Faculty

Henry Schellhorn
Associate Professor of Mathematics
& Co-Academic Director of the Financial Engineering Program
Ph.D. University of California, Los Angeles, 1995

Professor Schellhorn joined the School of Mathematical Sciences at Claremont Graduate University in the fall of 2005.  He had previously been on the faculty of The University of Lausanne in Switzerland and created the exchange program between the Financial Engineering program and the University of Lausanne.  Professor Schellhorn also has ten years experience as a quant in private industry.  In his time working for Oracle, he was the head of a research group which developed a system for using Monte-Carlo simulations to calibrate Value at Risk models and he currently holds a US patent for the procedure.  More recently, Professor Schellhorn ran one of the math clinics where he worked with students to develop new approaches to assessing credit risk.
James Mills
Associate Professor of Mathematics
Adjunct Professor of Finance
Co-Academic Director of the Financial Engineering Program

Ph.D. University of Oregon

Professor Mills served on the faculty of the American Graduate School of International Management (Thunderbird) for 25 years and was co-director of the Thunderbird International Banking Institute. For over 20 years he has been active in consulting and training internationally for both non-financial corporations and commercial banks. He consults and teaches corporate courses in treasury management, asset/liability management and financial risk management. He currently sits on the board of ING Direct. Professor Mills has been an adjunct professor at the Drucker School of Management since 2006 where he draws upon his expertise in Risk Management.
John Angus
Associate Professor of Mathematics
Professor, The School of Mathematical Sciences
Ph.D. University of California, Riverside, 1981

As a Fellow of the Royal Statistical Society and Chartered Statistician, Professor Angus has held numerous grants with the Naval Health Research Center through the American Society for Engineering Education, the National Security Agency, the Department of Defense Polygraph Institute and the Office of Naval research. He has also served as a head scientist for the Hughes Aircraft Company in Fullerton, California. After serving in the public and private sectors, Dr. Angus first came to CGU as a professor in 1990 and was one of the two co-founders of the Financial Engineering Program in 1998. In fact, Professor Angus taught the first Mathematical Finance class offered at CGU and the success of his class is what ultimately led to the creation of the Financial Engineering Program.
Jay Prag
Associate Professor of Finance, the Drucker School of Management
Ph.D. University of Rochester, 1988

Professor Prag has been teaching finance, economics, management and leadership classes at the Drucker School since 1986. He has also spent time teaching at Harvey Mudd and Claremont McKenna Colleges and is the faculty advisor for the Pomona College Investment Club. Professor Prag has won several teaching awards in his years at the Claremont Consortium. He serves on the Board of Directors of Mount San Antonio Gardens, a large nonprofit retirement community in Claremont and has been actively involved in several start-ups. In addition to teaching at the Consortium, Professor Prag also teaches financial analysis in the Executive Leadership Potential program for Southern California Edison. He became a Co-Director of the Financial Engineering Program in the fall of 2007.
Hideki Yamawaki
Associate Professor of Mathematics
Ito Chair of International Business
Professor of Management, the Drucker School of Management

Ph.D. Harvard University, 1982

Professor Yamawaki was formerly on the faculties of University of California, Los Angeles and Université Catholique de Louvain in Belgium . Between 1982 and 1990 he was a research fellow at Wissenschaftszentrum Berlin in Germany . Professor Yamawaki has been a consultant with many prestigious international institutions including the European Commission, the World Bank and the OECD. He later joined the Drucker faculty as a management professor in 2000 and assumed the role of Associate Dean in 2006.
Vijay Sathe
C.S. and D.J. Davidson Chair and Professor of Management, the Drucker School of Management

Ph.D. The Ohio State University, 1974

Professor Sathe held professorships at Georgia Institute of Technology and Harvard Business School. In 1986, he joined the faculty at The Drucker School of Management and has been teaching there ever since. Professor Sathe specializes in the development and implementation of global strategies, new business creation, leadership and cultural change, building winning executive teams and revitalization of the organization and self. He is an internationally recognized expert in the field of strategic leadership and has made presentations to companies and governments worldwide. Professor Sathe has taught, and developed, numerous executive education programs in the United States and Europe and served as a consultant to over twenty Fortune 500 companies.
James Wallace
Associate Professor of Accounting, the Drucker School of Management

Ph.D. University of Washington, 1996

Professor Wallace has extensive private industry and academic experience prior to joining the faculty at Claremont Graduate University in 2003. He has worked as an auditor in public accounting, as a division controller for a major health care provider and as a faculty member at the University of California, Irvine. He has also served as a consultant for organizations such as The Children’s Hospital of Orange County and The International Center for Leadership in Finance. Professor Wallace holds a CPA certificate from the state of California and is a member of The American Institute.
Allon Percus
Associate Professor of Mathematics
Adjunct Professor of Finance
Co-Academic Director of the Financial Engineering Program

Ph.D. University of Oregon

Professor Mills served on the faculty of the American Graduate School of International Management (Thunderbird) for 25 years and was co-director of the Thunderbird International Banking Institute. For over 20 years he has been active in consulting and training internationally for both non-financial corporations and commercial banks. He consults and teaches corporate courses in treasury management, asset/liability management and financial risk management. He currently sits on the board of ING Direct. Professor Mills has been an adjunct professor at the Drucker School of Management since 2006 where he draws upon his expertise in Risk Management.
Eric Hughson
Ph.D., (Finance) Carnegie Mellon University, 1990
M.S., (Finance) Carnegie Mellon University, 1986
B.S. (Mechanical Engineering) Massachusetts Institute of Technology, 1981

Henrik Cronqvist
Ph.D., (Finance) University of Chicago Graduate School of Business
Ekonomie Licentiat Degree
M.S., (Economics and Business) - Graduation with highest distinction
Stockholm School of Economics


Adjunct Faculty

Claudia Rangel Escareno  
Adjunct Professor of Mathematics

Ph.D. claremont graduate university, 2003

Professor Rangel Escareno has been an adjunct professor in the School of Mathematical Sciences ever since she received her Ph.D. from there in 2003. Her doctoral dissertation specialized in computational biology and she continued that work with time spent as a researcher at the University of Southern California. Currently, Professor Rangel Escareno is now an Associate Researcher at the National Institute of Genomic Research.
Andrew Nguyen
Adjunct Professor of Mathematics

Ph.D. University of California, irvine, 2002

Arriving at the School of Mathematical Sciences in the Spring of 2007, Professor Nguyen is one of the most recent faculty additions to the financial engineering program. Before arriving at CGU, he previously taught statistics at California State University, Fullerton. In addition to teaching, Professor Nguyen serves as a collaborator on numerous research projects. He performs in depth statistical analysis to uncover complex, real world relationships in a wide array of fields.
David German
Associate Professor of Mathematics, Claremont McKenna College

Ph.D. financiAL MATHEMATICS, CARNEGIE MELLON UNIVERSITY

Professor German's research interests include mathematical finance, utility optimization, the large investor problem, and liquidity.
Fan Yu
Assistant Professor of Financial Economics
Robert Day School of Economics and Finance CMC

Ph.D. Economics, Cornell University

Professor Yu's research interests are in credit risk modeling, fixed income and derivative securities, and financial risk management.
He has been awarded several research grants and fellowships, including those from the FDIC and Moody’s Credit Market Research Fund. As an undergraduate, he won the Lloyd G. Elliott First Prize in the Canadian Association of Physicists Prize Examination.
Fan has published several papers in top finance journals on correlated default modeling, the determinants of credit spreads, and relative value strategies across fixed income, equity, and credit markets. He is an Associate Editor for the Review of Derivatives Research and is a reviewer for numerous academic journals. Fan studied physics at Nanjing, McMaster, and Harvard universities before turning his interest to finance. He holds a BSc/MSc in Physics from McMaster University and an MA/PhD in Economics from Cornell University.

 

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