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Uniting the foremost minds in financial research, past and present, "Derivatives Pricing" guides the reader through the most ground-breaking papers that have shaped modern financial theory into the entity we know today.
About the Author
Peter Carr is the head of quantitative research at Bloomberg LP, where his group is responsible for all facets of the business operation relating to modelling and analytics. He is also the director of the Masters in Math Finance programme at NYU's Courant Institute. Prior to his current positions, he headed equity derivative research groups for six years at Bank of America Securities and at Morgan Stanley. His prior academic positions include 4 years as an adjunct professor at Columbia University and 8 years as a finance professor at Cornell University. Since receiving his PhD in finance from UCLA in 1989, he has published extensively in both academic and industry-oriented journals. He is currently the treasurer of the Bachelier Finance Society and a practitioner director for the Financial Management Association. Peter has recently won awards from Wilmott Magazine for "Cutting Edge Research" and from Risk Magazine for "Quant of the Year".
Uniting the foremost minds in financial research, past and present, "Derivatives Pricing" guides the reader through the most ground-breaking papers that have shaped modern financial theory into the entity we know today.
About the Author
Peter Carr is the head of quantitative research at Bloomberg LP, where his group is responsible for all facets of the business operation relating to modelling and analytics. He is also the director of the Masters in Math Finance programme at NYU's Courant Institute. Prior to his current positions, he headed equity derivative research groups for six years at Bank of America Securities and at Morgan Stanley. His prior academic positions include 4 years as an adjunct professor at Columbia University and 8 years as a finance professor at Cornell University. Since receiving his PhD in finance from UCLA in 1989, he has published extensively in both academic and industry-oriented journals. He is currently the treasurer of the Bachelier Finance Society and a practitioner director for the Financial Management Association. Peter has recently won awards from Wilmott Magazine for "Cutting Edge Research" and from Risk Magazine for "Quant of the Year".
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