Matthias Heymann
Matthias Heymann has a Ph.D. in mathematics (2002-07, Courant Institute of Mathematical Sciences, New York University) and did a postdoc in the Duke University Mathematics Department (2007-10). Specializing in probability theory, he made contributions related to Wentzell-Freidlin theory, i.e., the study of maximum likelihood transition curves in stochastic dynamical systems with small noise. One of his most notable publications is his monograph "Minimum Action Curves in Degenerate Finsler...See more
Matthias Heymann has a Ph.D. in mathematics (2002-07, Courant Institute of Mathematical Sciences, New York University) and did a postdoc in the Duke University Mathematics Department (2007-10). Specializing in probability theory, he made contributions related to Wentzell-Freidlin theory, i.e., the study of maximum likelihood transition curves in stochastic dynamical systems with small noise. One of his most notable publications is his monograph "Minimum Action Curves in Degenerate Finsler Metrics - Existence and Properties," published in Springer's "Lectures Notes in Mathematics" series. Since 2010 he has been working as a quantitative analyst at a major New York-based investment bank. See less
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