PhD. in Mathematics, Swiss Federal Institute of Technology (ETH), Zürich
![]() |
Department of Mathematics Phone: (646) 312-4183 |
Andrew Lesniewski 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
Time Series Analysis slides
TS_Lecture1
TS_Lecture2
TS_Lecture3
TS_Lecture4
TS_Lecture5
TS_Lecture6
TS_Lecture7
Optimization Techniques in Finance slides
Opt_Lecture1
Opt_Lecture2
Opt_Lecture3
Opt_Lecture4
Opt_Lecture5
Opt_Lecture6
Opt_Lecture7
Last updated: December 2019