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Faculty Profile
Dilip Madan is Professor of
Finance at the Robert H. Smith
School of Business. He
specializes in Mathematical
Finance. Currently he serves as
a consultant to Morgan Stanley,
Meru Capital and Caspian
Capital. He has also consulted
with Citigroup, Bloomberg, the
FDIC and Wachovia Securities. He
is a founding member and Past
President of the Bachelier
Finance Society. He received the
2006 von Humboldt award in
applied mathematics, was the
2007 Risk Magazine
Quant of the year, received the
2008 Medal for Science from the
University of Bologna and held
the 2010 Eurandom Chair. He is
Man- aging Editor of
Mathematical Finance,
Co-editor of the Review of
Derivatives Research,
Associate Editor of the
Journal of Credit Risk and
Quantitative Finance.
His work is dedicated to
improving the quality of
financial valuation models,
enhancing the performance of
investment strategies, and
advancing the efficiency of risk
allocation in modern economies.
Recent major contributions have
appeared in Mathematical
Finance, Finance and
Stochastics, Quantitative
Finance, the Journal of
Computational Finance, The
International Journal of
Theoretical and Applied Finance,
The Journal of Risk, The Journal
of Credit Risk among other
journals.
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