Street
West Lafayette, IN 47907-2066
USA
Phone: 1-765-494-6030
FAX : 1-765-494-0558

Jose Figueroa-Lopez

Picture of Jose Figueroa-Lopez

Assistant Professor of Statistics
E-mail : figueroa@stat.purdue.edu
Homepage : http://www.stat.purdue.edu/~figueroa/
Office : MATH 542
Phone : 765-494-6036
Fax : 765-494-0558

Education

M.S., CIMAT/Universidad de Guanajuato, Statistics, 1998
M.S., Georgia Institute of Technology, Quantitative Computational Finance, 2002
Ph.D., Georgia Institute of Technology, Applied Mathematics, 2004
Post-Doctorate, Purdue University, Mathematics, 2006
Post-Doctorate, University of California, Santa Barbara, Statistics, 2007

Research Interests

Mathematical Finance: Calibration methods and portfolio optimization problems in continuous-time models. Emphasis on Levy driven and jump-diffusion models.
Probability and Stochastic processes: Stochastic control, stochastic analysis, simulation, and concentration inequalities.
Nonparametric estimation methods for stochastic processes
Information and coding theory

For more information about Jose Figueroa-Lopez, please visit: http://www.stat.purdue.edu/~figueroa/