Doris Dobi
Courant Institute of Mathematical Sciences E-Mail: |
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AboutI am a 4th year graduate student in mathematics studying under Marco Avellaneda. My research interests include quantitative finance, stochastic processes, probability, and financial economics. Before NYU, I received a B.S. in Mathematics, with a minor in Economics, from MIT in 2009. |
Publications
- Doris Dobi, Marco Avellaneda, Structural Slippage of Leveraged ETFs, this verison September 2012.
- Doris Dobi, Nick Wage, Irena Wang, "Supersingular Rank Two Drinfel'd Modules and Analogues of Atkin's Orthogonal Polynomials," International Journal of number Theory, vol. 5, no. 6, pp. 885-895, Aug. 2009.
- Doris Dobi, Using Quaternions to Model Billiard Trajectories, MIT Undergraduate Journal of Mathematics , Volume 9, 2007.
- Doris Dobi, The Extended Euclidean Algorithm, Girl's Angle Bulletin, October 2009 .
- Doris Dobi, The Euclidean Algorithm, Girl's Angle Bulletin, August 2009.
- Doris Dobi, A Potpourri of Problems, Girl's Angle Bulletin, June 2009.
Cool Stuff
In my spare time I like to learn about physiology and nutrition and their impact on health and function. I've also become interested in psychology and personality and have been reading a few books on these topics as well. I enjoy reading blogs, especially this one: mathbabe.
I have started a blog in order to address some of the things I've been thinking about outside of my academic research. My blog can be found here.Teaching
CV and Awards
Here is a copy of my CV in PDF format.
Over the course of my studies I have received multiple awards, some of the more notable being:
- NDSEG and NSF Fellowships, 2009.
- Alice T. Schafer Prize Honorable Mention, 2009
- Cuthbert C. Hurd Scholarship in Mathematical Sciences (MIT), 2008 and 2009