Doris Dobi



I graduated with a PhD in mathematics studying under Marco Avellaneda in May 2014.

My thesis was on modeling the implied volatility surface of option contracts, and more generally, of the whole US equity options market.

My research interests include quantitative finance, financial modeling, and probability.

Before NYU, I received a B.S. in Mathematics, with a minor in Economics, from MIT in 2009.

I have started a blog in order to address some of the things I've been thinking about outside of my research. My blog can be found here.


Publications for Girl's Angle:

Unpublished Work


  • Summer 2012: Precalculus (Sole Instructor)
  • Spring 2012: Partial Differential Equations for Finance (Teaching Assistant and Grader)
  • Summer 2011: Stochastic Calculus (Teaching Assistant and Grader)
  • Spring 2011: Limit Theorems II (Grader)
  • Fall 2010: Numerical Methods (Grader)
  • Resume and Awards

    Here is a copy of my resume in PDF format.

    Over the course of my studies I have received multiple awards, some of the more notable being:


    In my free time I help design video games with my husband.