Princeton University Quant Trading Conference

Advisory Board



Peter Carr

Peter Carr
Executive Director, Masters in Math Finance Program, NYU Courant Institute
Managing Director, Global Head of Market Modeling, Morgan Stanley

Dr. Peter Carr is a Managing Director at Morgan Stanley with 15 years of experience in the derivatives industry. He was also a finance professor for 8 years at Cornell University, after obtaining his PhD from UCLA in 1989. He is presently the Executive Director of the Math Finance program at NYU's Courant Institute, the Treasurer of the Bachelier Finance Society, and a trustee for the Museum of Mathematics in New York. He has over 70 publications in academic and industry-oriented journals and serves as an associate editor for 8 journals related to mathematical finance. He was selected as Quant of the Year by Risk Magazine in 2003 and shared in the ISA Medal for Science in 2008. Last December, the International Association of Financial Engineers (IAFE) and Sungard jointly announced that they have selected Dr. Carr as its 2010 Financial Engineer of the Year.

Please visit Dr. Carr's website for more information.
http://math.nyu.edu/research/carrp/



Robert Almgren

Frank Fabozzi
Professor of Finance, EDHEC Business School
Visiting Fellow, Princeton University

Frank J. Fabozzi is Professor of Finance at EDHEC Business School and a member of the EDHEC Risk Institute. He is primarily responsible for doctoral dissertations in finance and the development of the PhD program in finance in North America.

In fall 2011 he is a visiting fellow at Princeton University. Prior to joining EDHEC, he held various professorial positions in finance in the Yale School of Management from 1993 to 2011 and was an Affiliated Professor at the Karlsruhe University (Germany) Institute of Statistics,  Econometrics and Mathematical Finance. From 1986-1992, he was a Visiting Professor of Finance in the MIT Sloan School of Management. Frank is a Fellow of the International Center for Finance at Yale University and for eight years served on the Advisory Council for the Department of Operations Research and Financial Engineering at Princeton University.

He is the editor of the Journal of Portfolio Management and an associate editor for several journals.

Frank is a trustee for the BlackRock family of closed-end funds and previously a trustee for the Guardian family of open-end funds and variable annuities.

In 2002, Frank was inducted into the Fixed Income Analysts Society’s Hall of Fame and is the 2007 recipient of the C. Stewart Sheppard Award given by the CFA Institute.  Frank earned a doctorate in economics from the City University of New York in 1972. He earned the designation of Chartered Financial Analyst and Certified Public Accountant.

Please visit Prof. Fabozzi's website for more information.
http://www.frankfabozzi.com/



Jianqing Fan

Jianqing Fan
Frederick L. Moore '18 Professor of Finance
Department of Operations Research and Financial Engineering, Department of Economics, Bendheim Center for Finance, Program in Applied and Computational Mathematics

Jianqing Fan is the Frederick L. Moore ’18 Professor of Finance, Professor of Statistics, and Director of the Committee on Statistical Studies at Princeton University. Born in Fujian, China, Prof. Fan received his B.S. in mathematics (1982) at the age of nineteen from Fudan University, and his M.Phil. in statistics (1985) from the Institute of Applied Mathematics of the Chinese Academy of Science. A Regents Fellowship and University Fellowship from the University of California, Berkeley, supported his doctoral work in statistics there; he was granted a Ph.D., as well as the Evelyn Fix Memorial Medal, from Berkeley in 1989.
His work in the fields of financial econometrics and risk management, computational biology, nonparametric and semiparametric modeling, nonlinear time series, to name few of his areas of expertise, has been supported by the NSF, NIH, and NSA, and has earned him numerous awards: the Committee of Presidents of Statistical Societies’ Presidents’ Award (2000), as the outstanding statistician under age 40; the Humboldt Research Award from the Alexander von Humboldt Foundation (2006); the Morningside Gold Medal for Applied Mathematics (2007), awarded every three years the International congress for Chinese Mathematicians to the outstanding mathematician of Chinese Decent under age 45.
Prof. Fan is a Fellow of the American Association for Advancement of Science, the Institute of Mathematical Statistics, and American Statistical Association, and an elected member of the International Statistical Institute.

Please visit Prof. Fan's website for more information.
http://orfe.princeton.edu/~jqfan/
   


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