C Douglas Howard

Assc Professor

Weissman School of Arts and Sciences

Department: Mathematics

Areas of expertise:

Email Address: douglas.howard@baruch.cuny.edu

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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
Summer 2025	MTH	3909	Financial Math Internship I
Spring 2025	MTH	4125	Intro to Stochastic Processes
Spring 2025	MTH	4600	Data Analysis and Simulation f
Fall 2024	MTH	4125	Intro to Stochastic Processes
Fall 2024	MTH	2003	Precal & Elem of Cal 1A
Spring 2024	MTH	4600	Data Analysis and Simulation f
Spring 2024	MTH	3910	Financial Math Internship II
Fall 2023	MTH	3909	Financial Math Internship I
Fall 2023	MTH	3910	Financial Math Internship II
Fall 2023	MTH	4125	Intro to Stochastic Processes
Fall 2023	MTH	3912	Financial Math Internship IV
Fall 2023	MTH	3911	Financial Math Internship III
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	3912	Financial Math Internship IV
Fall 2022	MTH	3911	Financial Math Internship III
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	3912	Financial Math Internship IV
Spring 2022	MTH	4600	Data Analysis and Simulation f
Spring 2022	MTH	3911	Financial Math Internship III
Spring 2022	MTH	3910	Financial Math Internship II
Spring 2022	MTH	3909	Financial Math Internship I
Spring 2022	MTH	3909	Financial Math Internship I
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	3909	Financial Math Internship I
Spring 2021	MTH	4600	Data Analysis and Simulation f
Fall 2020	MTH	4125	Intro to Stochastic Processes
Fall 2020	MTH	3909	Financial Math Internship I
Spring 2020	MTH	3300	Algorithms/Comp Prog
Spring 2020	MTH	4600	Data Analysis and Simulation f
Fall 2019	MTH	3909	Financial Math Internship I
Fall 2019	MTH	4125	Intro to Stochastic Processes
Fall 2019	MTH	3910	Financial Math Internship II
Summer 2019	MTH	3909	Financial Math Internship I
Spring 2019	MTH	4135	Comp Methods in Probability
Spring 2019	MTH	4600	Data Analysis and Simulation f
Spring 2019	MTH	3910	Financial Math Internship II
Fall 2018	MTH	4125	Intro to Stochastic Processes
Fall 2018	MTH	3909	Financial Math Internship I
Summer 2018	MTH	3909	Financial Math Internship I
Spring 2018	MTH	3911	Financial Math Internship III
Spring 2018	MTH	3912	Financial Math Internship IV
Spring 2018	MTH	4600	Data Analysis and Simulation f
Fall 2017	MTH	4125	Intro to Stochastic Processes
Fall 2017	MTH	3910	Financial Math Internship II
Summer 2017	MTH	3910	Financial Math Internship II
Spring 2017	MTH	4600	Data Analysis and Simulation f
Spring 2017	MTH	4135	Comp Methods in Probability
Spring 2017	MTH	3910	Financial Math Internship II
Spring 2017	MTH	3909	Financial Math Internship I
Fall 2016	MTH	3010	Calculus II
Fall 2016	MTH	4125	Intro to Stochastic Processes
Spring 2016	MTH	4120	Introduction to Probability
Spring 2016	MTH	4135	Comp Methods in Probability
Spring 2016	MTH	5000	Independent Study Math I
Fall 2015	MTH	4125	Intro to Stochastic Processes
Fall 2015	MTH	3010	Calculus II
Spring 2015	MTH	4135	Comp Methods in Probability
Spring 2015	MTH	2205	Precal and Elements of Cal 1B
Fall 2014	MTH	2205	Precal and Elements of Cal 1B
Fall 2014	MTH	3010	Calculus II
Fall 2014	MTH	4125	Intro to Stochastic Processes
Spring 2014	MTH	2003	Precal & Elem of Cal 1A
Spring 2014	MTH	4135	Comp Methods in Probability
Fall 2013	MTH	4125	Intro to Stochastic Processes
Fall 2013	MTH	2003	Precal & Elem of Cal 1A
Fall 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
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	4135	Comp Methods in Probability
Spring 2012	MTH	2205	Precal and Elements of Cal 1B
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	4125	Intro to Stochastic Processes
Fall 2010	MTH	9873	Intrst Rate Mdls/Der
Fall 2010	MTH	2003	Precal & Elem of Cal 1A
Spring 2010	MTH	2205	Precal and Elements of Cal 1B
Spring 2010	MTH	2003	Precal & Elem of Cal 1A
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	2003	Precal & Elem of Cal 1A
Spring 2009	MTH	4125	Intro to Stochastic Processes
Spring 2009	MTH	9903	Capstone Project/Pre
Spring 2009	MTH	2205	Precal and Elements of Cal 1B
Fall 2008	MTH	9903	Capstone Project/Pre
Fall 2008	MTH	4120	Introduction to Probability
Fall 2008	MTH	4135	Comp Methods in Probability
Fall 2008	MTH	9873	Intrst Rate Mdls/Der
Spring 2008	MTH	2003	Precal & Elem of Cal 1A
Spring 2008	MTH	9903	Capstone Project/Pre
Spring 2008	MTH	2205	Precal and Elements of Cal 1B
Fall 2007	MTH	9873	Intrst Rate Mdls/Der
Fall 2007	MTH	2205	Precal and Elements of Cal 1B
Fall 2007	MTH	4100	Linear Alg & Matrix Methods
Spring 2007	MTH	2003	Precal & Elem of Cal 1A
Spring 2007	MTH	4135	Comp Methods in Probability
Spring 2007	MTH	9903	Capstone Project/Pre
Spring 2007	MTH	3040	Actuarial Seminar : R for Actu
Fall 2006	MTH	9873	Intrst Rate Mdls/Der
Fall 2006	MTH	9903	Capstone Project/Pre
Fall 2006	MTH	2610	Calculus I
Fall 2006	MTH	2205	Precal and Elements of Cal 1B
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	9903	Capstone Project/Pre
Fall 2005	MTH	9873	Intrst Rate Mdls/Der
Fall 2005	MTH	5000	Independent Study Math I
Spring 2005	MTH	4125	Intro to Stochastic Processes
Spring 2005	MTH	9903	Capstone Project/Pre
Spring 2005	MTH	2001	Pre-Calculus
Fall 2004	MTH	9873	Intrst Rate Mdls/Der
Fall 2004	MTH	2610	Calculus I
Fall 2004	MTH	5000	Independent Study Math I
Fall 2004	MTH	5001	Independent Study Math II
Fall 2004	MTH	9903	Capstone Project/Pre
Spring 2004	MTH	2610	Calculus I
Spring 2004	MTH	5000	Independent Study Math I
Spring 2004	MTH	4135	Comp Methods in Probability
Fall 2003	MTH	9871	Adv Comp Methods Finance
Fall 2003	MTH	9903	Capstone Project/Pre
Spring 2003	MTH	9862	Prob & Stoch Processes II
Spring 2003	MTH	2001	Pre-Calculus
Spring 2003	MTH	3040	Actuarial Seminar : R for Actu
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	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