Teaching 

I am a financial mathematician and statistician with a wide range of teaching interests.  Recently, I have taught calculus, operations research, probability theory, mathematical statistics, time series analysis, and a variety of mathematical finance courses.  Though mathematics is both a science and art, I view mathematics and statistics as laboratory sciences, though the "laboratory" is often a cluster of computers.  With this perspective in mind,  I often ask students to work with me as experimentalists with software packages like Mathematica, SAS, and PASW Statistics.  My favorite way to learn and to teach more theoretical topics is the so-called Moore Method, which I learned from Margie Hale at Stetson University.  Though new to Rhodes, I hope to develop courses here in time series analysis and mathematical finance.  Some day, too, I would like to teach real analysis exclusively from the perspective of a mathematical microeconomist.  I′m currently a Project NExT fellow, so I get to spend some time discussing teaching issues with faculty at other institutions who are at similar stages of their careers.

Research 

I have both a theoretical and applied interest in the statistics of stochastic processes.  My primary areas of application are financial mathematics, econometric theory, market microstructure, and understanding how financial crises spread from one market to another market.  More specifically, I am interested in heavy tails, stable

distributions, measures of dependence, empirical pricing of derivative instruments, and nonparametric estimation of the functions that govern time-homogeneous stochastic differential equations.  I have a secret interest in sabermetrics, the analysis of baseball using modern statistical techniques.  Recently I have given talks or presented posters at the Joint Statistics Meetings and the Joint Mathematics Meetings, and will be participating this summer in the 6th World Congress of the Bachelier Society in Toronto.

Outside the Classroom 

My family has lived in the state of Florida for many generations and today, members of my family live all over the state in places like Okeechobee, Ocala, Tampa, Orlando, Tallahassee, and Bradenton.  My family has a strong tradition of producing both teachers and entrepreneurs, and we support charitable projects in the state like The Hamrick House of the Hospice of Okeechbee and the Annie Bishop Hamrick Endowed Professorship in Special Education at Florida State University.

I′m a refugee from the financial services sector, where I have worked as a portfolio manager, consultant, and software engineer.  I′m a news junkie, watch The Colbert Report, drink too much coffee, write Mathematica and MATLAB code recreationally, and am a fan of the Boston Red Sox and Tampa Bay Buccaneers.  I recntly passed the third Chartered Financial Analyst examination, which means I may become a CFA charterholder very soon.