معرفی
Matthew Lorig is a Professor in the Department of Applied Mathematics at the University of Washington. He previously served as a Postdoctoral Researcher and Lecturer at Princeton University's Department of Operations Research and Financial Engineering. He holds a Ph.D. in Physics from the University of California, Santa Barbara, and a B.S. in Physics from the University of Minnesota.
His research focuses on Financial Mathematics and Applied Probability, addressing challenges in derivative pricing, hedging strategies, implied volatility, and portfolio management. Recent work emphasizes model-free approaches to pricing path-dependent derivatives and optimal bookmaking strategies in betting markets. He received the SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize in 2016.
Lorig teaches in the Applied Mathematics Master's and Ph.D. programs and the Computational Finance and Risk Management Master's program. He serves as an Associate Editor for Applied Mathematical Finance and the SIAM Journal on Financial Mathematics, and has held a Visiting Professorship at the University of Chile's Department of Engineering Mathematics.
