## Ivan MaticDepartment of Mathematics, 6th Floor, Room 6-230 Baruch College, City University of New York One Bernard Baruch Way (55 Lexington Ave. at 24th St) New York NY, 10010 Office: VC 6-222, Phone: (646) 312-4142 E-mail: Ivan"dot"Matic"at"baruch"dot"cuny"dot"edu ## TeachingClick here to access the information on current and past courses. ## ResearchClick 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,
*A PDE method for estimation of implied volatility*, to appear in Quantitative Finance (2019) [PDF] - I. Matic, R. Radoicic, D. Stefanica,
*Polya-based approximation for the ATM-forward implied volatility*, International Journal of Financial Engineering, Vol. 4, Nos. 2 and 3, 1750032 (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 Polya-based approximation to the normal cumulative distribution function*, Applied Mathematics and Computation, 322 (2018), 111-122 [PDF] - I. Matic,
*A parallel algorithm for the constrained shortest path problem on lattice graphs*, in: Adamatzky, A (Ed.) Shortest path solvers. From software to wetware. Springer, 2018. [PDF] - I. Matic, D. Sivakoff,
*Excited deterministic walk in a random environment*, Electronic Journal of Probability, vol. 20 (2015) no. 44, 1-19, Institute of Mathematical Statistics, ISSN 1083-6489 [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 Hamilton-Jacobi equation*, Journal of Statistical Physics, 149 (2012), 342-361 [PDF] - I. Matic,
*Large deviations for processes in random environments with jumps*, Electronic Journal of Probability, vol. 16 no. 87 (11-23-2011), pp. 2406-2438, Institute of Mathematical Statistics, ISSN 1083-6489 [PDF] - I. Matic,
*Homogenizations and large deviations (PhD Thesis)*, UC Berkeley, 2010 [PDF]
## Software- I. Matic, R. Radoicic, D. Stefanica,
*A PDE method for estimation of implied volatility*, open source, available at github.com/maticivan/PDE-method-for-implied-volatility - I. Matic, R. Radoicic, D. Stefanica,
*Polya-Based Approximation for the ATM-Forward Implied Volatility*, open source, available at github.com/maticivan/atm-forward-implied-volatility-approximation -
I. Matic,
*Parallel algorithm for constrained shortest path problem in C++/OpenCL*, open source, available at github.com/maticivan/parallel_constrained_shortest_path
## Books- D. Djukic, V. Jankovic, I. Matic, N. Petrovic,
*The IMO Compendium 1959-2009*(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-
D. Djukic, V. Jankovic, I. Matic, N. Petrovic,
*IMOmath.com* -
D. Djukic, I. Matic,
*Math competitions in Serbia*
## CUNY Probability |

Ivan Matic | Research | Teaching | CV | IMOmath | Department of Mathematics | Baruch College | CUNY |