Philip E. Protter

Philip E. Protter is a Professor of Statistics at the Faculty of Arts and Sciences, Columbia University. He is affiliated with the Financial and Business Analytics Center and serves as an Adjunct Professor in related programs.

His research spans Mathematical Finance (capital asset pricing, derivatives pricing, liquidity, financial bubbles, insider trading, high-frequency trading, credit risk) and stochastic processes (stochastic integration, SDEs, backward-forward SDEs, Markov processes, filtering theory). He has contributed to both theoretical and applied domains, including numerical methods for stochastic equations.

Protter has authored or co-authored two textbooks and two research books. He has held editorial leadership roles, including Editor-in-Chief of Stochastic Processes and their Applications and associate editorships for nine journals.

Scientific Awards:

• Fulbright Distinguished Chair (2007) at the University of Paris (Dauphine)
• Fellow of the Institute of Mathematical Statistics (IMS)
• Two "Best Teacher" awards
• Invited lectures: R. Von Mises (2007), Bullitt (2008), Lundis de la Connaissance (2009)

He has been a visiting scholar at numerous institutions globally and maintains active collaborations in financial mathematics and stochastic analysis.