•Tim Leung is the Boeing Full Professor of Applied Mathematics and Director of the Computational Finance & Risk Management (CFRM) program at University of Washington in Seattle. Previously, he was a Professor in the Department of Applied Mathematics & Statistics at Johns Hopkins University and in the Department of Industrial Engineering & Operations Research at Columbia University in New York City. He obtained his BS from Cornell University and PhD from Princeton University. His research areas are Quantitative Finance and Stochastic Optimal Control. He has worked on a variety of problems, such as derivatives pricing, algorithmic trading, exchange-traded funds (ETFs), commodities and cryptocurrencies. His research has been funded by the National Science Foundation (NSF). He has published over 60 peer-reviewed articles and two books respectively, on the topics of Mean Reversion Trading, and ETFs.
