Alexander Munk Department of Mathematics University of Michigan
[email protected] https://sites.google.com/a/umich.edu/amunk/
Education • University of Michigan Ph.D. Candidate, Mathematics
GPA: 4.0 / 4.0
Ann Arbor, MI Sept. 2012 - Aug. 2017
– Advisor: Erhan Bayraktar • New York University M.A., Mathematics Education • The University of Chicago B.A., Mathematics (Honors)
GPA: 4.0 / 4.0
New York, NY June 2009 - Sept. 2010
GPA: 3.9 / 4.0
Chicago, IL Sept. 2005 - June 2009
Employment (Finance) • Goldman Sachs Summer Associate
New York, NY June 2016 - Aug. 2016
Awards • Rackham Predoctoral Fellowship (University of Michigan, 2016) – For “students working on dissertations that are unusually creative, ambitious and risk-taking” • Financial Mathematics Research Community (American Mathematical Society, 2015) – For “early-career mathematicians with a passion for research” • Rackham Conference Travel Grant (University of Michigan, 2014, 2015 & 2016) – For “students to become familiar with, and participate in the life of, their academic professions” • Mf A Fellowship (Math for America, 2009) – For “master teachers of math and science” • Paul R. Cohen Memorial Prize (The University of Chicago, 2009) – For “graduating seniors who have achieved the highest record in mathematics” • Phi Beta Kappa (The University of Chicago, 2009) – “The nation’s most prestigious academic honor society”
News, Preprints & Publications • Mini-Flash Crashes, Model Risk, and Optimal Execution – Submitted (with Erhan Bayraktar) • High-Roller Impact: A Large Generalized Game Model of Parimutuel Wagering – Market Microstructure and Liquidity, Forthcoming (with Erhan Bayraktar) • Are the High-Rolling Quants of Horse Racing our Friends or Foes? – The Conversation, May 19, 2016 (with Erhan Bayraktar) • An α-Stable Limit Theorem Under Sublinear Expectation – Bernoulli, 22(4), 2548 - 2578, 2016 (with Erhan Bayraktar) • Comparing the G-Normal Distribution to its Classical Counterpart – Communications on Stochastic Analysis, 9(1), 1 - 18, 2015 (with Erhan Bayraktar)
Presentations • SIAM Conference on Financial Mathematics & Engineering – Sheraton Austin Hotel at the Capitol (November 18, 2016) • Joint Mathematics Meetings: Special Session on Financial Mathematics I – Washington State Convention Center (January 7, 2016) • Mathematical Finance and Probability Seminar – Rutgers University (November 17, 2015) • Methods of Mathematical Finance (Poster Session) – Carnegie Mellon University (June 2, 2015) • Financial/Actuarial Mathematics Seminar – University of Michigan (March 18, 2015) • Financial/Actuarial Mathematics Seminar – University of Michigan (December 3, 2014) • Financial Mathematics: Advanced Modeling and Numerical Methods (Poster Session) – Universit´e Paris Diderot (June 20, 2014)
University Teaching • Computational Finance (Math 623) – Graduate Student Instructor, University of Michigan (Fall 2015) • Calculus II (Math 116) – Graduate Student Instructor, University of Michigan (Fall 2013 - Fall 2014) • Differential Equations (Math 216) – Graduate Student Instructor, University of Michigan (Winter 2013) • Calculus I (Math 115) – Graduate Student Instructor, University of Michigan (Fall 2012)
Secondary Teaching • Middle School Math (Grades 5 - 8) – Full-Time Teacher, Harlem Academy, New York, NY (Sept. 2010 - June 2012)
Service • Mathematical Finance & SIAM Journal on Control and Optimization – Reviewer (2015 - 2017) • Quantitative Finance Master’s Program – Mentor, University of Michigan (2015 - 2017) • MATHCOUNTS – Coach/Founder, Harlem Academy (2011 - 2012)
Membership • Society for Industrial and Applied Mathematics (SIAM) (2014 - 2017) • SIAM Activity Group on Financial Mathematics and Engineering (2014 - 2017) • American Mathematical Society (2014 - 2017)
