Faculty Profile

Madan

Dr. Dilip B. Madan
Professor

Ph.D. University of Maryland

4409 Van Munching Hall
301.405.2127
dmadan@rhsmith.umd.edu
www.smith.umd.edu/faculty/dmadan 

 

Dilip Madan is Professor of Finance at the Robert H. Smith School of Business specializing in Mathematical Finance. He currently serves as a consultant to Morgan Stanley, Caspian Capital LLC, and Bloomberg and has previously served as consultant to Wachovia Securities and the FDIC. He is a recipient of the 2006 Humboldt award in Mathematics, founding member and Past President of the Bachelier Finance Society, Managing Editor of Mathematical Finance and Associate Editor for 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 understanding and operation of efficient risk allocation in modern economies. Recent major contributions have appeared in Mathematical Finance, Finance and Stochastics, Quantitative Finance, The Journal of Computational Finance, among other Journals.