Financial Engineering & Risk
Management Workshop
Invited Speakers
Steve Allen, Managing Director, Derivatives Market Risk Management, The Chase Manhattan Bank, N.A., New York; Fellow, Program in Mathematics in Finance, Courant Institute of Mathematical Sciences, New York University (Home page).
Angelo Arvanitis, Head of Quantitative Credit, Insurance and Risk Research, Paribas, London (Biography).
Tanya Styblo Beder, Managing Director, Caxton Corporation, New York; Chairperson, IAFE (International Association of Financial Engineers); Management Fellow, School of Management, Yale University.
Dimitris Bertsimas, Professor of Operations Research, Sloan School of Management, Massachusetts Institute of Technology (MIT) (Home page).
Richard Bookstaber, Head of Risk Management, Moore Capital Management, New York.
Peter Carr, Principal, Banc of America Securities, New York (Home page).
Ashvin B. Chhabra, Vice President, Fixed Income Quantitative Research, J.P.Morgan, New York; Fellow, Program in Mathematics in Finance, Courant Institute of Mathematical Sciences, New York University.
George M. Constantinides, Leo Melamed Professor of Finance, Graduate School of Business, The University of Chicago; Vice President, American Finance Association (Home page).
Christopher L. Culp, Managing Director, CP Risk Management LLC; Adjunct Associate Professor of Finance, Graduate School of Business, The University of Chicago; Managing Editor, Derivatives Quarterly (Home page).
Michel M. Dacorogna, Director of Research & Development, Olsen & Associates, Research Institute for Applied Economics, Zurich (Home page).
Kosrow Dehnad, Managing Director, Head of Hybrid Product Development & Structuring, Citigroup; Adjunct Professor, Department of Industrial Engineering and Operations Research, Columbia University (Biography).
Ron Dembo, President & CEO, Algorithmics, Toronto, Canada (Biography).
Emanuel Derman, Managing Director, Head of Quantitative Strategies/Equity Derivatives, Goldman Sachs Group (Home page).
Darrell Duffie, Professor of Finance, Graduate School of Business & Program in Financial Mathematics, Stanford University; Co-Editor, Finance and Stochastics (Home page).
Sergei E. Esipov, Assistant Vice President, Centre Solutions, a member of Zurich Financial Services Group.
J. Doyne Farmer, Co-Founder and Chief Scientist, Prediction Company, Santa Fe.
Stephen Figlewski, Professor of Finance, Leonard N. Stern School of Business, New York University; Founding Editor of The Journal of Derivatives (Home page).
Mark Garman, President, Financial Engineering Associates; Professor Emeritus, Haas School of Business, University of California at Berkeley (Home page).
Paul Glasserman, Professor and Chairman, Management Science Division, Graduate School of Business, Columbia University, New York (Home page).
Pat Hagan, Designer, Trading Systems, Numerix; Editor-in-Chief, Applied Mathematical Finance.
Lars Peter Hansen, Professor of Economics, Chairman, Department of Economics, The University of Chicago; Member of the National Academy of Sciences (NAS).
David Heath, Professor, Department of Mathematical Sciences & Program in Computational Finance, Carnegie Mellon University (Home page).
Thomas S.Y. Ho, Founder & President, Global Advance Technology (G.A.T.), New York.
Vince J. Kaminski, Vice President - Research, Enron Corp., Houston.
Jean-Michel Lasry, Global Head of Quantitative Research, Paribas, London.
Alexander Levin, Manager, Treasury Research & Analytics, The Dime Bancorp, New York.
Anlong Li, Senior Vice President, Head of the Structured Product Group for Fixed-Income Derivatives, ABN AMRO North America.
Dilip Madan, Professor, Robert H. Smith School of Business, University of Maryland (Home page).
Michael Ong, Senior Vice President, Head of Enterprise Risk Management, ABN AMRO North America.
Philip Protter, Professor of Mathematics and Statistics, Purdue University (Home page).
Dmitry Pugachevsky, Vice President, Credit Derivatives Research, OTC Derivatives, Deutsche Bank, New York.
Eric Reiner, Managing Director, Equity Structured Products, Warburg Dillon Read LLC., New York.
Stephen A. Ross, Professor of Finance and Economics, Sloan School of Management, Massachusetts Institute of Technology (MIT); Principal, Roll & Ross Asset Management Corp.
Albert N. Shiryaev, Professor of Mathematics, Head of the Department of Probability Theory, Moscow State University; Head of the Laboratory of Statistics of Stochastic Processes of the Department of Probability Theory and Mathematical Statistics, Steklov Mathematical Institute (MIRAN); President, Bachelier Finance Society; Co-Editor, Finance and Stochastics.
William T. Shaw, Quantitative Analysis Group, Nomura International PLC, London; Director, Oxford System Solutions (Home page).
Steven E. Shreve, Professor, Department of Mathematical Sciences & Program in Computational Finance, Carnegie Mellon University; Co-Editor, Finance and Stochastics (Home page).
Kenneth J. Singleton, Professor of Finance, Graduate School of Business & Program in Financial Mathematics, Stanford University (Home page).
Nassim Taleb, Senior Advisor, Banque Paribas, New York; Fellow, Program in Mathematics in Finance, Courant Institute of Mathematical Sciences, New York University (Home page).
Klaus Bjerre Toft, Vice President, Fixed Income Research, Goldman Sachs Group.
J. Gregg Whittaker, Managing Director,
Global Head of Credit Derivatives, Chase Securities, Inc.
Invited
Speakers in 1998-1999 Academic Year
Invited
Speakers in 1999-2000 Academic Year
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