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Menachem Brenner is a professor of finance and a Bank and Financial Analysts Faculty Fellow at New York University Stern School of Business.
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Menachem Brenner is a professor of finance and a Bank and Financial Analysts Faculty Fellow at New York University Stern School of Business.
Brenner's primary areas of research include derivative markets, hedging, option pricing, and the stock market. [1] He developed (with Dan Galai) the VIX volatility index based on the prices of traded index options. [2]
He has also served as an associate editor and referee to several finance journals, and was an editor (with Marti Subrahmanyam) of the Review of Derivatives Research, an academic journal specializing in derivatives markets. [2]
He is a recipient of the Lady Davis Fellowship and of grants from Ford Foundation and the Italian National Research Council. Before joining NYU Stern, he served as an associate Professor of Finance at the Hebrew University of Jerusalem. He was also a visiting professor at the University of California at Berkeley, the University of Bergamo, and Tel Aviv University. [1]
He was an organizer and speaker at the annual and International American Stock Exchange Options Colloquium. [2]
Brenner's articles have appeared in the Journal of Finance, the Journal of Financial Economics, the Journal of Business, and the Journal of Financial and Quantitative Analysis. He has also edited a book on option pricing. [1] [2]
Brenner received the BS degree in economics from Hebrew University of Jerusalem, and the MA and PhD degrees from Cornell. [1]
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