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Peter Lakner

  • Associate Professor of Technology, Operations, and Statistics

Joined Stern 1989

pl3@stern.nyu.edu

Leonard N. Stern School of Business

Kaufman Management Center

44 West Fourth Street, 8-61

New York, NY 10012

Personal Website

About Peter Lakner

Peter Lakner is Associate Professor of Statistics and Operations Research at New York University Stern School of Business. Professor Lakner teaches courses in statistics and data analysis, stochastic processes for financial models, and stochastic models in finance.

Professor Lakner has been with NYU Stern for more than 20 years. His primary research areas include mathematical finance, optimization, option pricing, stochastic modeling, and stochastic processes. Professor Lakner has been published in many journals including Mathematical Finance, The Annals of Applied Probability, and Stochastic Processes and Their Applications. Before joining NYU Stern, Professor Lakner worked for the Hungarian National Computer Science Institute and IBM. He taught at the University of Engineering in Budapest, Columbia University, CUNY Hunter College, and the University of Maryland.

Professor Lakner received his Bachelor of Arts and Master of Arts in mathematics from Eotvos Lorand University in Budapest. He received his Doctor of Philosophy in statistics from Columbia University.

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  • Technology, Operations, and Statistics Department
  • Mathematical Finance
  • Stochastic Optimization and Control
  • Technology, Operations & Statistics
    • Stochastic Modeling
  • Applied Stochastic Processes for Financial Models
  • Continuous Time Processes
  • Quantitative Methods for Financial Models
  • Statistics and Data Analysis
  • Statistics for Business Control

  • Ph.D., Statistics, 1989

    Columbia

  • M.A., Mathematics, 1980

    Eotvos Lorand University

  • B.A., Mathematics, 1978

    Eotvos Lorand University