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Publications in VIVO

Stutzer, Michael "Iron Mike" Professor


Research Areas research areas


research overview

  • Prof. Stutzer strives to improve quantitative methods used in financial economics. He has pioneered several applications of seemingly exotic concepts, e.g. the statistical theory of large deviations and information-theoretic entropy, to practical needs including the financial investment advising process and the valuation of derivative securities. Via his many articles in publications edited jointly by professors and practitioners, Stutzer seeks to correct common quantitative errors made within both groups.


  • quantitative finance, econometrics, finance pedagogy


selected publications


courses taught

  • APPM 4720 Open Topics in Applied Mathematics (Spring 2019)
  • FNCE 4820 Topics in Finance (Spring 2019)
  • MSBX 5205 Financial Strategy and Decision Modeling (Spring 2019)
  • MBAX 6240 Financial Markets, Institutions and Regulations (Fall 2018)
  • FNCE 4070 Financial Markets and Institutions (Fall 2018)
  • APPM 4720 Open Topics in Applied Mathematics (Spring 2018)
  • FNCE 4820 Topics in Finance (Spring 2018)


International Activities

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