Klaus E. Volpert, PhD
Associate Professor of Mathematics and Statistics | College of Arts and Sciences Villanova University
- Villanova PA
Klaus E. Volpert, PhD is an expert in mathematics of finance and economics, pricing of financial derivatives, and pedagogy of mathematics.
Areas of Expertise
Biography
Education
Universität Konstanz
Vordiplom
University of Oregon
MS
University of Oregon
MS
University of Oregon
PhD
Select Accomplishments
Mathematical Association of America's 2013 Halmos-Ford Writing Award
2013-08-02
Awarded for article, "On the Mathematics of Income Inequality: Splitting the Gini Index in Two," co-authored with Robert T. Jantzen.
Crawford Award for Excellence in the Teaching of Mathematics
Regional section of the Mathematical Association of America, 2011.
Christian R. and Mary F. Lindback Award for Outstanding Teaching
2009
Villanova University's prestigious award annually recognizes a faculty member who excels in undergraduate teaching.
Founders Award for Service to the Graduate School of Arts and Sciences
Villanova University, 2006.
Bridgebuilder’s Award from the Learning Support Services at Villanova University
Awarded in recognition of support of students with learning differences, 2005.
Links
Affiliations
- Mathematics Association of America
Select Media Appearances
Just how big is 7 billion?
CNN.com online
2011-10-31
The global population is expected to reach 7 billion Monday -- just 12 years after hitting 6 billion -- and the milestone has many pondering the complex challenges associated with billions more people on Earth in the coming years.
Some are also pondering something else: Just how big is 7 billion really?
"The number is just outside of our usual everyday scale of thinking," said Klaus Volpert, an associate professor of mathematics at Villanova University. "We count to 10 on our fingers and that's our scale, you know? Even counting to a million is already kind of outside of the everyday experience. And then once you go past a million, it becomes a blur."
Select Academic Articles
A Spectral Sequence Connecting the Spencer Cohomology of a Transitive Lie Algebra with is Deformation Cohomology
Algebras, Groups and GeometriesKlaus Volpert
Vol 7, p. 313-344, 1990.
Finite spectral sequences and Massey powers in the deformation theory of graded Lie algebras and associative algebras
Journal of Pure and Applied AlgebraKlaus Volpert
87, p. 281-300, 1993
On the Mathematics of Income Inequality: Splitting the Gini Index in Two
The American Mathematical MonthlyRobert T. Jantzen and Klaus Volpert
December 2012 issue. Vol. 119, 2012, pp. 824-837
Income distribution is described by a two-parameter model for the Lorenz curve.
This model interpolates between self-similar behavior at the low and high ends of the income
spectrum, and naturally leads to two separate indices describing both ends individually. These
new indices accurately capture realistic data on income distribution, and give a better picture
of how income data is shifting over time.
How Well Do Long-Term Bond Interest Rates Predict Stock Market Returns?
Journal of InvestingKlaus Volpert
2013
We observe that over the last 50 years, long-term interest rates in the U.S. have had a remarkable record of predicting stock-market returns, specifically in the 16- to 17-year range. We quantify this phenomenon and test via standard models and Monte Carlo simulations whether such a phenomenon is likely to arise by chance. We show that the probability for that is small, but not negligible.
