Faculty Profile

Petter N. Kolm

Clinical Professor of Mathematics

Director of the Mathematics in Finance M.S. Program

petter.kolm@nyu.edu

212-998-4855

Warren Weaver Hall, Office 520

http://www.cims.nyu.edu/~kolm/

Education

Ph.D., Yale University, USA, 2000.

M.Phil. (Tekn. Lic.), Royal Institute of Technology, Sweden, 2000.

M.S. (Diplommathematiker), ETH Zurich, Switzerland, 1994.

Research Interests

Data science, econometrics, financial mathematics, machine learning, market making, optimization, portfolio optimization, quantitative & systematic trading, risk management, robo advisory & investing, smart beta strategies, stochastic optimal control, transaction costs, and tax-aware investing.