Tim Leung is a tenure-track Assistant Professor at Columbia University's Industrial Engineering and Operations Research (IEOR) Department. He is also an affiliated faculty member of the Center for Financial Engineering, and Data Sciences Institute at Columbia. He received a PhD in Operations Research & Financial Engineering (ORFE) from Princeton University. Dr. Leung's research areas are Financial Engineering and Optimal Stochastic Control, with a focus on the valuation of financial derivatives, and associated risk management and trading strategies. He has written extensively on exchange-traded funds (ETFs). His research has been funded by the National Science Foundation (NSF). He has published in various Financial Mathematics journals, including Mathematical Finance, Finance and Stochastics, SIAM Journal on Financial Mathematics, and Quantitative Finance. He is also an officer of the SIAM SIAG on Financial Mathematics and Engineering, and the INFORMS Finance Section.
- Beginning Power Apps: The Non-Developer's Guide to Building Business Applications
- Beginning Powerapps: The Non-Developers Guide to Building Business Mobile Applications
- Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications
- Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation
- Employee Stock Options: Exercise Timing, Hedging, and Valuation