Srdjan D. Stojanovic Professor PhD Northwestern (1986) Department of Mathematical Sciences University of Cincinnati Cincinnati, Ohio 45221-0025 U.S.A. e-mail: srdjan@math.uc.edu; srdjan.stojanovic@uc.edu phone: +1 513 556-4064 fax: +1 513 556-3417 office: 605-C Old Chem Computational Finance Laboratory: 605-B Old Chem Lab phone: +1 513 556-4541 News: Invited Talk at the 3^rd General Advanced Mathematical Methods for Finance Conference, University of Pitesti, Pitesti, Romania, May 5- May 10, 2008. S. Stojanovic, Model Risk Management for FX, Practical Approaches to Managing Model Risk, RISK Training, New York 9 & 10 June 2008. S. Stojanovic, Foreign exchange rates and foreign exchange derivatives: an optimal portfolio based theory, AMS 2008 Spring Central Section Meeting Bloomington, IN, April 5-6, 2008 (Saturday - Sunday) Meeting #1038, Special Session on Financial Mathematics. S. Stojanovic, THE LATEST IN MODELING OF FX RATES AND FX DERIVATIVES 1 & 2, Modeling and Hedging using FX Options, RISK Training, LONDON 11 & 12 March 2008, NEW YORK 13 & 14 March 2008. Master of Science in Mathematical Science - Financial Mathematics track UC Financial Mathematics Seminar Recent Papers: S. Stojanovic, “Foreign Exchange Rates”, Available at SSRN: http://ssrn.com/abstract=1010422 S. Stojanovic, “Foreign Exchange Derivatives”, Available at SSRN: http://ssrn.com/abstract=1010428 S. Stojanovic, "Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itô SDE systems", Asia-Pacific Financial Markets 13 (2006) 345-372. S. Stojanovic, "The Dividend Puzzle Unpuzzled" (January 29, 2006). Available at SSRN: http://ssrn.com/abstract=879514. This paper was presented at the International Conference on Mathematical Finance and Related Topics, Kanazawa, Japan, August 21-23, 2006. S. Stojanovic, "Higher dimensional fair option pricing and hedging under HARA and CARA utilities" (August 2005; revised June 28, 2006). Available at SSRN: http://ssrn.com/abstract=912763. This paper was presented at the 4^th World Congress of Bachelier Finance Society, Tokyo, Japan, August 17-20, 2006.	► Principal Scientific Articles ► Recent Talks Current Research Activity: Foreign Exchange, Interest Rates, and Quantitative Equity Current Teaching Activity: Computational Financial Mathematics 1, 2, and 3, University of Cincinnati, Autumn, Winter, Spring, 2007/08. (15 MATH 541, 15 MATH 542, 15 MATH 543) Honors Calculus 1, 2, and 3 S. Stojanovic, “Interest Rates/FX Hybrids”, Practical Calibration and Implementation Techniques for Interest Rate and FX Modeling, RISK Training, New York City, 6 & 7 December 2007. S. Stojanovic, “Risk premium, pricing and hedging for variance swaps”, a chapter in “Volatility as an Asset Class”, edited by I. Nelken, Risk Books, London (2007) 259 – 285. (http://db.riskwaters.com/public/showPage.html?page=book_page&tempPageName=464863). S. Stojanovic, Foreign Exchange Rates and Foreign Exchange Derivatives, PDE & FINANCE 2007 Stockholm, Sweden, August 20 – August 23. S. Stojanovic, “Financial engineering of leveraged buyouts in incomplete markets”, Risk Magazine’s QUANT CONGRESS USA, New York, July 10- 12, 2007. S. Stojanovic, “Stochastic Control Approach to Derivative Pricing and Hedging in Incomplete Markets Modeled by General Ito SDE Systems: An Overview and an Application in FX Derivatives”, 2007 American Control Conference, New York, July 11-13, 2007. Special Session on Financial and Actuarial Mathematics, at the AMS Central Section Meeting, Cincinnati, OH, October 21-22, 2006, organized by Stojanovic and Zhong. EQUITIES, DERIVATIVES, RISK PREMIUM AND PORTFOLIO OPTIMIZATION - quantitative pricing and hedging under stochastic volatility and stochastic interest rates, November 13 – 14, 2006, New York (Jersey City) December 11 – 12, 2006, London.
"Although all mathematicians have denied it, the applications serve as the measure of worth of mathematics." (David Hilbert at the meeting of the Society of German Scientists and Physicians in Königsberg in fall of 1930)