Alec Kercheval

Director of Financial Mathematics
Professor
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Contact Information

Email
akercheval@fsu.edu
Phone
(850) 644-8701
Office Location
LOV 219
Personal site
Administration
Graduate Faculty
Ph.D., University of California, Berkeley, 1987
Applied Mathematics
Data Science
Applied and Computational Mathematics
Data Science
Financial And Actuarial Mathematics

financial mathematics, dynamical systems, stochastic analysis, portfolio and credit risk, high frequency trading, machine learning, stochastic processes, mathematical economics, high dimensional covariance estimation