Ph.D., SUNY at Buffalo
Dr. Cosimano is a Professor of Finance and Concurrent Professor of Economics and Mathematics at the University of Notre Dame. He has been a Visiting Scholar at the Institute for Capacity Development, International Monetary Fund from 2000-2014. He has published over forty articles in academic publications and books dealing with the interplay among Banks, Financial Markets and Macro economy. He has done extensive research on how models of the financial markets can be solved using modern computational and mathematical methods. This work is summarized in a recent chapter in Handbook of Computational Economics Volume III. His recent work deals with the portfolio choices of financial institutions and individuals given the time variation of expected returns as exemplified by the term structure of interest rates.
More on Thomas Cosimano on his Google Scholar page.