NYU Stern

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Halina Frydman

Halina Frydman

Joined Stern 1978

Leonard N. Stern School of Business
Kaufman Management Center
44 West Fourth Street, 8-55
New York, NY 10012

E-mail hfrydman@stern.nyu.edu
Personal website

Biography

Halina Frydman is a Professor of Statistics and Operations Research at the Stern School of Business, New York University. Professor Frydman's primary research areas include Markov processes and survival analysis. Professor Frydman's recent work is concerned with applications of survival analysis and Markov chains to modeling of the unemployment/employment processes and corporate credit ratings migration.

Professor Frydman has published articles in a wide range of journals, including Journal of the American Statistical Association, The Annals of Applied Probability, Biometrika, Biometrics, Journal of the Royal Statistical Society, and The Journal of Finance. She teaches courses in statistics and stochastic processes.

Professor Frydman received her Bachelor of Science in physics and mathematics from Cooper Union, her Master in Arts and Master of Philosophy from Columbia University, and her Doctor of Philosophy from Columbia University.

Research Interests

  • Survival analysis
  • Stochastic models in finance and labor economics
  • Corporate credit ratings migration
  • Mixtures of Markov chains
  • Clinical Trials

Courses Taught

  • Regression & Forecasting Models
  • Statistics for Business Control, Regression & Forecasting
  • Stochastic Models in Finance
  • Stochastic Processes I

Academic Background

Ph.D., Math Statistics, 1978
Columbia

M.A., Math Statistics, 1974
Columbia

B.S., Physics & Math, 1972
Cooper Union

Areas of Expertise

Information, Operations & Management Sciences

  • Statistics
  • Stochastic Modeling