C Douglas Howard

Education

Ph.D., Mathematics, Courant Institute of Mathematical Sciences

M.B.A., Finance, Columbia University

B.S., Mathematics, Massachusetts Institute of Technology

Books

Howard, C. (2023). Quantitative Methods: A Toolbox for Financial Engineers. In Progress.

Howard, C. D. (2023). The Metropolis Algorithm: Theory and Examples. New York, NY, FE Press. In Progress.

Howard, C. (2017). Elements of Stochastic Processes: A Computational Approach. New York, NY, USA, FE Press.

Journal Articles

Howard, C. (2018). It's Puzzling. College Mathematics Journal, 49:4.

Kalotay, A., & Howard, C. (2014). The Tax Option in Municipal Bonds. The Journal of Portfolio Management, 40(2). 94-102.

(2003). The Percolation Transition for the Zero-Temperature Stochastic Ising Model on the Hexagonal Lattice. Journal of Statistical Physics, 111. 57-72.

(2001). Geodesics and Spanning Trees for Euclidean Models of First-Passage Percolation. Annals of Probability, 29. 577-623.

(2001). Differentiability and Monotonicity of Expected Passage Time in Euclidean First-Passage Percolation. Journal of Applied Probability, 38. 815-827.

(2000). Lower Bounds for Point-to-Point Wandering Exponents in Euclidean First-Passage Percolation. Journal of Applied Probability, 37. 1061-1073.

(2000). Obtaining Distributional Information from Valuation Lattices. Applied Mathematical Finance, 7. 101-114.

(2000). Zero-Temperature Ising Spin Dynamics on the Homogeneous Tree of Degree Three. Journal of Applied Probability, 37. 736-747.

(1998). Good Paths Don't Double Back. The American Mathematical Monthly, 105. 354-357.

(1997). Euclidean Models of First-Passage Percolation. Probability Theory and Related Fields, 108. 153-170.

(1997). Distinguishing Certain Random Sceneries on Z via Random Walks. Statistics and Probability Letters, 34. 123-132.

(1996). Detecting Defects in Periodic Scenery by Random Walks on Z. Random Structures and Algorithms, 8. 59-74.

(1996). Orthogonality of Measures Induced by Random Walks with Scenery. Combinatorics, Probability, & Computing, 5. 247-256.

Book Chapters

Howard, C. (2004). Models of First-Passage Percolation, Probability on Discrete Structures. In Kesten, H. (Ed.), Encyclopaedia Math. Sc (pp. 125-174). Springer-Verlag.

Howard, C. (2002). Valuing Path-Dependent Securities, Interest Rate, Term structure, and valuation Modeling. In Fabozzi, F. J. (Ed.), (pp. 421-442). John Wiley and Sons.

Howard, C. (1999). Valuing Path-Dependent Securities: Some Numerical Examples. In Babbel, D. F., & Fabozzi, F. J. (Eds.), Investment Management for Insurers (pp. 269-286). Frank J. Fabozzi Associates.

Howard, C. (1996). Numerical Pitfalls of Latticed-Based Duration and Convexity Calculations, Advances. In Fabozzi, F. J. (Ed.), Fixed-Income Valuation Modeling and Risk Management (pp. 327-336). Frank J. Fabozzi Associates.

Howard, C. (1996). Valuing Path-Dependent Securities: Some Numerical Examples, Advances. In Fabozzi, F. J. (Ed.), Fixed-Income Valuation Modeling and Risk Management (pp. 49-68). Frank J. Fabozzi Associates.

Howard, C., & Kalotay, A. J. (1988). Embedded Call Options and Refunding Efficiency, Advances. In Fabozzi, F. J. (Ed.), Futures and Options Research (pp. 97-117). JAI press Inc.

(1987). Long-Term Debt and equity Markets and Instruments, Handbook of Financial Markets and Institutions. (pp. 1-5.37). John Wiley and Sons.

Presentations

Howard, C. (2001, April 30). Euclidean First-Passage Percolation. Conference on Particle Systems. Iowa Sate University

Howard, C. (2000, November 13). Euclidean First-Passage Percolation. John Hopkins University

Howard, C., & Newman, C. M. (1999, December 31). From Greedy lattice Animals to Euclidean Models of First-Passage Percolation, Perplexing Problems in Probability: Papers in Honor of Harry Kesten. : (M. Bramson and R. Durrett, eds.), Birkhauser, 107-119.

Howard, C. (1999, November 16). Zero-Temperature Ising Spin Dynamics. CUNY Graduate Center

Howard, C. (1998, October 26). Euclidean First-Passage Percolation. CUNY Graduate Center

Howard, C. (1998, October 2). Euclidean First-Passage Percolation. NYU's Courant Institute

Howard, C., & Newman, C. M. (1998, July 31). . A Conference in Probability at Cornell in Honor of Harry Kesten.

Howard, C. (1996, July 31). . : Institute for Advanced Study / Park City Mathematics Institute Research Program.

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