معرفی
Duane J. Seppi is a Professor of Financial Economics at the Tepper School of Business, Carnegie Mellon University since 2001, currently holding the Richard C. Green Professor chair. His research focuses on market microstructure (price manipulation, limit orders, market liquidity) and derivative pricing for commodities.
- PhD in Finance from University of Chicago (1988)
- MBA from University of Chicago (1984)
- BA from Stanford University (1977)
His work bridges financial theory with commodity operations, exploring topics like natural gas storage valuation, electricity price modeling, and merchant commodity asset management. Key publication trends include Nash equilibrium in price impact, latent trading demand analysis, and commodity real options.
Scientific awards include:
- Best Paper Award (2015)
- WFA/NYSE Prize (2005)
- George Leland Bach Award (2002)
- Roger F. Murray Prize (1998)
As a dedicated educator, he teaches option pricing, stochastic processes, and algorithmic trading. His editorial board service spans the Journal of Finance, Journal of Financial Markets, and Review of Finance. Duane has held visiting fellowships at the U.S. SEC, University of Vienna, and Nanyang Technical University.
