Peter Lakner
Associate Professor of Statistics and Operations Research at Leonard N. Stern School of Business
Biography
Leonard N. Stern School of Business
Biography
Peter Lakner is Associate Professor of Statistics and Operations Research at New York University Stern School of Business. Professor Lakner teaches courses in statistics and data analysis, stochastic processes for financial models, and stochastic models in finance.
Professor Lakner has been with NYU Stern for more than 20 years. His primary research areas include mathematical finance, optimization, option pricing, stochastic modeling, and stochastic processes. Professor Lakner has been published in many journals including Mathematical Finance, The Annals of Applied Probability, and Stochastic Processes and Their Applications. Before joining NYU Stern, Professor Lakner worked for the Hungarian National Computer Science Institute and IBM. He taught at the University of Engineering in Budapest, Columbia University, CUNY Hunter College, and the University of Maryland.
Professor Lakner received his Bachelor of Arts and Master of Arts in mathematics from Eotvos Lorand University in Budapest. He received his Doctor of Philosophy in statistics from Columbia University.
Research Interests
- Mathematical Finance
- Stochastic Optimization and Control
Courses Taught
- Applied Stochastic Processes for Financial Models
- Continuous Time Processes
- Quantitative Methods for Financial Models
- Statistics and Data Analysis
- Statistics for Business Control
Academic Background
Ph.D., Statistics, 1989
Columbia
M.A., Mathematics, 1980
Eotvos Lorand University
B.A., Mathematics, 1978
Eotvos Lorand University
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