7Co-inventor Quadratic Term Structure Models

Mark T.

I developed innovative solutions to partial differential equations that are widely used in mathematical finance. My research is cited on the webpage of the Federal Reserve, Stanford University, insurance regulators and many more. This includes Quadratic Term Structure Models, the Green's function or Arrow Debreu state price for the Cox, Ingersoll, and Ross model, and the first multifactor option pricing models for the Cox, Ingersoll and Ross model.

I have passed Ph.D. exams in physics, finance and statistics. I have a masters degree in physics from Brandeis, a bachelor's in physics and a minor in math from Johns Hopkins and an MBA from the University of Chicago Booth school.

I was a teaching assistant for physics at Brandeis. I have taught actuaries in courses for many years.

I worked at First Boston in New York. My job included providing education to customers who were not strong in math. I have done this since then for many years.

I have written several books on how to make it easier to learn math using a variety of new methods. I have developed a way to teach calculus that is mathematically valid but much easier than the current system. This is to make it easier for students to understand the concepts.

I am interested in giving students a chance to try my methods and see how they work. This is an opportunity to get math explained in a way that is easier to understand hard concepts. I have an extensive knowledge of the foundations and applications of math. This allows me to quickly identify when a person is having difficulty understanding and diagnose what is causing the problem and how to explain it to them.