Introduction to Financial Mathematics

Donald R. Chambers served as the Walter E. Hanson KPMG Chair in Finance at Lafayette College in Easton Pennsylvania for 25 years. During that time he worked closely with economics and math-economics undergraduate majors, providing him with an understanding of the needs and abilities of students interested in the intersection of math and finance. Professor Chambers has authored or co-authored approximately 50 research papers in scholarly journals and six books. Professor Chambers served previously as Associate Director of Programs at the CAIA Association, a risk management consultant to the Bank of New York in Manhattan and as a senior portfolio strategist with Karpus Investment Management. He currently serves as a Chief Investment Officer at Biltmore Capital Advisors. These experiences have provided him with a deep and broad knowledge of the practical applications of mathematical finance.

Qin Lu has taught Mathematics at Lafayette College in Easton Pennsylvania for the last 21 years. Trained as an Algebraic Topologist, Professor Lu began her journey in Mathematical Finance in 2003 by taking CFA (Charted Financial Analyst) exams. By passing three rigid tests during three-year period, Professor Lu became CFA charter holder in 2006. There are very few CFA charter holders who are working at colleges/universities, most of them are working in investment industry. During these years at Lafayette, Professor Lu has taught financial mathematics course many times. In addition, she has been NSF REU (Research Experiences for Undergraduates) PI and mentor for multiple years and has guided a lot of undergraduate research through honors thesis and REU program. Professor Chambers and Professor Lu have co-authored 8 papers, one of which was published in a top-three finance journal and it had an undergraduate student coauthor.