Robert Buche

Contact Information:

• Address:

150 Harrelson Hall, Box 8205, Raleigh, NC 27695-8205

• Phone/Voice Mail:

919-515-7453

• Fax:

919-513-7336

• Email:

rtbuche@unity.ncsu.edu

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Research Interests:

• Stochastic modeling and control
  • queueing networks: heavy traffic method
  • financial applications
• Numerical methods in continuous-time stochastic control
• Stochastic Approximation

More information

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Students:

• Postdoc: Jim Xiao Zhang, From 2005-2006. Now working at UBS AG (formed from a merger of Union Bank of Switzerland and Swiss Bank Corporation) in London as a Quantitative Analyst on the Asset Backed Security desk.
• Ph.D.
  • Yipeng Yang (OR-Stat), graduation in Summer 2008. Jointly supervised with Dr. Tao Pang.
  • Chuan Lin, (OR-Math), graduated in 2007. Now working at Washington Mutual, Seattle, WA as a Financial Analyst and Model Validation Consultant.
• Undergraduate (Math Honors) Dhrumil Patel, for a math honors project in financial analysis.

Teaching:

• Fall 2008:
  • MA/ST 748 Stochastic Differential Equations.
  • MA 141
• Current course, Spring 2008: MA 747, Probability and Stochastic Processes II.
  • Texts: Probability: Theory and Examples, Third Edition (2005), by Richard Durrett, Duxbury Press.
  • On reseve at library: Probability and Measure, by Patrick Billingsley, Wiley.
• Other Past Courses