معرفی
Jonathan B. Goodman is a Professor of Mathematics at the Courant Institute of Mathematical Sciences, New York University, where he has been an instructor since 2000. His research spans computational mathematics, applied mathematics, and stochastic methods in finance. He earned his Ph.D. from Stanford University in 1982, specializing in computational and applied mathematics.
- Research Interests: Mathematical theory of shock waves, Monte Carlo methods in quantum chemistry, anisotropic finite element refinement, stochastic processes, Bayesian graduation methods, and computational finance.
- Teaching: Courses include Scientific Computing (Fall 2024), Numerical Methods II (Spring 2024), Stochastic Calculus (Fall 2022), and Mathematics of Finance (Spring 2019). Teaching materials span over two decades.
- Students: Advisees include PhD and Masters students working on topics such as adaptive refinement algorithms, dynamic hedging with transaction costs, importance sampling for Value at Risk, and Bayesian mortality rate graduation.
- Software: Developed Acor, a program for estimating autocorrelation time and statistical error bars in Markov chain Monte Carlo simulations, in collaboration with Alan Sokal.
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