معرفی
Dan Pirjol is a Teaching Associate Professor at the School of Business, Stevens Institute of Technology. He holds a PhD in Theoretical Physics from the University of Mainz and an MS in Physics from the University of Bucharest.
His research focuses on financial engineering, derivatives pricing, hedging, and risk management, employing asymptotic analysis and applied probability. Key areas include financial risk management, applied mathematics, numerical methods, and stochastic modeling of financial markets. He has industry experience in roles at Merrill Lynch, Markit Partners, and JP Morgan, specializing in model risk management and derivatives modeling.
His publications span topics such as Asian options valuation, volatility modeling, GARCH risk analysis, and stochastic processes. He actively contributes to professional service roles, including co-editing a special issue of Risks and refereeing for journals like SIAM Journal on Financial Engineering.
He teaches courses in financial engineering, market microstructure, and algorithmic trading. No scientific awards are listed, and no advising/grant details are provided. His work emphasizes quantitative finance and practical applications of theoretical models.
