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Stan Uryasev

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Stan UryasevProfessor, Frey Family Endowed ChairApplied Mathematics & StatisticsCollege of Engineering and Applied Sciences

Biography

Professor Uryasev's research is focused on efficient computer modeling and optimization techniques and their applications in finance and DOD projects. He has published four books (two monographs and two edited volumes) and more than 130 research papers. He is the co-inventor of the Conditional Value-at-Risk (CVaR) and the Conditional Drawdown-at-Risk (CdaR) optimization methodologies. Professor Uryasev optimization software in risk management area, including CVaR and CDaR minimization.

Education

  • PhD: Applied Mathematics from the Glushkov Institute of Cybernetics, Kyiv, Ukraine
  • MS: in Applied Mathematics from the Moscow Institute of Physics and Technology, Russia

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