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Wayne Tarrant

Assistant Professor of Mathematics

Dr. Wayne Tarrant's specialties include financial mathematics, mathematical economics, econometrics, and computational commutative algebra. Dr. Tarrant teaches in the Fast Track Calculus program, an intensive summer experience that allows outstanding incoming freshmen to complete several credits of calculus in just five weeks. He was co-coordinator of the 2016 Indiana MATHCOUNTS Competition and is involved with the Alfred R. Schmidt Freshman Mathematics Competition. Dr. Tarrant has taught workshops in the Portal Resource for Indiana Science and Mathematics (PRISM) program, which provides training for middle school teachers on integrating STEM into their classes.

Teaching Interests

  • Calculus
  • Statistics
  • Probability
  • Financial mathematics

Research Interests

  • Financial mathematics
  • Risk measures
  • Financial markets
  • Mathematical economics
  • Flat tax in post-communist Europe
  • Systemic risk
  • Computational commutative algebra

Publications & Presentations

  • “Effective Historical Risk Measures,” Vienna Congress on Mathematical Finance, 2016
  • “An Econometric Analysis of the Flat Tax Revolution,” Computational and Financial Econometrics, London, 2015
  • Tarrant, W., and Guegan, “Viewing Risk Measures as Information,” Journal of Financial Transformation, 38, 83-88, 2013
  • Tarrant, W., Schwartz, and Stowe, “The Stock Price Effect of the Introduction of Exchange-Traded Derivatives,” Applied Financial Economics 19, 1,531-1,539, 2013
  • “Risk Measures,” Short Course at the Mathmatical Association of America-Southeast Section Meeting, Winthrop University, 2013
  •  “An Economic Viewpoint on the Biblical Joseph,” Global Perspectives on the Bible, Pearson Prentice Hall, 2013
  • Tarrant, W. and Guegan, “On the Necessity of Five Risk Measures,” Annals of Finance, 8, Issue 4, 533-552, 2012

Academic Degrees

  • Summer Course Development Award, Kern Entrepreneurial Engineering Network, 2015
  • SUMMA National Research Experiences for Undergraduates Program, Mathematical Association of America, 2015
  • Mini-Grant, Center for Undergraduate Research in Mathematics, 2014