معرفی
Dan Pirjol is a Teaching Associate Professor at the School of Business at Stevens Institute of Technology. His academic career is complemented by significant industry experience in financial modeling and risk management at institutions such as Merrill Lynch, JP Morgan, and Markit Partners. His research focuses on financial engineering, derivatives pricing, and risk management, leveraging asymptotic analysis and applied probability. Pirjol holds a PhD in Theoretical Physics from the University of Mainz (1995) and an MS in Physics from the University of Bucharest (1992).
Research Interests:
- Financial Mathematics
- Derivatives Pricing and Hedging
- Stochastic Volatility Models
- Applied Probability and Numerical Methods
Professional Contributions:
- Co-Editor of Risks for a special issue on emerging topics in finance and risk engineering
- Session organizer at AMMCS 2023 Conference
- Referee for journals including SIAM Journal on Financial Engineering and Risk Magazine
Teaching: Pirjol teaches courses such as Pricing and Hedging, Market Microstructure, and Financial Risk Management.
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