{"id":1784,"date":"2007-07-16T17:01:36","date_gmt":"2007-07-16T21:01:36","guid":{"rendered":"https:\/\/engineering.jhu.edu\/magazine-archive\/?p=1784"},"modified":"2014-12-16T17:02:14","modified_gmt":"2014-12-16T22:02:14","slug":"analyze","status":"publish","type":"post","link":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/","title":{"rendered":"Analyze This"},"content":{"rendered":"<figure id=\"attachment_1785\" class=\"wp-caption alignleft\" style=\"width: 363px\"><a href=\"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-content\/uploads\/2014\/07\/RDsummer200711.jpg\"><img loading=\"lazy\" decoding=\"async\" class=\"size-full wp-image-1785\" src=\"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-content\/uploads\/2014\/07\/RDsummer200711.jpg\" alt=\"David Audley, PhD \u201972 \" width=\"353\" height=\"243\" srcset=\"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-content\/uploads\/2014\/07\/RDsummer200711.jpg 353w, https:\/\/engineering.jhu.edu\/magazine-archive\/wp-content\/uploads\/2014\/07\/RDsummer200711-300x206.jpg 300w\" sizes=\"auto, (max-width: 353px) 100vw, 353px\" \/><\/a><figcaption class=\"wp-caption-text\">David Audley, PhD \u201972 returns to Hopkins<\/figcaption><\/figure>\n<p>Every Tuesday this past spring semester, David Audley, PhD \u201972 commuted by train from New York to Homewood to teach more than 30 graduate and undergraduate students enrolled in Mathematical Modeling of Securities and Financial Markets, a new course offered by the Whiting School\u2019s Department of Applied Mathematics and Statistics (AMS).<\/p>\n<p>\u201cThere\u2019s huge student interest in the study of finance at universities across the country,\u201d says Dan Naiman, chair of the department. \u201cMath majors today are going on to work as financial analysts.\u201d<\/p>\n<p>To complement an already top-notch mathematics curriculum that includes some classes in finance, AMS has proposed a new master\u2019s program in financial mathematics. And while the approval process moves ahead, the department decided to debut one of the offerings.<\/p>\n<p>\u201cFor this class we knew we wanted someone with a strong mathematics background and wide industry experience\u2014a senior practitioner,\u201d says Naiman.<\/p>\n<p>Fortunately, Audley, who was serving on the new program\u2019s advisory committee, not only fit the bill, but was eager to return to the School of Engineering. Audley received his PhD in electrical engineering in 1972. His son, Christopher, earned a degree from the Whiting School in electrical and computer engineering in 1994.<\/p>\n<p>Today, Audley is a part owner of two companies\u2014 Watch Hill Fund, a hedge fund, and Beacon, a peer-to-peer networking tool for bond trading\u2014and has experience in analytic trading, risk management, securities and market research, and financial technologies. In short, he has all the skills, knowledge, and practical experience needed to teach the class.<\/p>\n<p>\u201cI hadn\u2019t been back here for years\u2014since Christopher graduated,\u201d says Audley. \u201cSo returning to campus, seeing what\u2019s changed, was interesting.\u201d He adds, \u201cThe high level of interest in the class didn\u2019t surprise me, though, given the number of Hopkins graduates I see on Wall Street.\u201d<\/p>\n<p>Interest is so high that Audley will return in the fall to teach the second half of the course. \u201cStudents here can go to the library and learn about the relatively new concepts I cover, but what I have to offer is first-person experience.\u201d<\/p>\n<p>\u201cDave is not the only alumni practitioner on board,\u201d Naiman notes. Jim Tzitzouris \u201902 got his PhD from AMS, is now a vice president at T. Rowe Price, and has been teaching Investment Science since he graduated. \u201cOur alumni are well-positioned to help us,\u201d says Naiman.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Every Tuesday this past spring semester, David Audley, PhD \u201972 commuted by train from New York to Homewood to teach more than 30 graduate and undergraduate students enrolled in Mathematical Modeling of Securities and Financial Markets, a new course offered by the Whiting School\u2019s Department of Applied Mathematics and Statistics (AMS). \u201cThere\u2019s huge student interest&#8230;<\/p>\n","protected":false},"author":4,"featured_media":1785,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[75],"tags":[],"class_list":["post-1784","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-research-development","issue-summer-2007"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.7 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Analyze This - JHU Engineering Magazine<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Analyze This - JHU Engineering Magazine\" \/>\n<meta property=\"og:description\" content=\"Every Tuesday this past spring semester, David Audley, PhD \u201972 commuted by train from New York to Homewood to teach more than 30 graduate and undergraduate students enrolled in Mathematical Modeling of Securities and Financial Markets, a new course offered by the Whiting School\u2019s Department of Applied Mathematics and Statistics (AMS). \u201cThere\u2019s huge student interest...\" \/>\n<meta property=\"og:url\" content=\"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/\" \/>\n<meta property=\"og:site_name\" content=\"JHU Engineering Magazine\" \/>\n<meta property=\"article:published_time\" content=\"2007-07-16T21:01:36+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2014-12-16T22:02:14+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-content\/uploads\/2014\/07\/RDsummer200711.jpg\" \/>\n\t<meta property=\"og:image:width\" content=\"353\" \/>\n\t<meta property=\"og:image:height\" content=\"243\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"author\" content=\"Abby Lattes\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"Abby Lattes\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"2 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"NewsArticle\",\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/#article\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/\"},\"author\":{\"name\":\"Abby Lattes\",\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/#\\\/schema\\\/person\\\/0244393be370fbc3ead8ec26062e9742\"},\"headline\":\"Analyze This\",\"datePublished\":\"2007-07-16T21:01:36+00:00\",\"dateModified\":\"2014-12-16T22:02:14+00:00\",\"mainEntityOfPage\":{\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/\"},\"wordCount\":404,\"commentCount\":0,\"image\":{\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/#primaryimage\"},\"thumbnailUrl\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/wp-content\\\/uploads\\\/2014\\\/07\\\/RDsummer200711.jpg\",\"articleSection\":[\"Research &amp; Development\"],\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"CommentAction\",\"name\":\"Comment\",\"target\":[\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/#respond\"]}]},{\"@type\":\"WebPage\",\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/\",\"url\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/\",\"name\":\"Analyze This - JHU Engineering Magazine\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/#website\"},\"primaryImageOfPage\":{\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/#primaryimage\"},\"image\":{\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/#primaryimage\"},\"thumbnailUrl\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/wp-content\\\/uploads\\\/2014\\\/07\\\/RDsummer200711.jpg\",\"datePublished\":\"2007-07-16T21:01:36+00:00\",\"dateModified\":\"2014-12-16T22:02:14+00:00\",\"author\":{\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/#\\\/schema\\\/person\\\/0244393be370fbc3ead8ec26062e9742\"},\"breadcrumb\":{\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/\"]}]},{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/#primaryimage\",\"url\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/wp-content\\\/uploads\\\/2014\\\/07\\\/RDsummer200711.jpg\",\"contentUrl\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/wp-content\\\/uploads\\\/2014\\\/07\\\/RDsummer200711.jpg\",\"width\":353,\"height\":243,\"caption\":\"David Audley, PhD \u201972 returns to Hopkins\"},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/2007\\\/07\\\/analyze\\\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Analyze This\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/#website\",\"url\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/\",\"name\":\"JHU Engineering Magazine\",\"description\":\"\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"en-US\"},{\"@type\":\"Person\",\"@id\":\"https:\\\/\\\/engineering.jhu.edu\\\/magazine-archive\\\/#\\\/schema\\\/person\\\/0244393be370fbc3ead8ec26062e9742\",\"name\":\"Abby Lattes\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\\\/\\\/secure.gravatar.com\\\/avatar\\\/c56cb7af5427f847aa288542444ba9ff3d2107bf85dc6c6d44a4d1315608258d?s=96&r=g\",\"url\":\"https:\\\/\\\/secure.gravatar.com\\\/avatar\\\/c56cb7af5427f847aa288542444ba9ff3d2107bf85dc6c6d44a4d1315608258d?s=96&r=g\",\"contentUrl\":\"https:\\\/\\\/secure.gravatar.com\\\/avatar\\\/c56cb7af5427f847aa288542444ba9ff3d2107bf85dc6c6d44a4d1315608258d?s=96&r=g\",\"caption\":\"Abby Lattes\"}}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Analyze This - JHU Engineering Magazine","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/","og_locale":"en_US","og_type":"article","og_title":"Analyze This - JHU Engineering Magazine","og_description":"Every Tuesday this past spring semester, David Audley, PhD \u201972 commuted by train from New York to Homewood to teach more than 30 graduate and undergraduate students enrolled in Mathematical Modeling of Securities and Financial Markets, a new course offered by the Whiting School\u2019s Department of Applied Mathematics and Statistics (AMS). \u201cThere\u2019s huge student interest...","og_url":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/","og_site_name":"JHU Engineering Magazine","article_published_time":"2007-07-16T21:01:36+00:00","article_modified_time":"2014-12-16T22:02:14+00:00","og_image":[{"width":353,"height":243,"url":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-content\/uploads\/2014\/07\/RDsummer200711.jpg","type":"image\/jpeg"}],"author":"Abby Lattes","twitter_card":"summary_large_image","twitter_misc":{"Written by":"Abby Lattes","Est. reading time":"2 minutes"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"NewsArticle","@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/#article","isPartOf":{"@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/"},"author":{"name":"Abby Lattes","@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/#\/schema\/person\/0244393be370fbc3ead8ec26062e9742"},"headline":"Analyze This","datePublished":"2007-07-16T21:01:36+00:00","dateModified":"2014-12-16T22:02:14+00:00","mainEntityOfPage":{"@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/"},"wordCount":404,"commentCount":0,"image":{"@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/#primaryimage"},"thumbnailUrl":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-content\/uploads\/2014\/07\/RDsummer200711.jpg","articleSection":["Research &amp; Development"],"inLanguage":"en-US","potentialAction":[{"@type":"CommentAction","name":"Comment","target":["https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/#respond"]}]},{"@type":"WebPage","@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/","url":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/","name":"Analyze This - JHU Engineering Magazine","isPartOf":{"@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/#website"},"primaryImageOfPage":{"@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/#primaryimage"},"image":{"@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/#primaryimage"},"thumbnailUrl":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-content\/uploads\/2014\/07\/RDsummer200711.jpg","datePublished":"2007-07-16T21:01:36+00:00","dateModified":"2014-12-16T22:02:14+00:00","author":{"@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/#\/schema\/person\/0244393be370fbc3ead8ec26062e9742"},"breadcrumb":{"@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/#breadcrumb"},"inLanguage":"en-US","potentialAction":[{"@type":"ReadAction","target":["https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/"]}]},{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/#primaryimage","url":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-content\/uploads\/2014\/07\/RDsummer200711.jpg","contentUrl":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-content\/uploads\/2014\/07\/RDsummer200711.jpg","width":353,"height":243,"caption":"David Audley, PhD \u201972 returns to Hopkins"},{"@type":"BreadcrumbList","@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/2007\/07\/analyze\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Home","item":"https:\/\/engineering.jhu.edu\/magazine-archive\/"},{"@type":"ListItem","position":2,"name":"Analyze This"}]},{"@type":"WebSite","@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/#website","url":"https:\/\/engineering.jhu.edu\/magazine-archive\/","name":"JHU Engineering Magazine","description":"","potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/engineering.jhu.edu\/magazine-archive\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"en-US"},{"@type":"Person","@id":"https:\/\/engineering.jhu.edu\/magazine-archive\/#\/schema\/person\/0244393be370fbc3ead8ec26062e9742","name":"Abby Lattes","image":{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/secure.gravatar.com\/avatar\/c56cb7af5427f847aa288542444ba9ff3d2107bf85dc6c6d44a4d1315608258d?s=96&r=g","url":"https:\/\/secure.gravatar.com\/avatar\/c56cb7af5427f847aa288542444ba9ff3d2107bf85dc6c6d44a4d1315608258d?s=96&r=g","contentUrl":"https:\/\/secure.gravatar.com\/avatar\/c56cb7af5427f847aa288542444ba9ff3d2107bf85dc6c6d44a4d1315608258d?s=96&r=g","caption":"Abby Lattes"}}]}},"_links":{"self":[{"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/posts\/1784","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/comments?post=1784"}],"version-history":[{"count":2,"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/posts\/1784\/revisions"}],"predecessor-version":[{"id":2878,"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/posts\/1784\/revisions\/2878"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/media\/1785"}],"wp:attachment":[{"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/media?parent=1784"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/categories?post=1784"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/engineering.jhu.edu\/magazine-archive\/wp-json\/wp\/v2\/tags?post=1784"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}