Prof. W. Brent Lindquist

TTU Mathematical Finance Program Curriculum Vita

Research Interests

1. Computational financial mathematics: dynamic asset pricing; portfolio optimization; risk analytics; incorporation of market microstructure; and time series analysis.
2. Flow in porous media at the pore scale; I was an early adopter of 3D computed micro-tomography as a research tool in this area.
3. Application of tools developed in area 2) toward neuroscience, specifically automated 3D identification of neuron morphology.
4. Flow in porous media at the field scale, particularly the development and application of the front-tracking method, Riemann problems, and scale-up theory for such flows.
5. Computation of the eighth-order QED contribution to the magnetic moment of the electron (with Toichiro Kinoshita). The electron magnetic moment is the most accurately measured and theoretically computed property of any fundamental particle in physics.