Ivan Matic
Assistant Professor
Department of Mathematics, 6th Floor, Room 6230
Baruch College, City University of New York
One Bernard Baruch Way
(55 Lexington Ave. at 24th St)
New York NY, 10010
Office: VC 6294, Phone: (646) 3124142
Email: Ivan"dot"Matic"at"baruch"dot"cuny"dot"edu
Teaching
Fall 2017
Click here to access the material and information about current and past courses.
Research
Click here to get a more detailed description of my research. I am interested in probability, mathematical finance, statistical mechanics, partial differential equations, combinatorics, and dynamical systems.
Articles
 I. Matic, R. Radoicic, D. Stefanica, Polyabased approximation for the ATMforward implied volatility, International Journal of Financial Engineering, to appear (2017) [PDF]
 J. Gatheral, I. Matic, R. Radoicic, D. Stefanica, Tighter bounds for implied volatility, International Journal of Theoretical and Applied Finance, Vol. 20, No. 05, 1750035 (2017) [PDF]
 I. Matic, R. Radoicic, D. Stefanica, A sharp Polyabased approximation to the normal CDF, preprint [PDF]
 I. Matic, A parallel algorithm for the constrained shortest path problem on lattice graphs, preprint [PDF]
 I. Matic, D. Sivakoff, Excited deterministic walk in a random environment, Electronic Journal of Probability, vol. 20 (2015) no. 44, 119, Institute of Mathematical Statistics, ISSN 10836489 [PDF]
 I. Matic, Inequalities with determinants of perturbed positive matrices, Linear Algebra and its Applications 449 (2014), 166–174 [PDF]
 I. Matic, J. Nolen, A sublinear variance bound for solutions of a random HamiltonJacobi equation, Journal of Statistical Physics,
149 (2012), 342361
[PDF]
 I. Matic, Large deviations for processes in random environments with jumps, Electronic Journal of Probability, vol. 16 no. 87 (11232011), pp. 24062438, Institute of Mathematical Statistics, ISSN 10836489 [PDF]
 I. Matic, Homogenizations and large deviations (PhD Thesis), UC Berkeley, 2010 [PDF]
Software
Books
 D. Djukic, V. Jankovic, I. Matic, N. Petrovic, The IMO Compendium 19592009 (second edition), Springer 2011
 V. Baltic, D. Djukic, Dj. Krtinic, I. Matic, Practice Problems for High School Math Competitions in Serbia (in Serbian), Serbian Mathematical Society, 2008
 Z. Kadelburg, D. Djukic, M. Lukic, I. Matic, Inequalities (in Serbian), Serbian Mathematical Society, 2003
Websites
CUNY Probability
CUNY Probability Seminar
