Professor of Mathematics at Baruch College, City University of New York.
Phone: 646.312.4126; Email: rados.radoicic@baruch.cuny.edu
Mailing address: Department of Mathematics, Box B6-230, Baruch College, One Bernard Baruch Way, New York, NY 10010, USA
MIT Class of 2000. Ph.D. at MIT in 2004 under the supervision of Daniel J. Kleitman and Janos Pach. Hill Assistant Professor at Rutgers University (2004-2007).
Research interests: Mathematical Finance (Volatility modeling), Combinatorics, Discrete Geometry.
Part of the NY Geometry Seminar, and the NYC Discrete Geometry Group.
Part of the Baruch College MFE Program, the best Financial Engineering/Quantitative Finance masters program in North America.
Courses taught (Baruch College, Department of Mathematics):
MTH 2003 (Precalculus and Elements of Calculus), MTH 2205 (Applied Calculus), MTH 2610 (Calculus I), MTH 3010 (Calculus II), MTH 3100 (Selected Topics in Finite Mathematics), MTH 4000 (Bridge to Higher Mathematics), MTH 4005 (Problem-Solving Seminar), MTH 4120 (Probability), MTH 4140 (Graph Theory), MTH 4150 (Combinatorics), MTH 4500 (Introductory Financial Mathematics).
Courses taught (Baruch College, MFE Program):
MTH 9814 (A Quantitative Introduction to Pricing Financial Instruments), MTH 9841 (Statistics for Finance), MTH 9873 (Time Series Analysis), MTH 9891 (Introduction to Applied Financial Econometrics).
Also taught:
Statistics for Financial Engineering (MFE Summer Refresher Seminar), Advanced Calculus with Financial Engineering Applications(Pre-MFE Program), Financial Engineering & Applied Mathematics Program (Summer Leadership Academy), Intuition-Based Options Primer for Financial Engineering (Online QuantNet course).
Publications (Mathematical Finance):
- P. Friz, J. Gatheral, R. RadoiÄić, (2020). Cumulants and Martingales. submitted.
- I. Matić, R. RadoiÄić, D. Stefanica. (2020). A PDE method for estimation of implied volatility. QF.
- O. El Euch, J. Gatheral, R. RadoiÄić, M. Rosenbaum (2019). The Zumbach Effect Under Rough Heston. QF.
- J. Gatheral, R. RadoiÄić. (2018). Rational Approximation of the Rough Heston Solution. IJTAF.
- E. Alòs, J. Gatheral, R. RadoiÄić. (2019). Exponentiation of Conditional Expectations Under Stochastic Volatility. QF.
- D. Stefanica, R. RadoiÄić. (2017). An explicit implied volatility formula,
- I. Matić, R. RadoiÄić, D. Stefanica. (2017). Pólya-based approximation for the ATM-forward implied volatility. IJFE
- J. Gatheral, I. Matić, R. RadoiÄić, D. Stefanica. (2017). Tighter bounds for implied volatility.
- D. Stefanica, R. RadoiÄić. (2016). A sharp approximation for ATM-forward option prices and implied volatilites.
- R. RadoiÄić, D. Stefanica, T.-h. Wang. (2013). 150 Most Frequently Asked Questions on Quant Interviews, FE Press LLC.
Publications (Combinatorics/Discrete Geometry):
- R. Fulek, R. RadoiÄić. (2015). Vertical visibility among parallel polygons in three dimensions. LNCS 9411.
- J. KynÄl, J. Pach, R. RadoiÄić, G. Tóth. (2015). Saturated simple and k-simple topological graphs. CGTA.
- E. Ackerman, J. Pach, R. Pinchasi, R. RadoiÄić, G. Tóth. (2014). A note on coloring line arrangements, EJC.
- J. Pach, R. RadoiÄić, G. Tóth. (2012). Tangled thrackles, LNCS 7579; Geombinatorics.
- I. Pak, R. RadoiÄić. (2009). Hamiltonian paths in Cayley graphs. Discrete Mathematics.
- J. Fox, M. Mahdian, R. RadoiÄić. (2008). Rainbow solutions to the Sidon equation. Discrete Mathematics.
- R. RadoiÄić. G. Tóth. (2008). The discharging method and the Pach-Sharir conjecture. Contemporary Mathematics 453.
- D. Conlon, V. Jungić, R. RadoiÄić. (2007). On the existence of rainbow 4-term APs. Graphs and Combinatorics.
- J. Fox, V. Jungić, R. RadoiÄić. (2007). Sub-Ramsey numbers for APs and Schur triples. Integers, EJCNT.
- J. Pach, R. RadoiÄić, G. Tardos, G. Tóth. (2006). Improving the crossing lemma. DCG.
- J. Pach, R. RadoiÄić, J. Vondrák. (2006). On the diameter of separated point sets with many nearly equal distances. Euro. JC.
- N. Alon, R. RadoiÄić, B. Sudakov, J. Vondrák. (2006). A Ramsey-type result for the hypercube. JGT.
- R. Pinchasi, R. RadoiÄić, M. Sharir. (2006). On empty convex polygons in a planar point set, JCTA.
- J. Pach, R. RadoiÄić, G. Tóth. (2006). Relaxing planarity for topological graphs, BSMS 15.
- J. Pach, R. RadoiÄić, J. Vondrák. (2006). Nearly equal distances and Szemerédi’s regularity lemma. CGTA.
- N. Alon, J. Pach, R. Pinchasi, R. RadoiÄić. (2005). Crossing patterns of semi-algebraic sets. JCTA.
- J. Fox, R. RadoiÄić. (2005). On the degree of regularity of generalized van der Waerden triples, Integers, EJCNT
- M. Iorio, D. Ismailescu, R. RadoiÄić, M. Silva. (2005). On point sets containing their triangle centers. RRMPA.
- V. Jungić, J. NeÅ¡etril, R. RadoiÄić. (2005). Rainbow Ramsey theory. Integers, EJCNT.
- A. Dumitrescu, R. RadoiÄić. (2004). On a coloring problem for the integer grid. Contemporary Mathematics, 342.
- J. Pach, R. RadoiÄić, G. Tóth. (2004). A generalization of quasi-planarity. Contemporary Mathematics, 342.
- R. Pinchasi, R. RadoiÄić. (2004). Topological graphs with no self-intersecting C4. Contemporary Mathematics, 342.
- D. Ismailescu, R. RadoiÄić. (2004). A dense planar point set from iterated line intersections. CGTA.
- R. RadoiÄić, G. Tóth. (2003). Note on the chromatic number of the space. DCG.
- V. Jungić, J. Fox, M. Mahdian, J. NeÅ¡etrÃl, R. RadoiÄić. (2003). Rainbow APs and anti-Ramsey results. CPC.
- R. RadoiÄić, G. Tóth. (2003). Monotone paths in line arrangements. CGTA.
- V. Jungić, R. RadoiÄić. (2003). Rainbow 3-term arithmetic progressions. Integers, EJCNT.
Publications (Miscellanea):
- I. Matić, R. RadoiÄić, D. Stefanica. (2018). A sharp Pólya-based approximation to the normal cdf. AMC.
- J. Fox, R. RadoiÄić. (2005). Degree of regularity and the axioms of set theory, preprint.
- J. Fox, V. Jungić, R. RadoiÄić, M. Silva. (2005). On the existence of APs with a specified color pattern. preprint.
- D. Marinov, R. RadoiÄić. (2003). Counting 1324-avoiding permutations. EJC.
- R. RadoiÄić, G. Tóth. (2001). Noncrossing configurations in geometric graphs. preprint.
My biggest treasure:
