Department: Information, Risk & Operations Management
Additional Titles: V.F. Neuhaus Centennial Professor of Finance Presidential Chair, Department of Mathematics
Industry Areas: Machine Learning, Quantitative Finance
Thaleia Zariphopoulou is the V.F. Neuhaus Professor of Finance and holds the Presidential Chair in Mathematics at The University of Texas at Austin. She also teaches in the Department of Information, Risk, and Operations Management at the McCombs School of Business.
An expert in financial mathematics and stochastic optimization, Zariphopoulou has published extensively on the topics of investments and valuation in incomplete markets, and she has introduced novel approaches to indifference valuation and dynamic risk preferences.
She has also taught at the University of Oxford, the University of Wisconsin-Madison, and the Worcester Polytechnic Institute. She has been a visiting professor or scholar at Columbia University in New York, Imperial College in London, and the University of Paris IX-Dauphine. Zariphopoulou sits on the editorial board of 11 academic journals and monograph series, and she is the editor of the financial mathematics series from the Society for Industrial and Applied Mathematics. She has also been an invited speaker at numerous conferences.
She has a Ph.D. and M.S. in applied mathematics from Brown University and a B.A. in electrical engineering from National Technical University in Greece.
ACADEMIC LEADERSHIP & AWARDS
International Congress of Mathematicians, Invited talk, Seoul
Oxford-Man Chair in Quantitative Finance, University of Oxford
Romnes Fellowship, University of Wisconsin-Madison
Laun Professorship of Finance, University of Wisconsin-Madison
Alfred P. Sloan Foundation Fellowship