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Farid Aitsahlia

Clinical Asst Professor & Richardson Fellow

Business Phone:
(352) 392-5058

Business Email

Education

  • PhD - Operations Research, Stanford University, 1995

Research Interests

  • Asset pricing models
  • computational methods in finance
  • market microstructure

Courses Taught

Book Publications

  • Options on Extremes and Averages
    Accepted Year: 2013
    Authors: Farid AitSahlia
  • Selected Works of Kai Lai Chung
    Published Year: 2008
    Authors: E. Hsu, R. Williams, Farid AitSahlia
  • Elementary Probability Theory with Stochastic Processes and an Introduction to Mathematical Finance
    Published Year: 2003
    Authors: K. Chung, Farid AitSahlia

Book Chapter Publications

  • Discretely monitored options
    Accepted Year: 2011
    Authors: R. Cont, Farid AitSahlia
  • Stochastic Optimal Stopping: Numerical Methods
    Published Year: 2009
    Authors: C. Floudas, P. Pardalos, Farid AitSahlia
  • Stochastic Optimal Stopping: Problem Formulations
    Published Year: 2009
    Authors: C. Floudas, P. Pardalos, Farid AitSahlia
  • Optimal Execution of Time-Constrained Portfolio Transactions
    Published Year: 2008
    Authors: Y-C Sheu, E. Konthoghiorges, B. Rustem, P. Winker, Farid AitSahlia
  • American Options: A Comparison of Numerical Methods
    Published Year: 1997
    Authors: P. Carr, Rogers, D. Talay, Farid AitSahlia

Journal Article Publications

Contact Details

Business Address:
University of Florida
Warrington College of Business
Finance, Insurance and Real Estate Department
Stuzin Hall 301F

Business Phone:
(352) 392-5058

Business Email