Hi!! I'm Jonathan Chávez Casillas. I am an Assistant Professor of Mathematics at the University of Rhode Island. My main interests lie in Probability Theory and Stochastic Processes, particulary in their usage for modeling and applications to Mathematical Finance, Epidemiology and Marine Ecology.
I am also interested in Actuarial Sciences and I have successfully completed some of the examinations of the Socitey of Actuaries and I am teaching some of their related coursework.
Theoretical Probability Theory from the perspective of Mathematical Analysis
Theory, Convergence, and Fluid Dynamics Analysis of Random Processes
Intensity based Point Processes: Statistical Properties and Applications
High Frequency Markets, Limit Order Book modelling and Stochastic Optimization problems related to them
Modelling of Population Dynamics, particulary in Epidemiology and related areas
Applications of Data Science and Data Analysis in problems related to Marine Ecology
Below, you can find the list of courses I have taught at URI and the percentage of times I have taught them.
Current Semester: Spring 2023
Current Teaching Load: MTH 106, AMS/DSP 393G and MTH 451
Total number of courses taught since my arrival at URI: 45
Advisor: Dr. José E. Figueroa-López
Year granted: 2015
Year granted: 2015
Course based MSc degree with emphasis on Derivative Pricing, Hedging, Valuation, Continuous Time Arbitrage theory and Stochastic Calculus for Finance.
Advisor: Dr. Esteban A. Chávez Casillas
Year granted: 2009
Thesis: Solutions of Second Order Elliptical PDEs in High Dimensions using Monte Carlo Methods.