Thursday, December 3, 2009

Steve G. Stevanovich

Steve G. Stevanovich supports the work of the Stevanovich Center. The Stevanovich Center focuses on financial mathematics, and is located at the University of Chicago. The work done there advances the understanding of the increasingly complex world of financial markets by integrating mathematics, statistics, and economics. With the support of Steve G. Stevanovich, The Stevanovich Center brings together leading academic researchers and financial professionals. Their daily experience in the markets is valued because it can help translate theory into improved practice. The Stevanovich Center, which is supported by Steve G. Stevanovich, holds many conferences and workshops, and also publishes papers. One of the recent conferences held was on liquidity, risk, and extreme events. They also recently hosted a seminar where a guest speaker discussed prices and sensitivities of barrier options near barrier and convergence of Carr's randomization. It is a place where researchers and visitors can come to focus on financial mathematics in many ways.

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