معرفی
Paul Glasserman is the Jack R. Anderson Professor of Business at Columbia Business School's Decision, Risk, and Operations Division. He holds an AB from Princeton University (1984) and a PhD from Harvard University (1988). Previously, he worked at Bell Laboratories and held visiting positions at Princeton, NYU, and the Federal Reserve Bank of New York.
His research spans:
- Advanced Monte Carlo methods for financial engineering
- Risk management frameworks for financial institutions
- Derivative pricing models and computational techniques
- Systemic risk and financial network analysis
His publications focus on computational finance and risk measurement, with recent work exploring news-returns relationships, market stress indicators, and advanced simulation techniques for complex derivatives.
Major awards include:
- Financial Engineer of the Year (2020)
- Lanchester Prize for best operations research publication (2006)
- Quant of the Year (2007)
- INFORMS Fellow (2008)
- Multiple teaching awards including Dean's Award for Teaching Excellence
He chairs the Financial and Business Analytics Center in Columbia's Data Science Institute and serves on editorial boards of Operations Research, Mathematical Finance, and Stochastic Systems.
