Albert Cohen
Sr Specialist, Department of Mathematics
Sr Specialist, Department of Statistics & Probability
Director of Program Development, Actuarial Science Program
Location: C336 Wells Hall
Phone: 517-355-4592
Email: acohen@msu.edu
CV: Download CV
Bio
Albert's research focuses on the interaction between probability and science and economics. This includes developing new risk measures using stochastic optimal control, models of online auction behavior, and structural models of default bond pricing under the incorporation of recovery processes.
Courses
- MTH 458: Computational Math Finance
- MTH 490: Directed Studies
- MTH 491B: Teamwork Experience
- MTH 801: Machine Learning Algorithms
- STT 458: Computational Math Finance