معرفی
Amal Moussa is an Adjunct Professor in the Department of Mathematics at Columbia University, specializing in Mathematical Finance. Her academic background includes a Ph.D. in Statistics from Columbia University (2011), an M.Phil in Statistics (2009), and an MA in Statistics (2007). Her research focuses on financial modeling with specific interests in contagion and systemic risk in financial networks, credit structured products, counterparty risk, option pricing, and financial time series analysis.
Education:
- Ph.D. in Statistics (Columbia University, 2011) — Dissertation: "Contagion and Systemic Risk in Financial Networks"
- M.Phil in Statistics (Columbia University, 2009)
- MA in Statistics (Columbia University, 2007)
Research Areas:
- Financial risk modeling
- Mathematical finance theory
- Statistical methods in economics
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