Steven Goldschmidt

Steven Goldschmidt
Assistant Chair and Instructor, Financial Mathematics
Steven Goldschmidt
Address: 
202 Mathematical Sciences Building
Phone Number: 
573-882-6221
Office Hours: 

By appointment

Steven Goldschmidt came to the University of Missouri as an instructor in financial mathematics in 2012 after a career in the financial industry and financial consulting. He is a former Director of Market Risk in Fannie Mae’s capital markets division in Washington, DC. In that capacity, he supervised a team of analysts tasked with measuring duration, convexity, vega and other market risks associated with Fannie Mae’s $800 billion portfolio of mortgage backed securities, bullet debt, callable debt and derivatives.

Steven earned his undergraduate degree at Duke University and his master’s degree in mathematics from Virginia Tech. His master’s degree presentation was entitled RSA Encryption: Algorithms and Implementation and included a C-language implementation of 512-bit prime candidates, assessment of the relative merits of the Euler Criterion and Solovay-Strassen, probabilistic prime testing with Rabin-Miller, public key and private key generation and message encryption/recovery.

Education: 
  • 2002 M.S., Virginia Polytechnic Institute and State University, Mathematics
  • 1984 B.A., Duke University
Frequently Taught Courses: 
  • MATH 4355 Introduction to Options and Derivatives
  • MATH 4590 Mathematics of Financial Derivatives