Dr. Jaya Bishwal is an associate professor of mathematics and statistics at the University of North Carolina at Charlotte, NC, USA. He is the Chair of the Mathematical Finance Group. He is the advisor of Pi Mu Epsilon (Theta Chapter) of North Carolina. His Research Interests are as follows. Research Interests: Mathematical Finance and Financial Engineering- Monte Carlo Methods in Financial Engineering, Term Structure of Interest Rates, Stochastic Volatility, Asset Pricing, Option Pricing with Fractional Brownian Motion, Arbitrage and Long Memory Processes, Hedging Error, Weak convergence of Contingent Claims, Incomplete Markets, Real Options under Persistent Shocks, Financial Markets with Jumps, Credit Risk, Financial Econometrics. Inference for Stochastic Processes- Asymptotic Theory of Estimation in Stochastic Processes, Asymptotic Theory of Parametric Estimation in Stochastic Differential Equations and Semimartingales, Parameter Estimation in Discretely Observed Diffusions, Nonparametric Inference and Testing for Diffusions, Sequential Estimation in Diffusions and Semimartingales, Robust estimation in Diffusions, Estimation in Anticipative Stochastic Differential Equations, Estimation in Stochastic Partial Differential Equations, Estimation in Interacting Particle Systems, Estimation for Fractional Diffusions, Stochastic Fluid Dynamics. Probability and Stochastic Analysis- Numerical Approximations of Stochastic Integrals and Stochastic Differential Equations, Fractional Stochastic Calculus, Malliavin Calculus, Large and Moderate Deviations, Rate of Weak Convergence, Numerics for Stochastic Partial Differential Equations, Partilally Observed Filtering Type Models, Particle Filtering. Mathematical Biology- Stochastic Modeling in Nanoscale Biophysics, Stochastic partial differential equations for Neurophysiology, Stochastic Differential Modeling for Tumor Growth and Cancer.