Ivan Matic

Assc Professor

Weissman School of Arts and Sciences

Department: Mathematics

Areas of expertise:

Email Address: ivan.matic@baruch.cuny.edu

> View CV

Biography
Teaching
Research and Creative Activity
Grants
Honors and Awards
Service

Education

Ph.D., Mathematics, University of California Berkeley Berkeley USA

BSc, Mathematics, University of Belgrade, Department of Mathematics Belgrade Serbia

Semester	Course Prefix	Course Number	Course Name
Fall 2023	MTH	5000	Independent Study Math I
Fall 2023	MTH	4300	Algorithms, Computers and Prog
Fall 2023	MTH	4000	Bridge to Higher Mathematics
Fall 2023	MTH	9900	Special Topics in Mathematics
Summer 2023	MTH	2003	Precal & Elem of Cal 1A
Spring 2023	MTH	4300	Algorithms, Computers and Prog
Spring 2023	MTH	3120	Elementary Probability
Spring 2023	MTH	4300	Algorithms, Computers and Prog
Fall 2022	MTH	4300	Algorithms, Computers and Prog
Spring 2022	MTH	4300	Algorithms, Computers and Prog
Fall 2021	MTH	4119	Multivariate Prob Dist
Fall 2021	MTH	4120	Introduction to Probability
Fall 2021	MTH	4300	Algorithms, Computers and Prog
Summer 2021	MTH	2205	Precal and Elements of Cal 1B
Summer 2021	MTH	2205	Precal and Elements of Cal 1B
Spring 2021	MTH	4000	Bridge to Higher Mathematics
Spring 2021	MTH	4300	Algorithms, Computers and Prog
Fall 2020	MTH	9900	Special Topics in Mathematics
Fall 2020	MTH	4119	Multivariate Prob Dist
Fall 2020	MTH	4120	Introduction to Probability
Fall 2020	MTH	4300	Algorithms, Computers and Prog
Spring 2020	MTH	4140	Graph Theory
Spring 2020	MTH	4120H	Honors- Intro to Probability
Spring 2020	MTH	4300	Algorithms, Computers and Prog
Fall 2019	MTH	4119	Multivariate Prob Dist
Fall 2019	MTH	4300	Algorithms, Computers and Prog
Fall 2019	MTH	4120	Introduction to Probability
Spring 2019	MTH	4300	Algorithms, Computers and Prog
Fall 2018	MTH	4300	Algorithms, Computers and Prog
Spring 2018	MTH	4300	Algorithms, Computers and Prog
Spring 2018	MTH	4140	Graph Theory
Fall 2017	MTH	4300	Algorithms, Computers and Prog
Spring 2017	MTH	4300	Algorithms, Computers and Prog
Fall 2016	MTH	4150	Combinatorics
Fall 2016	MTH	4500	Intro Financial Math
Spring 2016	MTH	4500	Intro Financial Math
Spring 2016	MTH	9878	Interest Rate Models
Spring 2016	MTH	5000	Independent Study Math I
Spring 2016	MTH	5002	Independent Study Math III
Fall 2015	MTH	4150	Combinatorics
Fall 2015	MTH	5000	Independent Study Math I
Fall 2015	MTH	4500	Intro Financial Math
Spring 2015	MTH	4500	Intro Financial Math
Spring 2015	MTH	4100	Linear Alg & Matrix Methods
Fall 2014	MTH	3030	Elements of Calculus III
Fall 2014	MTH	2610	Calculus I
Spring 2014	MTH	4500	Intro Financial Math
Spring 2014	MTH	2205	Precal and Elements of Cal 1B
Fall 2013	MTH	3030	Elements of Calculus III
Fall 2013	MTH	3020	Calculus III
Fall 2013	MTH	2003	Precal & Elem of Cal 1A

Books

Radoicic, R., Matic, I., & Stefanica, D. (2023). Challenging Brainteasers for Interviews. New York, NY, FE Press. In Progress.

Matic, I., Radoicic, R., & Stefanica, D. (2021). Probability and Stochastic Calculus Quant Interview Questions. (p. 334). USA, FE Press.

Kadelburg, Z., Djukic, D., Lukic, M., & Matic, I. (2014). Inequalities (in Serbian). Belgrade, Serbia, Serbian Mathematical Society.

Djukic, D., Jankovic, V., Matic, I., & Petrovic, N. (2011). The IMO Compendium 1959-2009 (second edition). (p. 809). Heidelberg, Germany, Springer (Problem Books in Mathematics).

Journal Articles

Matic, I. (2022). Waiting times for ties in random competitions. In Progress.

Matic, I., Radoicic, R., & Stefanica, D. (2019). A PDE method for estimation of implied volatility. Quantitative Finance, 20(3). 393-408.

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

Matic, I., Radoicic, R., & Stefanica, D. (2017). A sharp Polya-based approximation to the normal CDF. Applied Mathematics and Computation, 322. 111-122.

Gatheral, J., Matic, I., Radoicic, R., & Stefanica, D. (2017). Tighter bounds for implied volatility. International Journal of Theoretical and Applied Finance, 20(5). 14 pages.

Matic, I., & Sivakoff, D. (2015). Excited deterministic walk in a random environment. Electronic journal of probability, 20(44). 1-19.

Matic, I. (2014). Inequalities with determinants of perturbed positive matrices. Linear Algebra and its Applications/Elsevier, 449. 166-174.

Matic, I., & James, N. (2012). A Sublinear Variance Bound for Solutions of a Random Hamilton–Jacobi Equation. Journal of Statistical Physics, 149(2). 342-361.

(2011). Large deviations for processes in random environments with jumps. Electronic Journal of Probability, 16(083-6489). 2406-2438.

Kadelburg, Z., Djukic, D., Lukic, M., & Matic, I. (2005). Inequalities of Karamata, Schur and Muirhead, and some applications. The Teaching of Mathematics/ Mathematical Society of Serbia, 8(1). 31-45.

Book Chapters

Matic, I. (2018). A parallel algorithm for the constrained shortest path problem on lattice graphs. In Adamatzky, A. (Ed.), Shortest path solvers. From software to wetware (pp. 1-26). Springer.

Presentations

Kosygina, E., & Matic, I. (2018, July 1). Mini-course: Large Deviations through Examples. Northwestern Summer School in Probability. Evanston, IL: Northwestern University.

Kosygina, E., & Matic, I. (2018, July 31). Large deviations through examples. 2nd Northwestern Summer School in Probability. Northwestern University: Northwestern University.

Kosygina, E., & Matic, I. (2018, July 31). Mini-course: Large Deviations through Examples. Northwestern Summer School in Probability. Evanston, IL: Northwestern University.

Matic, I. (2015, March 25). Large deviations for deterministic walks in excited random environments. AMS Central Spring Sectional Meeting. East Lansing, Michigan: American Mathematical Society.

Matic, I. (2014, January 31). A sublinear bound for the variance of solutions for Hamilton-Jacobi equations.. Probability and Mathematical Physics Seminar. NYU: Courant Institute NYU.

Matic, I. (2014, March 11). Deterministic processes in random environments. CUNY Probability Seminar. Cuny Graduate Center: CUNY Graduate Center.

Matic, I. (2014, March 27). A sub linear bound for the variance of Hamilton Jacobi Equations. Ohio State Probability Seminar. Columbus, Ohio: Ohio State University.

Matic, I. (2014, May 6). Regularity in randomness. Weissman Brown Bag Seminar. Baruch College: Weissman School of Arts and Sciences.

Matic, I. (2014, October 29). A sublinear bound for the variance of solutions for Hamilton-Jacobi equations. Quantitative Finance Seminar. New York: Baruch College.

Matic, I. (2014, September 16). Deterministic walks in random environments and excited random environments. Mathematical Finance and Probability Seminar. New Brunswick: Rutgers University.

Other Scholarly Works

Matic, I., Radoicic, R., & Stefanica, D. (2019). Implementation of the PDE method for estimation of implied volatility.

github.com/maticivan/PDE-method-for-implied-volatility

Matic, I., Radoicic, R., & Stefanica, D. (2017). Implementation of the Polya-Based Approximation for the ATM-Forward Implied Volatility.

github.com/maticivan/atm-forward-implied-volatility-approximation

Matic, I. (2015). Implementation of the parallel algorithm for constrained shortest path problem in C++/OpenCL.

github.com/maticivan/parallel_constrained_shortest_path

Title	Funding Agency Sponsor	Start Date	End Date	Awarded Date	Total Funding	Status
Random processes with non-gaussian asymptotic behavior	Eugene Lang Fellowship	06/01/2016	06/30/2017	05/06/2016	7500	Completed
Particle systems in random environments with non-gaussian limit shapes	PSC-CUNY 47	07/01/2016	06/30/2017	04/15/2016	5868.4	Completed
Limiting behavior of variational problems	PSC-CUNY 46	07/01/2015	06/30/2016	04/17/2015	3496.8	Completed
Processes in Excited Random Environments	PSC-CUNY 45	07/01/2014	06/30/2015	04/15/2014	3498.4	Completed

Honor / Award	Organization Sponsor	Date Received	Description
Fields Postdoctoral Fellowship	Fields Institute Toronto	2010	I was given a fellowship to spend the Spring semester of 2011 as the postdoc at the Fields Institute.
Nikki Kose Memorial Teaching Prize	UC Berkeley	2010	Every year the award is given at commencement to one graduating PhD student for exceptional teaching.
Silver Medal, International Mathematical Olympiad		1999	The International Mathematical Olympiad is individual high school contest. Each country sends their top 6 students selected through the national competitions. As a member of team of Serbia, I won a second prize (also called Silver Medal)

College

Committee Name	Position Role	End Date
Collaboration with National School of Development of Beijing University	Attendee, Meeting	Present
NSD Beijing - MFE Baruch 2014 Summer Camp	Faculty Advisor	Present
Computer science	Committee Member	Present
Committee for Base Curriculum	Committee Member	Present
Committee for Prizes	Committee Member	Present

University

Committee Name	Position Role	Start Date	End Date
Organizing committee for Northeastern Probability Seminar	Committee Member	9/1/2015	Present

Professional

Organization	Position Role	Organization Country	Start Date	End Date
Springer	Reviewer, Book	United States	1/1/2018	Present
Journal of Functional Analysis	Reviewer, Journal Article	United States	7/18/2017	Present
Linear Algebra and Its Applications	Reviewer, Journal Article		5/1/2015	Present
Mathematical Inequalities & Applications	Reviewer, Journal Article	Croatia	1/10/2015	Present
ALEA, the Latino American electronic journal of Probability and Statistics	Reviewer, Journal Article	Brazil	8/26/2013	Present
Wiley	Reviewer, Book		6/1/2012	4/30/2013

Public

Organization	Position Role	Organization State	Organization Country	Start Date	End Date	Audience
MoMathlon	Speaker at the mathematical competition	New York	United States		3/7/2014	Local