Andrew Lesniewski

PhD. in Mathematics, Swiss Federal Institute of Technology (ETH), ZÃ¼rich

Department of Mathematics
Baruch College
One Bernard Baruch Way
New York, NY 10010
USA

Phone: (646) 312-4183
Email: andrew.lesniewski@baruch.cuny.edu

Andrew LesniewskiÂ is a tenured Professor in the Department of Mathematics at Baruch College and the Curriculum Director of Baruch’s Financial Engineering MS Program.

Current research interests
Machine learning techniques in finance, interest rate and credit derivatives, portfolio management, quantitative risk management

Recently taught courses
Interest Rate and Credit Models, Spring 2019
Time Series Analysis, Fall 2019
Optimization Techniques in Finance, Fall 2019

Links
Linkedin profile
Google Scholar profile
Personal page

Interest Rates and Credit Models slides
IR&C_Lecture1
IR&C_Lecture2
IR&C_Lecture3
IR&C_Lecture4
IR&C_Lecture5
IR&C_Lecture6
IR&C_Lecture7
IR&C_Lecture8
IR&C_Lecture9
IR&C_Lecture10
IR&C_Lecture11
IR&C_Lecture12
IR&C_Lecture13
IR&C_Lecture14
IR&C_Lecture15