Mike Ludkovski
Professor at University of California, Santa Barbara
Biography
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Mike Ludkovski is Associate Professor of Statistics and Applied Probability at University of California, Santa Barbara. He has a PhD in Operations Research and Financial Engineering from Princeton University and a BS in Mathematics from Simon Fraser University. His main research interests are in Monte Carlo methods, stochastic games and stochastic control. Recent work has focused on numerical methods for high-dimensional optimal stopping problems arising in derivative pricing and commodities management. He also serves as an Associate Editor of the SIAM Journal on Financial Mathematics, and as Chair of the SIAM Activity Group on Financial Mathematics and Engineering.
Education
- Doctor of Philosophy (Ph.D.) Princeton University (2001 — 2005)
- BSc Simon Fraser University (1997 — 2001)
Companies
- Department Chair, Statistics and Applied Probability UC Santa Barbara (2018)
- Professor UC Santa Barbara (2016)
- Co Director UC Santa Barbara (2016)
- Visiting Professor, Department of Statistics The London School of Economics and Political Science (LSE) (2018 — 2018)
- Associate Professor UC Santa Barbara (2012 — 2016)
- Assistant Professor UC Santa Barbara (2008 — 2012)
- Term Assistant Professor University of Michigan (2005 — 2008)
Videos
Fourth SIAM Activity Group on FME Virtual Talk
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