A Primer For The Mathematics Of Financial Engineering, Second Edition (Financial Engineering Advanced Background Series)
Dan Stefanica has been the Director of the Masters Program in Financial Engineering at Baruch College, City University of New York, since its inception in 2002. He teaches graduate courses on numerical methods for financial engineering, as well as pre-program courses on advanced calculus and numerical linear algebra with financial applications. He has a PhD in Applied Mathematics from New York University and taught previously at the Massachusetts Institute of Technology.