Thaleia Zariphopoulou

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Thaleia Zariphopoulou (* 1962 ) is a Greek - American mathematician who deals with stochastic optimization and financial mathematics . She is a professor at the University of Texas at Austin .

Zariphopoulou studied at the National Technical University of Athens with a bachelor's degree in electrical engineering in 1984 and at Brown University with a master's degree in applied mathematics in 1985 and a doctorate with Wendell Fleming in 1989 ( Optimal Investment - Consumption Models With Constraints ). She was then Assistant Professor at Worcester Polytechnic College and from 1991 Assistant Professor and from 1994 Associate Professor at the University of Wisconsin-Madison. In 1999 she became VF Neuhaus Centennial Professor at the University of Texas at Austin. From 2009 to 2012 she was Oxford-Man Professor of Quantiative Finance in Oxford (since 2013 she has been a member of the Oxford-Man Institute). From 2012 she holds the Presidential Chair in Mathematics at the University of Texas.

She was visiting scholar at the Isaac Newton Institute in Cambridge and at the University of Paris IX (Dauphiné).

In 2014 she was invited speaker at the International Congress of Mathematicians in Seoul (Stochastic modeling and methods in optimal portfolio construction). In 2012 she became a SIAM Fellow. From 1995 to 1997 she was a Sloan Research Fellow . From 2006 to 2008 she was President of the Bachelier Finance Society.

She is married to the Chicago math professor Panagiotis E. Souganidis .

Web links

Individual evidence

  1. Thaleia Zariphopoulou in the Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / id used