Dr. Philip Protter

Professor

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Biography

Philip E. Protter is a Professor of Statistics at Columbia University's Data Science Institute and Faculty of Arts and Sciences. His extensive research contributions focus on mathematical finance, including theories related to capital asset pricing, derivative pricing and hedging, issues in liquidity, financial bubbles, insider trading, high-frequency trading, and credit risk. Protter's expertise extends into stochastic calculus, particularly stochastic integration and differential equations, numerical solutions to stochastic differential equations, and Markov process theory. He has a significant academic footprint as an author and co-author of numerous textbooks and research publications. His editorial experience includes serving as an Associate Editor for nine research journals and as editor-in-chief of Stochastic Processes Applications. Protter is recognized as a Fellow of the Institute of Mathematical Statistics. His international academic influence is evident from being invited to give distinguished lectures in several renowned institutions, including the Humboldt Universität, University of Louisville, and the University of Paris (Dauphine), where he held a Fulbright Distinguished Chair in 2007. Notably, he has also been acknowledged with awards for his excellence in teaching.

Research Interests

Requirements for Columbia University

Doctorate Program
Requirements
GPA Requirement
Required:3
TOEFL
Total
Required:100
IELTS
Overall
Required:7.5
Prerequisites
Bachelor's degree or international equivalent
Application Checklist
  • Online application
  • Transcripts
  • Statement of Academic Purpose
  • Personal Statement
  • Three letters of recommendation
  • CV or Resume
  • Application fee
Specialization Notes

Department of Anthropology (GSAS)