Dylan Possamai

ASSISTANT PROFESSOR OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH

Dylan Possamai’s research interests include stochastic analysis, backward stochastic differential equations, risk measures theory, model uncertainty, robust finance, stochastic control, contract theory, principal-agent problems, moral hazard, adverse selection, Malliavin calculus, and transaction costs.

Prior to joining Columbia Engineering in 2017, he taught at Université Paris Dauphine (CEREMADE).

He earned his PhD in 2011 from École Polytechnique, France; his MS in 2009, from UPMC Sorbonne Universités, and his BS in 2009 from École Polytechnique.