Dr. W Brent Lindquist

Research Interests

Theoretical and Computational Mathematical Finance; Dynamic Asset Pricing; Portfolio Optimization; Risk Assessment

Biography

Dr. Lindquist is a retired professor of mathematical finance, co-director of the mathematical finance program, and prior dean of the College of Arts & Sciences. Prior to joining Texas Tech, Dr. Lindquist served as professor and chair of the Department of Applied Mathematics and Statistics at Stony Brook University, where he helped lead the transition of that department to one of the top 10 applied math programs in the country. Brent has developed theoretical and numerical methods for: computational finance; flow in porous media; automated 3D image analyses for porous media, neurons, and fiber mats; Riemann problems in 2D; hierarchy formation in social animal groups; and the numerical solution of Feynman diagrams. He is the principal architect of the 3DMA-Rock code which has been commercially licensed. Dr. Lindquist has over 120 publications, has presented his research in 25 countries on five continents, and participated as PI or co-PI in $20M of grant funding. He has supervised 10 postdoctoral fellows and over 40 PhD students.