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David Madigan
Professor Emeritus of StatisticsEmail: [email protected]
Faculty Emeriti, Statistics Department
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Philip E. Protter
ProfessorEmail: [email protected]
Faculty Emeriti, Senior Faculty, Statistics Department
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Research Interests: Probability Theory, primarily in Mathematical Finance, but also in Markov Processes, Filtering Theory, and Numerical Analysis of Stochastic Differential Equations. Within Finance, recent interests include Ultra High Frequency Trading and Market Microstructure, Financial Bubbles, Mathematical Models of Insider Trading, and Models of Liquidity.
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