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Robert T. Buche, Assistant Professor.

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

Research Interests:

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

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), graduated in Summer 2008. Jointly supervised with Dr. Tao Pang. Will be an assistant professor, Shanghai Jiaotong University.
    • 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. Now at UNC-Chapel Hill, School of Law.
 

Teaching: