Curriculum Vitae. Andrey Sarantsev

  Home   CV   Papers   Research   Talks   My arXiv   My Google Scholar   Teaching Archive   Evaluations 

Printer-Friendly Version

Research Interests

Probability Theory, Stochastic Calculus, and Stochastic Finance
Employment

University of California, Santa Barbara
Department of Statistics and Applied Probability
Visiting Assistant Professor, 2015-2018 (expected)
Mentor: Jean-Pierre Fouque
Partially supported by his NSF grant DMS 1409434


Education

University of Washington, Seattle
Ph.D. in Mathematics, 2010 - 2015
Adviser: Soumik Pal
Thesis: Competing Brownian Particles

Lomonosov Moscow State University, Moscow, Russia
Specialist (MSc equivalent) degree with Honors in Mathematics, 2005 - 2010
Undergraduate Mentor: Vladimir Piterbarg

57th mathematics high school
Top math high school in Moscow, Russia, 2001 - 2005

Teaching Experience

University of California, Santa Barbara

2015--2018   Visiting Assistant Professor
University of Washington, Seattle

2010--2015   Ph.D. Student
Undergraduate Teaching Experience, Moscow, Russia


Fellowships and Awards
  • 2010   Academic Excellence Award for passing Preliminary (Qualifying) Exams
    at the beginning of the first year of the PhD program

  • 2010   McKibben & Merner Fellowship (2-year) for passing Preliminary (Qualifying) Exams
    at the beginning of the first year of the PhD program

  • 2010   Top Report Award on the 17th Conference "Lomonosov-2010"

  • 2005 - 2010   Academic Excellence Fellowship, Lomonosov Moscow State University
    (awarded 7 times)

  • 2002, 2005   Honorable Mention, Moscow Mathematical Olympiad


Languages and Computer Skills

Languages: English (fluent), Russian (native)

Programming Languages: C, Python

Editors: LaTeX, HTML

Math software: MATLAB, Sage, R

Personal Information

Date of Birth: October 9, 1989

Place of Birth: Moscow, Russia

Citizenship: Russian

References

Raya Feldman   University of California, Santa Barbara   feldman[_a_t_]pstat.ucsb.edu

Jean-Pierre Fouque   University of California, Santa Barbara   jpfouque45[_a_t_]gmail.com

Tomoyuki Ichiba   University of California, Santa Barbara   tomoyuki.ichiba[_a_t]gmail.com

Ioannis Karatzas   Columbia University   ik[_a_t_]math.columbia.edu

Soumik Pal   University of Washington, Seattle   soumikpal[_a_t_]gmail.com