Professor Paul Glasserman has been appointed to the Numerix Quantitative Advisory Board, established to further the standardization and advancement of pricing and risk for the OTC derivatives market. His publications include the book, Monte Carlo Methods in Financial Engineering (Springer, 2004), which received the 2006 Lanchester Prize and the 2005 I-Sim Outstanding Publication Award. Among his many other awards, Professor Glasserman received the 2004 Wilmott Award for Cutting-Edge Research in Quantitative Finance and Risk Magazine's 2007 Quant of the Year Award. He is also a two-time recipient of the Dean's Award for Teaching Excellence (1994, 2000). âThe research that Professor...
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