# Peter Lakner

0 pl3 [Tenured or Tenure Track](/taxonomy/term/4799) Associate Professor of Technology, Operations, and Statistics 1989 [ Personal Website ](http://www.stern.nyu.edu/~plakner)      ![Peter Lakner profile photo](/sites/default/files/styles/480w_x_543h/public/media/plakner.jpg?h=89fff19e&itok=SBnmqxR8)

Kaufman Management Center

44 West Fourth Street, 8-61

New York, NY 10012

8-61 0 - Ph.D., Statistics, 1989

Columbia
- M.A., Mathematics, 1980

Eotvos Lorand University
- B.A., Mathematics, 1978

Eotvos Lorand University

- Applied Stochastic Processes for Financial Models
- Continuous Time Processes
- Quantitative Methods for Financial Models
- Statistics and Data Analysis
- Statistics for Business Control

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.

Technology, Operations & Statistics

- Stochastic Modeling

- Mathematical Finance
- Stochastic Optimization and Control