Dan Stefanica

Education

Ph.D., Mathematics, New York University

B.A., Mathematics, University of Bucharest

Books

Stefanica, D. (2016). Solutions Manual: A Linear Algebra Primer for Financial Engineering. FE Press.

Stefanica, D. (2014). A Linear Algebra Primer for Financial Engineering. FE Press.

Radoicic, R., Stefanica, D., & Wang, T. (2013). 150 Most Frequently Asked Questions on Quant Interviews. (p. 224). New York, NY, USA, FE Press LLC.

Stefanica, D. (2011). A Primer for the Mathematics of Financial Engineering. FE Press.

Stefanica, D. (2011). Solutions Manual: A Primer for the Mathematics of Financial Engineering. FE Press.

Stefanica, D. (2008). A Mathematical Primer with Numerical Methods for Financial Engineering. New York, FE Press.

Journal Articles

Stefanica, D. (2019). A Method for Finding Extremum Points and Its Applications. In Progress.

Matic, I., Radoicic, R., & Stefanica, D. (2018). A PDE Method for Estimation of Implied Volatility . 28.

Matic, I., Radoicic, R., & Stefanica, D. (2018). A Sharp Polya-based Approximation to the Normal Cumulative Distribution Function. Applied Mathematics and Computation, 322. 111-122.

Stefanica, D., & Radoicic, R. (2017). An Explicit Implied Volatility Formula. International Journal of Theoretical and Applied Finance, 20(7). 1750048 (32 pages).

Gatheral, J., Matic, I., Radoicic, R., & Stefanica, D. (2017). Tighter Bounds for Implied Volatility. International Journal of Theoretical and Applied Finance, 20(5). 1750035 (14 pages).

Matic, I., Radoicic, R., & Stefanica, D. (2017). Polya-based Approximation for the ATM-forward Implied Volatility. International Journal of Financial Engineering, 4(2-3). 1750032 (15 pages).

Stefanica, D., & Radoicic, R. (2016). A sharp approximation for ATM-forward option prices and implied volatilites. International Journal of Financial Engineering, 2(4). 24.

Dostal, Z., Horak, D., & Stefanica, D. (2009). A Scalable FETI--DP Algorithm with Non-penetration Mortar Conditions on the Contact Interface. Journal of Computational and Applied Mathematics, 231. 577-591.

Dostal, Z., Horak, D., & Stefanica, D. (2007). A Scalable FETI--DP Algorithm for a Semi-coercive Variational Inequality. Computer Methods in Appplied Mechanics and Engineering, 196(8). 1369-1379.

Stefanica, D. (2005). Parallel FETI Algorithms for Mortars. Applied Numerical Mathematics, 54. 266-279.

Dostal, Z., Horak, D., & Stefanica, D. (2005). A Scalable FETI-DP Algorithm for a Coercive Variational Inequality. Applied Numerical mathematics, 54. 378-390.

Stefanica, D. (2004). Lower Bounds for Additive Schwarz Methods for Mortat Finite Elements. Comptes Rendus de l'Academie de Paris, 339. 739-743.

Stefanica, D. (2002). FETI and FETI-DP Methods for Spectral and Mortar Spectral Elements: A Performance Comparison. Journal of Scientific Computing, 17(1-4). 629-637.

Stefanica, D., & Ismailescu, D. (2002). Minimizer Graphs for a Class of Extremal Problems. Journal of Graph Theory, 39(4). 230-240.

Holland, D. M., Rosales, R., Stefanica, D., & Tabak, E. G. (2002). Internal Hydraulic Jumps and Mixing in two-layer Flows. Journal of Fluid Mechanics, 470. 63-83.

Stefanica, D. (2001). A Numerical Study of FETI Algorithms for Mortar Finite Element Methods. SIAM Journal of Scientific Computing, 23(4). 1135-1160.

Stefanica, D. (2001). On the L^2 stability of the 1-D mortar projection. International Journal of Applied Mathematics, 7(4). 369-382.

Presentations

Stefanica, D. (2006, October 31). Financial Engineering: Education and Careers. Queens College: Economics Honor Society.

Stefanica, D., Dostal, Z., & Horak, D. (2006, December 31). An Overview of Scalable FETI--DP Algorithms for Variational Inequalities. Computational Science and Engineering, Proceedings of the 16th International Conference on Domain Decomposition.

Stefanica, D. (2006, December 31). Quandratic Programming and ScalableAlgorithms for Variational Inequalities. The Sixth European Conference on Numerical Mathematics and Advanced Applecations. Springer-Verkag: Numerical Mathematics and Advanced Applications.

Dostal, Z., Horak, D., & Stefanica, D. (2006, December 31). Quadratic Programming and Scalable Algorithms for Variational Inequalities. Proceedings of the Sixth European Conference on Numerical Mathematics and Advanced Applications.

Stefanica, D. (2005, January 31). A Balancing Algorithm for Mortar Elements. Sixteenth International Conference on Domain Decomposition Methods. New York University

Stefanica, D. (2005, January 31). A Balancing Algorithm for Mortar Elements. Sixteenth International Conference on Domain Decomposition Methods. New York University

Stefanica, D. (2005, January 31). A Scalable FETI-DP Algorithm with Mortars on Contact Interface. Sixteenth International Conference on Domain Decomposition Methods. New York University

Stefanica, D. (2004, December 31). Choosing Nonmortars: Does it Influence the Performance of FETI-DP Algorithms?. Computational Science and Engineering, Proceedings of the 15th International Conference on Domain Decomposition.

Stefanica, D. (2004, May 31). Balancing Algorithms for Mortars. Interative Methods, Preconditioning and Numerical PDEs. Czech Technical University, Prague

Stefanica, D. (2004, May 31). Scalable FETI Based Algorithms for Variational Inequalities and Effective Algorithms For Quadratic Programming. Interative Methods, Preconditioning and Numerical PDEs. Czech Technical University, Prague

Stefanica, D. (2003, July 31). Lower Bounds for Overlapping and Nonoverlapping Domain Decomposition Preconditioners for Mortar Element Methods. Fifteenth International Conference on Domain Decomposition Methods. Freie Universitat Berlin

Stefanica, D. (2003, July 31). Parallel FETI Algorithms for Mortars. Fifteenth International Conference on Domain Decomposition Methods. Freie Universitat Berlin

Stefanica, D. (2003, March 31). Parallel FETI Algorithms for Mortart. Sixth IMACS International Symposium on Iterative Methods in Scientific Computing. University of Colorado at Denver

Stefanica, D. (2002, April 30). Breaking Nonlinear Poincare Waves in a Slowly Rotating Environment. Fluid Dynamics Brown Bag Seminar. Masschusetts Institute of Technology

Stefanica, D. (2002, June 30). Fast Domain Decomposition Algorithms: FETI Methods for Mortar Finite Elements. Numerical Analysis Seminar. Technical University of Ostrava, Czech Republic

Stefanica, D. (2002, October 31). Meditarranean Turbulence: What Happens at Gibraltar?. Mathematics Seminar Series. Baruch College

Stefanica, D. (2002, November 30). Beyond the One-and-a-half Model for MIxing at Internal Hydraulic Jumps: The Three Layer Model. Fluid Dynamics Brown Bag Seminar. Massachusetts Institute of Technology

Stefanica, D. (2002, December 31). FETI and FETI--DP Algorithms for Mortar Elements. Aerospace Engineering Numerical Analysis Seminar. University of Colorado at Boulder

Stefanica, D. (2002, April 30). Internal Hydraulic Jumps and Mixing in Two-layer Flows. Mathematical Physics Seminar. Massachusetts Institute of Technology

Stefanica, D. (2001, December 31). FETI Algorithms for 3D Mortar Finite Elements, Finite Method: Three-dimensional Problems. Gakuto International Series on Mathematical Sciences and Applications.

Stefanica, D. (2001, September 30). A New Theory for Internal Hydraulics and Mixing in Two-layer Flows. Fluid Dynamics Brown Bag Seminar. Massachusetts Institute Technology

Stefanica, D. (2001, June 30). FETI Algorithms for Spectral Methods. International Conference On Spectral and High Order Methods. ICOSAHOM-01, Uppsala University,Sweden

Stefanica, D. (2000, June 30). A Numerical Study of the FETI Method for Mortar Finite Elements. Finite Element Methods for Three-dimensional Problems. Univeristy of Jyvaskyla, Finland

Stefanica, D. (2000, May 31). Invited Participant. Nonlinear Analysis 2000. New York University

Stefanica, D. (2000, April 30). The FETI Domain Decomposition Method. Numerical Analysis Seminar. Massachusetts Institute of Technology

Klawonn, A., & Stefanica, D. (1999, December 31). The FETI Method for Mortar Finite Elements. Proceedings of the 11th International Conference on Domain Decomposition.

Stefanica, D. (1999, July 31). Domain Decomposition Methods for Mortat Finite Elements. International Congress for Industrial and Applied Mathematics. ICIAM-99, Edinburgh

Stefanica, D. (1999, February 28). Domain Decomposition Methods for Mortar Finite Elements. Applied Mathematics Seminar. Tufts University

Stefanica, D. (1998, November 30). Numerical Results for the FETI Method with Mortars. Fall 1998 Finite Element Meeting. University of Maryland, College Park

Stefanica, D. (1998, March 31). On the L2 Stability of the 1-D Mortar Projection. Numerical Analysis Seminar. Universite Pierre et Marie Curie, Paris

Stefanica, D. (1998, July 31). Mortar FInite Elements for the FETI Method. 11th International Conference on Domain Decomposition. University of Greenwich, UK

Stefanica, D. (1998, August 31). Stability Properties for the mortat projections. NATO Advanced Study Institute. Antalya, Turkey

Stefanica, D. (1997, November 30). Poincare and Friedrichs Inequalities for Mortar Finite Elements. Special Analysis Seminar. Courant Institute of Mathematical Sciences

Stefanica, D. (1997, October 31). Mortar Finite Elements for the FETI Method. Fall 1997 Finite Element Meeting. Cornell University

Stefanica, D. (1997, July 31). Poincare and Friedrichs Inequalities for Mortar Finite Element. SIAM 45th Annual Meeting. Stanford University; Poster

Stefanica, D. (1997, August 31). Two-level Overlapping Schwarz Algorithms for Spectral Mortar. 10th International Conference on Domain Decomposition. University of Coorado at Boulder

Stefanica, D. (1997, September 30). Domain Decomposition Methods for Mortar Finite Elements. Numerical Analysis Workshop. Sion, Switzerland

Stefanica, D. (1997, April 30). Poincare and Friedrichs Inequalities for Mortar Finite Elements. Spring 1997 Finite Element Meeting. Courant Institute

Other Scholarly Works

Research Currently in Progess

Radoicic, R., Matic, I., & Stefanica, D.(n.d.). 50 Challenging Brainteasers from Quant Interviews. In Progress.

Stefanica, D.(n.d.). A Balancing Algorithm for Mortar Finite Elements. In Progress.

Stefanica, D.(n.d.). A Neumann-Neumann Algorithm for Mortar Finite Elements. In Progress.

Stefanica, D.(n.d.). A Numerical Comparison of Balancing Algorithms for Mortar Finite Elements. In Progress.

Stefanica, D.(n.d.). Lower Bounds for Overlapping and Nonoverlapping Domain Decomposition Preconditioners for Mortar Element Methods. In Progress.

Stefanica, D.(n.d.). On Fitting Zero Curves and Forward Rate Curves with Maximum Smoothness. In Progress.

College

University

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