Marco Avellaneda (Ph.D.) (born February 16, 1955) is an American mathematician and financial consultant. He is currently the director of the Division of Financial Mathematics at the Courant Institute at New York University.
He began his academic career at New York University‘s Courant Institute as an Instructor in 1985 and has been a member of the faculty since then. He was appointed Director of the Division of Financial Mathematics in 1998. His research interests include applied mathematics and physics, data science, mathematical finance, econometrics of financial markets, derivative securities, portfolio theory and risk-management. Marco is particularly interested in applications of mathematics and statistics to financial markets, mostly in the areas of data-driven investing, trading and risk-management.
In 2010, Marco was recognized as Quant of the Year by Risk magazine, for his paper on pricing options on hard-to-borrow securities co-authored with Michael Lipkin.
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