(March 29, 1954 - April 22nd, 2024)
Departing from his long and happy life, Lars Tyge Nielsen died suddenly on April 22nd, 2024 in his apartment on the Upper West Side of Manhattan, New York. He had been the director of Columbia University’s Mathematics of Finance MA program since 2012 and had just published his second academic book, “Measure, Integration, and Probability for Financial Economics” — Thyra Research.
Lars is survived by his sons Philip and Alexander, their mother Maria, his sister Elsebeth, his nieces Signe and Ingeborg, his nephew Andreas, his five grandnieces Dagmar, Vigga, Elsa, Gertrud, and Thea, and his grandnephew Anker. Lars was preceded in death by his parents Vilhelm and Karen, his sister Anne Kirstine, and his niece Sophie.
Born in Birkerød, Denmark, Lars showed curiosity for and talent in intellectual pursuits from a young age. Lars earned master’s degrees in economics and mathematics from the University of Copenhagen, where he received rare gold medal prizes in both fields. In 1985, he earned his PhD at Harvard University in economics, after which he remained in academia as a professor for 13 years.
After serving as Chair Professor, Associate Dean, and PhD Program Director at INSEAD in France, Lars moved to New York in 1998 to join his wife and start their family. Entering the finance industry, he worked at Morgan Stanley, Platinum Grove, and Goldman Sachs in various risk management roles. His love of teaching and research returned him to academia in 2012, when he joined the faculty at Columbia.
Outside of his career, Lars was a devoted and loving father. He delighted in spending time with his boys, whether it was teaching them mathematics and Danish or watching their violin recitals, tennis matches, and graduations. Lars exuded pride in his boys, who never doubted his unconditional love for them. He passed onto them a fond appreciation of his homeland and its culture. Lars’ characteristic optimism and appreciation for life’s joys abided his entire life, until the very end. Lars will be greatly missed by his family, who will forever hold him dear in their memory.
In lieu of flowers, please make a donation to the Danish Seamen’s Church to promote Danish values, the Lutheran message, and to strengthen the Danish community in New York. Donations can be made at https://app.aplos.com/aws/give/DanishSeamensChurch1/general.
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