Faculty Profile


Petter N. Kolm

Clinical Professor of Mathematics
Director of the Mathematics in Finance M.S. Program
petter.kolm@nyu.edu
212-998-4855
Warren Weaver Hall, Office 520

Education

Ph.D., Yale University, USA, 2000.
M.Phil. (Tekn. Lic.), Royal Institute of Technology, Sweden, 2000.
M.S. (Diplommathematiker), ETH Zurich, Switzerland, 1994.

Research Interests

Data science, econometrics, financial mathematics, machine learning, market making, optimization, portfolio optimization, quantitative & systematic trading, risk management, robo advisory & investing, smart beta strategies, stochastic optimal control, transaction costs, and tax-aware investing.