Ph.D., Applied Mathematics, University of Deleware, 1994
M.S., Mechanical Eng., University of Deleware, 1987
Diploma, Aerospace Eng.; Von Kārmān Inst. for Fluid Dynamics, Brussels, Belgium,
1985.
B.S., Mechanical Eng., University of Deleware, 1984
PROFESSIONAL EXPERIENCES
Assistant Professor, Department of Mathematical Scineces, University of Nevada, Las Vegas, 1998 - present
Visitng Assistant Professor, Department of Mathematical Sciences, Univeristy of Nevada, Las Vegas, 1997 - 1998
Term Assistant Professor, U.S. Military Academy; West Point, New York, 1994 - 1997.
RESEARCH INTERESTS
Partial Differential Equations
Numerical Analysis
Scientific Computing
Financial Mathematics
Mathematical Biology
TEACHING (SPRING 2001)
Office Hours
MWF 10:30 - 11:29am
Classes
MAT 181 Section 1
Calculus I
MWF 08:10 - 09:20am in CBC C138
MAT 120 Section 2
F. Coll. Math
MWF 09:30 - 10:20am in CBC C114
SELECTED PUBLICATIONS
M.D. Marcozzi; On the approximation of optimal stopping problems with
applications to financial mathematics, SIAM J. Sci. Comput., to appear.
M.D. Marcozzi, S. Choi, and C.S. Chen, On boundary conditions for variational
formulations arising in mathematical finance, Appl. Math.Comp. to appear.
G.C. Hsiao and M.D. Marcozzi; A boundary - finite element method for
potential flow past an airfoil, Generalized Analytic Functions, ed. H. Florian
et al., Kluwer (1998), 157 -181.
G.C. Hsiao and M.D. Marcozzi; Variational methods for the potential flow past
an airfoil, Applicable Analysis, 65 (1997), 153 - 182.
M.D. Marcozzi, On the approximation solvability of a class of strongly nonlinear
elliptic problems on unbounded domains, submitted
M.D. Marcozzi, On the valuation of Asian options by variational methods, submitted.
S.Choi and M.D. Marcozzi, On the valuation of foreign currency options under
stochastic interest rates, submitted.
GRANTS
On the Valuation of Derivative Securities; M.D. Marcozzi (Principle
investigator), S.Choi and C.S. Chen; UNLV, University Research Council, SITE
Award, $5,000, 8/99 - 8/00.
Computational methods in American option pricing, M.D. Marcozzi, G. Miel
(co-principal investigators); National Partnership for Advanced Computational
Infrastructure (NPACI), National Science Foundation, 1/00 - 12/00.
