• since September 2007: Assistant Professor, Department of Mathematics, University of Texas at Austin
• July 2004-June 2007: Ritt Assistant Professor, Department of Mathematics, Columbia University

Education :

• May 2004: PhD in Mathematical Sciences, Carnegie Mellon University (advisor Steven E. Shreve)
• May 2000: M.S. in Mathematical Sciences, Carnegie Mellon University
• June 1998: B.S. in Mathematics, Al. I. Cuza University, Iasi, Romania

• Financial Mathematics 
  
• Stochastic Control and Stochastic Analysis

• Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs (with J. Choi, G. Žitković)

• Stochastic Perron's method and verification without smoothness using viscosity comparison: (with E. Bayraktar)
  
1.     The linear case, to appear in Proceedings of the American Mathematical Society
   
2.     Obstacle problems and Dynkin games, to appear in the Proceedings of the Americal Mathematical Society
   
   
• Optimal investment with high-watermark performance fee (with K. Janeček),   SIAM Journal on Control and Optimization, Vol. 50, No. 2 (2012), 790-819
  
• Sensitivity Analysis of Utility-Based Prices and Risk-Tolerance Wealth Processes (with D. Kramkov) Annals of Applied Probability, Vol. 16, No. 4 (2006), 2140-2194
• A Two-Person Game for Pricing Convertible Bonds (with S.E. Shreve) SIAM Journal on Control and Optimization, Vol. 45, No. 4 (2006), 1508-1539