C Douglas Howard
Assc Professor
Weissman School of Arts and Sciences
- Biography
- Teaching
- Research and Creative Activity
- Grants
- Honors and Awards
- Service
Education
Ph.D., Mathematics, Courant Institute of Mathematical Sciences
M.B.A., Finance, Columbia University
B.S., Mathematics, Massachusetts Institute of Technology
Semester | Course Prefix | Course Number | Course Name |
---|---|---|---|
Fall 2023 | MTH | 3909 | Financial Math Internship I |
Fall 2023 | MTH | 4125 | Intro to Stochastic Processes |
Fall 2023 | MTH | 3912 | Financial Math Internship IV |
Fall 2023 | MTH | 3911 | Financial Math Internship III |
Fall 2023 | MTH | 3910 | Financial Math Internship II |
Summer 2023 | MTH | 3909 | Financial Math Internship I |
Spring 2023 | MTH | 4600 | Data Analysis and Simulation f |
Fall 2022 | MTH | 4125 | Intro to Stochastic Processes |
Fall 2022 | MTH | 3911 | Financial Math Internship III |
Fall 2022 | MTH | 3912 | Financial Math Internship IV |
Fall 2022 | MTH | 3910 | Financial Math Internship II |
Fall 2022 | MTH | 3909 | Financial Math Internship I |
Summer 2022 | MTH | 3909 | Financial Math Internship I |
Spring 2022 | MTH | 3909 | Financial Math Internship I |
Spring 2022 | MTH | 3909 | Financial Math Internship I |
Spring 2022 | MTH | 3910 | Financial Math Internship II |
Spring 2022 | MTH | 4600 | Data Analysis and Simulation f |
Spring 2022 | MTH | 3912 | Financial Math Internship IV |
Spring 2022 | MTH | 3911 | Financial Math Internship III |
Fall 2021 | MTH | 3910 | Financial Math Internship II |
Fall 2021 | MTH | 4125 | Intro to Stochastic Processes |
Summer 2021 | MTH | 3909 | Financial Math Internship I |
Spring 2021 | MTH | 4600 | Data Analysis and Simulation f |
Spring 2021 | MTH | 3909 | Financial Math Internship I |
Fall 2020 | MTH | 3909 | Financial Math Internship I |
Fall 2020 | MTH | 4125 | Intro to Stochastic Processes |
Spring 2020 | MTH | 4600 | Data Analysis and Simulation f |
Spring 2020 | MTH | 3300 | Algorithms/Comp Prog |
Fall 2019 | MTH | 4125 | Intro to Stochastic Processes |
Fall 2019 | MTH | 3910 | Financial Math Internship II |
Fall 2019 | MTH | 3909 | Financial Math Internship I |
Summer 2019 | MTH | 3909 | Financial Math Internship I |
Spring 2019 | MTH | 4135 | Comp Methods in Probability |
Spring 2019 | MTH | 3910 | Financial Math Internship II |
Spring 2019 | MTH | 4600 | Data Analysis and Simulation f |
Fall 2018 | MTH | 3909 | Financial Math Internship I |
Fall 2018 | MTH | 4125 | Intro to Stochastic Processes |
Summer 2018 | MTH | 3909 | Financial Math Internship I |
Spring 2018 | MTH | 3912 | Financial Math Internship IV |
Spring 2018 | MTH | 3911 | Financial Math Internship III |
Spring 2018 | MTH | 4600 | Data Analysis and Simulation f |
Fall 2017 | MTH | 3910 | Financial Math Internship II |
Fall 2017 | MTH | 4125 | Intro to Stochastic Processes |
Summer 2017 | MTH | 3910 | Financial Math Internship II |
Spring 2017 | MTH | 4600 | Data Analysis and Simulation f |
Spring 2017 | MTH | 3910 | Financial Math Internship II |
Spring 2017 | MTH | 3909 | Financial Math Internship I |
Spring 2017 | MTH | 4135 | Comp Methods in Probability |
Fall 2016 | MTH | 4125 | Intro to Stochastic Processes |
Fall 2016 | MTH | 3010 | Calculus II |
Spring 2016 | MTH | 5000 | Independent Study Math I |
Spring 2016 | MTH | 4135 | Comp Methods in Probability |
Spring 2016 | MTH | 4120 | Introduction to Probability |
Fall 2015 | MTH | 4125 | Intro to Stochastic Processes |
Fall 2015 | MTH | 3010 | Calculus II |
Spring 2015 | MTH | 2205 | Precal and Elements of Cal 1B |
Spring 2015 | MTH | 4135 | Comp Methods in Probability |
Fall 2014 | MTH | 2205 | Precal and Elements of Cal 1B |
Fall 2014 | MTH | 4125 | Intro to Stochastic Processes |
Fall 2014 | MTH | 3010 | Calculus II |
Spring 2014 | MTH | 2003 | Precal & Elem of Cal 1A |
Spring 2014 | MTH | 4135 | Comp Methods in Probability |
Fall 2013 | MTH | 2003 | Precal & Elem of Cal 1A |
Fall 2013 | MTH | 2003 | Precal & Elem of Cal 1A |
Fall 2013 | MTH | 4125 | Intro to Stochastic Processes |
Spring 2013 | MTH | 2003 | Precal & Elem of Cal 1A |
Spring 2013 | MTH | 4135 | Comp Methods in Probability |
Spring 2013 | MTH | 2003 | Precal & Elem of Cal 1A |
Fall 2012 | MTH | 4125 | Intro to Stochastic Processes |
Fall 2012 | MTH | 9873 | Intrst Rate Mdls/Der |
Fall 2012 | MTH | 9903 | Capstone Project/Pre |
Spring 2012 | MTH | 2205 | Precal and Elements of Cal 1B |
Spring 2012 | MTH | 4135 | Comp Methods in Probability |
Spring 2012 | MTH | 2205 | Precal and Elements of Cal 1B |
Fall 2011 | MTH | 9873 | Intrst Rate Mdls/Der |
Fall 2011 | MTH | 4125 | Intro to Stochastic Processes |
Fall 2011 | MTH | 2610 | Calculus I |
Spring 2011 | MTH | 2610 | Calculus I |
Spring 2011 | MTH | 2205 | Precal and Elements of Cal 1B |
Spring 2011 | MTH | 4135 | Comp Methods in Probability |
Fall 2010 | MTH | 2003 | Precal & Elem of Cal 1A |
Fall 2010 | MTH | 9873 | Intrst Rate Mdls/Der |
Fall 2010 | MTH | 4125 | Intro to Stochastic Processes |
Spring 2010 | MTH | 2003 | Precal & Elem of Cal 1A |
Spring 2010 | MTH | 2205 | Precal and Elements of Cal 1B |
Spring 2010 | MTH | 4135 | Comp Methods in Probability |
Fall 2009 | MTH | 4120 | Introduction to Probability |
Fall 2009 | MTH | 9873 | Intrst Rate Mdls/Der |
Spring 2009 | MTH | 9903 | Capstone Project/Pre |
Spring 2009 | MTH | 4125 | Intro to Stochastic Processes |
Spring 2009 | MTH | 2205 | Precal and Elements of Cal 1B |
Spring 2009 | MTH | 2003 | Precal & Elem of Cal 1A |
Fall 2008 | MTH | 4120 | Introduction to Probability |
Fall 2008 | MTH | 9903 | Capstone Project/Pre |
Fall 2008 | MTH | 9873 | Intrst Rate Mdls/Der |
Fall 2008 | MTH | 4135 | Comp Methods in Probability |
Spring 2008 | MTH | 2003 | Precal & Elem of Cal 1A |
Spring 2008 | MTH | 2205 | Precal and Elements of Cal 1B |
Spring 2008 | MTH | 9903 | Capstone Project/Pre |
Fall 2007 | MTH | 4100 | Linear Alg & Matrix Methods |
Fall 2007 | MTH | 9873 | Intrst Rate Mdls/Der |
Fall 2007 | MTH | 2205 | Precal and Elements of Cal 1B |
Spring 2007 | MTH | 3040 | Actuarial Seminar : R for Actu |
Spring 2007 | MTH | 2003 | Precal & Elem of Cal 1A |
Spring 2007 | MTH | 4135 | Comp Methods in Probability |
Spring 2007 | MTH | 9903 | Capstone Project/Pre |
Fall 2006 | MTH | 2205 | Precal and Elements of Cal 1B |
Fall 2006 | MTH | 2610 | Calculus I |
Fall 2006 | MTH | 9903 | Capstone Project/Pre |
Fall 2006 | MTH | 9873 | Intrst Rate Mdls/Der |
Spring 2006 | MTH | 9903 | Capstone Project/Pre |
Spring 2006 | MTH | 4125 | Intro to Stochastic Processes |
Spring 2006 | MTH | 2003 | Precal & Elem of Cal 1A |
Fall 2005 | MTH | 2610 | Calculus I |
Fall 2005 | MTH | 5000 | Independent Study Math I |
Fall 2005 | MTH | 9903 | Capstone Project/Pre |
Fall 2005 | MTH | 9873 | Intrst Rate Mdls/Der |
Spring 2005 | MTH | 2001 | Pre-Calculus |
Spring 2005 | MTH | 9903 | Capstone Project/Pre |
Spring 2005 | MTH | 4125 | Intro to Stochastic Processes |
Fall 2004 | MTH | 9873 | Intrst Rate Mdls/Der |
Fall 2004 | MTH | 5001 | Independent Study Math II |
Fall 2004 | MTH | 5000 | Independent Study Math I |
Fall 2004 | MTH | 2610 | Calculus I |
Fall 2004 | MTH | 9903 | Capstone Project/Pre |
Spring 2004 | MTH | 2610 | Calculus I |
Spring 2004 | MTH | 4135 | Comp Methods in Probability |
Spring 2004 | MTH | 5000 | Independent Study Math I |
Fall 2003 | MTH | 9903 | Capstone Project/Pre |
Fall 2003 | MTH | 9871 | Adv Comp Methods Finance |
Spring 2003 | MTH | 2001 | Pre-Calculus |
Spring 2003 | MTH | 3040 | Actuarial Seminar : R for Actu |
Spring 2003 | MTH | 9862 | Prob & Stoch Processes II |
Fall 2002 | MTH | 9831 | Probability & Stoch Processes |
Fall 2002 | MTH | 4120 | Introduction to Probability |
Spring 2002 | MTH | 4451 | Short-Term Insurance Math |
Spring 2002 | MTH | 3040 | Actuarial Seminar : R for Actu |
Fall 2001 | MTH | 4120 | Introduction to Probability |
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.
Honor / Award | Organization Sponsor | Date Received | Description |
---|---|---|---|
Eugene Lang Junior Faculty Research Fellowship , $3000 | 2001 | Project title: Disordered Systems 2000-2001 | |
Dean's Dissertation Fellowship | New York University | 1995 | 1994-1995 |
General Motors Fellowship | Columbia University | 1982 | 1980-1982 |
Phi Beta Kappa | Massachusetts Institute of Technology | 1977 |
Department
Committee Name | Position Role | Start Date | End Date |
---|---|---|---|
Student Advisory duty as assigned | Present | ||
Actuarial Committee | 9/1/1999 | Present | |
Committee on the M.S. in Applied Mathematics for Finance | 9/1/1998 | Present | |
Executive Committee | 1/31/2017 | 12/31/2018 | |
Advisor to Majors | 9/1/2002 | 5/31/2008 | |
Executive Committee | 9/1/2000 | 3/31/2003 | |
Final Exam Committee | 9/1/1998 | 9/30/2001 | |
Graduate Committee | 9/1/1999 | 3/31/2000 |
College
Committee Name | Position Role | Start Date | End Date |
---|---|---|---|
Independent Study Committee | Faculty Mentor | Present | |
Web Site Committee | Attendee, Meeting | Present | |
BSFM Committee | Committee Chair | Present | |
MFE Committee | Attendee, Meeting | Present | |
Student Advisory duty as assigned | Present | ||
Actuarial Committee | Present | ||
Executive Committee | 12/31/2018 | ||
Advisors To Math/Act Sci Majors | Faculty Advisor | 5/31/2008 | |
Executive Committee | 3/31/2003 | ||
Globus Committee | 12/31/2002 | ||
2002 Weissamn New York City high school essay competition | Judge | 12/31/2002 | |
2001 Weissamn New York City high school essay competition | Judge | 12/31/2001 | |
Final Exam Committee | 9/30/2001 | ||
Graduate Committee | 3/31/2000 | ||
Faculty Senate of Baruch College Committee on Planning and Finance | 9/30/1999 |
University
Committee Name | Position Role | Start Date | End Date |
---|---|---|---|
Referee | 9/30/1999 |
Public
Organization | Position Role | Organization State | Organization Country | Start Date | End Date | Audience |
---|---|---|---|---|---|---|
Annals of Probability, Annals of Applied Probability, Probability Theory and related Fields, Journal of Applied Probability, Random Structures and Algoritms, Electronic Journal of Probability, National Science Foundation | Refereee | Present | ||||
American Mathematical Society, Mathematical Association of America | Member | Present |