Director, Quantitative Research, DCI
PhD, Finance, New York University
Research interests: Credit risk, fixed income, risk management
MBA, London Business School, BSc, Finance with Minor in Economics, Pennsylvania State University
Professor, EECS and IEOR department, and Berkeley Center for New Media.
PhD, Aeronautics and Astronautics, Stanford University
Research interests: Robust optimization, large-scale text analytics, machine learning
The Paul H. Stephens Chair in Applied Investment Analysis
Faculty Research Fellow, National Bureau of Economic Research
PhD, Finance, Stanford University
Research Interests: Asset pricing in real business cycle models, asset pricing in imperfect markets
Cheryl and Christian Valentine Chair
Visiting Economist, New York Stoch Exchange
PhD, Operations, Information and Technology, Stanford University
Research Interests: Management of information systems, role of information technology in financial markets, electronic communications networks (ECNs) and stock market design
Managing Director and Global Head of Equity Research, BlackRock; Author (with Richard Grinold), Active Portfolio Management: Quantitative Theory and Applications
PhD, Physics, Harvard University
Research interests: Portfolio management, risk modeling, and quantitative analysis.
PhD, Finance, UC Berkeley
Managing Director, Firm-wide Risk Control and Methodology, UBS AG.
PhD, Chemical Engineering, UC Berkeley
Derivatives valuation and hedging; risk measurement; enterprise risk management and definition of firm-wide risk appetite; asset price dynamics; applied mathematics and computational methods; employee share option pricing; interaction between valuation, accounting, and risk management
Professor, Barbara and Gerson Bakar Faculty Fellow
PhD, Finance, Stanford University.
Mortgage markets-prepayment modeling, valuation and hedging, term structure modeling and valuation of derivative securities, application of nonparametric estimation techniques to the hedging and pricing of derivatives
Michael Sternberg is a Managing Director in the Firm Risk Management Division responsible for EMEA Risk Analytics. He joined Morgan Stanley in 1995.
PhD, Urban and Regional Planning, University of Michigan
Mortgage contract design, mortgage prepayment and valuation models, asset-backed securitization and pricing, real estate price dynamics, real options in real estate