Marti G. Subrahmanyam | |
---|---|
Alma mater | IIT Madras, IIM Ahmedabad, MIT |
Scientific career | |
Fields | Finance |
Institutions | Stern School of Business New York University |
Marti G. Subrahmanyam is the Charles E. Merrill Professor of Finance at the Stern School of Business at New York University.
Professor Subrahmanyam holds a Ph.D. from the MIT Sloan School of Management, an MBA from the Indian Institute of Management and a BTech in Mechanical Engineering from IIT Madras.
He has been teaching at the Stern School of Business since 1974. He has also been a visiting professor at academic institutions around the world like the Indian Institute of Management, Ahmedabad, University of Melbourne in Australia, LUISS in Italy and Singapore Management University in Singapore.
Robert Fry Engle III is an American economist and statistician. He won the 2003 Nobel Memorial Prize in Economic Sciences, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-varying volatility (ARCH)".
Kanti Prasad Bajpai is an Indian political scientist, international affairs expert, academic and the former headmaster of The Doon School, Dehradun, India. He is known to be an expert on Indo-China relations. He is currently Vice Dean and Wilmar Professor of Asian Studies at Lee Kuan Yew School of Public Policy (LKYSPP) of the National University of Singapore. Bajpai also writes a monthly column for The Times of India.
Delhi School of Economics (DSE), popularly referred to as D School, is an institution of higher learning within the University of Delhi. The Delhi School of Economics is situated in University of Delhi's North Campus in Maurice Nagar. Established in 1949, the campus of the Delhi School of Economics houses the University of Delhi's departments of Economics, Sociology, Geography and Commerce, as well as the Ratan Tata Library. Out of the four academic departments, the Departments of Economics, Sociology and Geography come under the Faculty of Social Sciences, while the Department of Commerce comes under the Faculty of Commerce and Business Studies.
Financial modeling is the task of building an abstract representation of a real world financial situation. This is a mathematical model designed to represent the performance of a financial asset or portfolio of a business, project, or any other investment.
Dimitrie D. Pompeiu was a Romanian mathematician, professor at the University of Bucharest, titular member of the Romanian Academy, and President of the Chamber of Deputies.
Lawrence D. Hite is a hedge fund manager who, along with Ed Seykota, is one of the forefathers of system trading. He is the author of the book, The Rule: How I Beat the Odds in the Markets and in Life—and How You Can Too, which was named a Wall Street Journal, LA Times, and Porchlight Books bestseller.
In finance, the Chen model is a mathematical model describing the evolution of interest rates. It is a type of "three-factor model" as it describes interest rate movements as driven by three sources of market risk. It was the first stochastic mean and stochastic volatility model and it was published in 1994 by Lin Chen, economist, theoretical physicist and former lecturer/professor at Beijing Institute of Technology, American University of Beirut, Yonsei University of Korea, and SunYetSan University.
Edward I. Altman is a Professor of Finance, Emeritus, at New York University's Stern School of Business. He is best known for the development of the Altman Z-score for predicting bankruptcy which he published in 1968. Professor Altman is a leading academic on the High-Yield and Distressed Debt markets and is the pioneer in the building of models for credit risk management and bankruptcy prediction.
Edwin Elton is a Nomura Professor of Finance at New York University Stern School of Business and Academic Director of the Stern Doctoral Program.
Menachem Brenner is a professor of finance and a Bank and Financial Analysts Faculty Fellow at New York University Stern School of Business.
Janet Tavakoli is the president of Tavakoli Structured Finance, Inc., a Chicago-based consulting firm. She has had three books published on credit derivatives, structured finance, and the 2008 global financial crisis.
Gerard "Gerry" George is currently Professor at the McDonough School of Business at Georgetown University. Previously, he was Dean and Lee Kong Chian Chair Professor of Innovation and Entrepreneurship at the Lee Kong Chian School of Business at Singapore Management University.
Michael J. Brennan is emeritus professor of finance at the UCLA Anderson School of Management. Brennan co-designed the Brennan-Schwartz interest rate model and was a pioneer of real options theory. His writings on real options and asset pricing, corporate finance, derivative securities, market microstructure, the role of information in capital markets, and risk management have been published extensively.
Riccardo Rebonato is Professor of Finance at EDHEC Business School and EDHEC-Risk Institute, Scientific Director of the EDHEC Risk Climate Impact Institute (ERCII), and author of journal articles and books on Mathematical Finance, covering derivatives pricing, risk management, asset allocation and climate change. In 2022 he was granted the PRM Quant of the Year award for 'outstanding contributions to the field of quantitative portfolio theory'. Prior to this, he was Global Head of Rates and FX Analytics at PIMCO.
Söhnke Matthias Bartram is a professor in the Department of Finance at Warwick Business School (WBS). He is also a research fellow in the Financial Economics programme and the International Macroeconomics and Finance programme of the Centre for Economic Policy Research (CEPR), a charter member of Risk Who's Who, and a member of an international think tank for policy advice to the German government. Prior to joining the University of Warwick, he held faculty positions at Lancaster University and Maastricht University and worked for several years in quantitative investment management at State Street Global Advisors as Head of the London Advanced Research Center.
Greg N. Gregoriou (1956–2018) was a professor of finance and a native of Montreal, Quebec, Canada.
Rangarajan K. "Raghu" Sundaram is an Indian-born American academic. He is the Dean of the New York University Stern School of Business, and the author or co-author of two books.
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Venkatramanan Anantha Nageswaran is an Indian economist and the 18th Chief Economic Advisor to the Government of India. He served as the global Chief Investment Officer at Bank Julius Baer in Switzerland after serving as its Head of Research for Asia. Prior to this, he worked for Credit Suisse in Switzerland and Singapore, and for the Union Bank of Switzerland. He has served as the Dean of IFMR Graduate School of Business, as a professor for graduate students at the Singapore Management University, and at the Indian Institute of Management Bangalore & Indian Institute of Management Indore.