Assistant Professor ## TeachingFall 2017: - MTH 4300: Algorithms, Computers and Programming II, HMWA, MW 9:55AM – 11:35AM, VC 6-130
Click here to access the information on current and past courses. ## ResearchI am interested in probability, mathematical finance, statistical mechanics, partial differential equations, combinatorics, and dynamical systems. ## Articles- I. Matic, R. Radoicic, D. Stefanica,
*Polya-based approximation for the ATM-forward implied volatility*, International Journal of Financial Engineering, to appear (2017) [PDF] - J. Gatheral, I. Matic, R. Radoicic, D. Stefanica,
*Tighter bounds for implied volatility*, International Journal of Theoretical and Applied Finance, Vol. 20, No. 05, 1750035 (2017) [PDF] - I. Matic, R. Radoicic, D. Stefanica,
*A sharp Polya-based approximation to the normal CDF*, preprint [PDF] - I. Matic,
*A parallel algorithm for the constrained shortest path problem on lattice graphs*, preprint [PDF] - I. Matic, D. Sivakoff,
*Excited deterministic walk in a random environment*, Electronic Journal of Probability, vol. 20 (2015) no. 44, 1-19, Institute of Mathematical Statistics, ISSN 1083-6489 [PDF] - I. Matic,
*Inequalities with determinants of perturbed positive matrices*, Linear Algebra and its Applications 449 (2014), 166–174 [PDF] - I. Matic, J. Nolen,
*A sublinear variance bound for solutions of a random Hamilton-Jacobi equation*, Journal of Statistical Physics, 149 (2012), 342-361 [PDF] - I. Matic,
*Large deviations for processes in random environments with jumps*, Electronic Journal of Probability, vol. 16 no. 87 (11-23-2011), pp. 2406-2438, Institute of Mathematical Statistics, ISSN 1083-6489 [PDF] - I. Matic,
*Homogenizations and large deviations (PhD Thesis)*, UC Berkeley, 2010 [PDF]
## Software- I. Matic, R. Radoicic, D. Stefanica,
*Polya-Based Approximation for the ATM-Forward Implied Volatility*, open source, available at github.com/maticivan/atm-forward-implied-volatility-approximation - I. Matic,
*Parallel algorithm for constrained shortest path problem in C++/OpenCL*, open source, available at github.com/maticivan/parallel_constrained_shortest_path
## Books- D. Djukic, V. Jankovic, I. Matic, N. Petrovic,
*The IMO Compendium 1959-2009*(second edition), Springer 2011 - V. Baltic, D. Djukic, Dj. Krtinic, I. Matic,
*Practice Problems for High School Math Competitions in Serbia*(in Serbian), Serbian Mathematical Society, 2008 - Z. Kadelburg, D. Djukic, M. Lukic, I. Matic,
*Inequalities*(in Serbian), Serbian Mathematical Society, 2003
## Websites- D. Djukic, V. Jankovic, I. Matic, N. Petrovic,
*IMOmath.com* - D. Djukic, I. Matic,
*Math competitions in Serbia*
## CUNY Probability |