Kasper Larsen

Kasper Larsen is a Professor of Mathematics at Rutgers University, located on the Busch Campus. He holds a Ph.D. from the University of Southern Denmark (2001-2004) under advisors Niels Jørgen Nielsen, Claus Munk, and Peter Ove Christensen. His academic career includes roles as an Assistant Professor at Carnegie Mellon University (2007-2013), Associate Professor at Carnegie Mellon (2013-2020), and later at Rutgers (2017-2020) before becoming full Professor in 2020. He also served as a Visiting Assistant Professor at Carnegie Mellon (2004-2007) and spent time at UT-Austin as a visitor (2016-2017).

His research focuses on Mathematical Finance, with expertise in stochastic analysis, equilibrium models, optimization theory, and financial economics. Key areas include utility maximization under constraints, incomplete market equilibria, and applications of stochastic processes to finance. Larsen’s work bridges theoretical mathematics and practical financial modeling, addressing topics like risk management, market dynamics, and agent-based economic systems.

His teaching and outreach activities include advanced courses on Mathematical Finance, Real Analysis, and Computational Finance, with lecture recordings available on YouTube. Larsen actively contributes to academic communities through workshops such as the Equilibrium Summer School (2019) and the ECMF 5 Meeting. He maintains an active Google Scholar profile with over 20 years of publication history.

Larsen has advised at least one doctoral student, Xiao Chen (Ph.D., 2018-2021). His research is supported by institutional affiliations within the Department of Mathematics, including roles in the Financial Mathematics (FinMath) program. No scientific awards are explicitly listed in the provided materials, though his extensive publication record highlights ongoing contributions to the field.