Mack Galloway

Postdoctoral fellow

Center for Research in Financial Mathematics and Statistics and

Department of Statistics and Applied Probability

University of California at Santa Barbara

Santa Barbara, CA 93106-3110

 

Office: South Hall 5501

Phone: (805) 893-5063

E-mail: galloway@pstat.ucsb.edu

Research Interests:

  • Mathematical finance: Continuous-time models with emphasis on Levy and time-inhomogeneous additive jump models, exotic option pricing

Teaching:

  • Spring 2008:  PSTAT_5A
  • Winter 2008:   PSTAT 120A  Probability I
  •                            PSTAT 262FM  Topics in Financial Mathematics
  • Fall 2007:       PSTAT 120A  Probability I
  • Spring 2007:   PSTAT 172B  Actuarial Statistics II
  • Winter 2007:  PSTAT 172A  Actuarial Statistics I

Talks:

  • Option pricing with parsimonious additive models, American Mathematical Society Joint Meetings: New Orleans, January 5-8, 2007.

The content of this page and any opinions expressed therein are solely those of Mack Galloway.

Last modified: October 2007