The advisory board currently consists of the following members:
Prof. Alexander is a professor of Finance at the University of Sussex, Managing Editor of the Journal of Banking and Finance, and Honorary Professor at the Academy of Economic Studies in Bucharest, Romania. She holds degrees from the University of Sussex (BSc First Class, Mathematics with Experimental Psychology; PhD Algebraic Number Theory) and the London School of Economics (MSc Econometrics and Mathematical Economics). She conducts research in the area of volatility theory, option pricing and hedging, trading volatility, hedging with futures, alternative investments, random orthogonal matrix simulation, game theory and real options.
Prof. Birge is Distinguished Professor of Operations Management at the Institute for Operations Research and the Management Sciences at The University of Chicago Booth School of Business. He holds a Ph.D. in operations research from Stanford University. Birge’s studies mathematical modeling of systems under uncertainty, especially for maximizing operational and financial goals using the methodologies of stochastic programming and large-scale optimization. He is currently focusing on methods and models for optimal decision making under uncertainty with an emphasis on relationships between operations and finance.
Prof. Bunn is a professor of Decision Sciences at London Business School and Editor of the Journal of Forecasting and the Journal of Energy Markets. He received a PhD from London Business School and was subsequently elected CEGB Fellow in Engineering at Oxford University. Derek conducts research in the areas of forecasting, decision analysis, and energy economics.
Prof. Detemple is a Everett W. Lord Distinguished Faculty Scholar at Boston University and Editor of Mathematical Finance. He holds a PhD from Wharton School at the University of Pennsylvania. Jerôme has published in leading academic journals as The Review of Financial Studies, Journal of Finance, and Econometrica, among others.
Prof. Jaimungal is a Professor of Mathematical Finance at the University of Toronto, and Director of its Masters in Finance and Insurance program. He is the current chair (former vice chair and program director) of the SIAM Financial Mathematics & Engineering Activity Group, is a managing editor of Quantitative Finance, and an Associate at SIAM Journal on Financial Mathematics, among others. He is widely published and has a co-authored a popular graduate textbook titled Algorithmic and High-Frequency Trading (Cambridge University Press). His current research interest span commodity markets, stochastic control, mean field games, and market microstructure.
Rüdiger Kiesel heads the chair for “Energy Trading and Financial Services” and is Executive Director of the “House of Energy Markets and Finance” at the University Duisburg-Essen. Previously he has been director of the Institute for Mathematical Finance at the Universtiy of Ulm. He also held positions for actuarial science and financial mathematics at Birkbeck College, University of London, the London School of Economics (full-time and visiting), and the Department of Mathematics at the University of Osla (as a Visiting Professor). He is member of the board of several academic associations.
His main research areas are quantitative climate finance, modeling of electricity markets, valuation and hedging of derivatives (interest-rate, credit- and engergy-related), risk management for financial and energy-related institutions, and methods of risk transfer and structuring of risk (securitiation).
He is Co-author of the monographs “Carbon Finance”, “Risk-Neutral Valuation” and has written more than seventy published research papers. He is a frequent speaker at international conferences and organized several conferences, summer schools, and practitioner seminars. Professor Kiesel also consults financial institutions, utilities and regulators on (carbon, credit- and energy-) risk management, derivative pricing models and asset allocation.
Prof. Kilian is a senior economic policy advisor at the Federal Reserve Bank of Dallas. He is a research fellow of the Centre for Economic Policy Analysis, the Center for Financial Studies, the CESifo, and the Euro Area Business Cycle Network and an officer of the Central Bank Research Association (CEBRA). He is the author of a textbook with Helmut Lütkepohl on Structural Vector Autoregressive Analysis, Cambridge University Press, 2017. Dr. Kilian has published over 90 articles. His work has appeared in leading general interest and field journals in economics and statistics. His research interests include time series econometrics, empirical macroeconomics, and energy economics.
Prof. Ludkovski is a Professor of Statistics and Applied Probability at the University of California, Santa Barbara, and Chair of the Department of Statistics and Applied Probability. He is the currently the co-director of the Center for Financial Mathematics and Actuarial Research, and he is an associate editor at Mathematical Finance, and Management Science, among others. He is has published over 50 articles. His current research interest are in the field of financial mathematics and applied probability and in particular energy markets, computational finance, and longevity analysis.
Prof. Pirrong is a professor of Finance at Bauer College of BusiCraig Pirrong (University of Texas at Houston)ness, University of Houston, and Director of the Global Management Institute. He obtained a PhD from the University of Chicago. Craig’s research focuses on the economics of derivatives markets and risk management.
Prof. Rouwenhorst is the Robert B. and Candice J. Haas Professor of Corporate Finance at Yale University and Deputy Director of the International Center for Finance. He holds a PhD from the University of Rochester. Geert conducts research in the areas of risk and return in international equity markets, commodity investment, and the history of financial innovation.
Prof. Schwartz is Distinguished Professor of Finance at the Anderson School of Management, University of California Los Angeles, California Chair in Real Estate & Land Economics, and Research Associate of the National Bureau of Economic Research. He has served as associate editor for more than a dozen of journals, including Journal of Finance, Journal of Financial Economics and Journal of Financial and Quantitative Analysis. He holds a Ph.D. from University of British Columbia. Eduardo is considered one of the pioneers of commodity finance. He conducts research in the areas of energy and commodity markets, asset pricing, bond markets, fixed-income securities, future markets, mortgage-backed securities.
Prof. Seppi is the BNY Mellon Professor of Finance at Tepper School of Business (Carnegie Mellon University). He holds a PhD from the University of Chicago. Duane conducts research in the areas of energy and commodity markets, bond markets and asset pricing.
Prof. Titman is a Professor in the Department of Finance at McCombs School of Business (University of Texas at Austin). He holds the Walter W. McAllister Centennial Chair in Financial Services and is also the director of the Energy Management and Innovation Center at the University of Texas. Dr. Titman holds a Ph.D. from Carnegie Mellon University. His research interests include both investments and corporate finance.
Prof. Xiong is the Trumbull-Adams Professor of Finance, Professor of Economics in the Department of Economics and Bendheim Center for Finance at Princeton University, Research Associate of the National Bureau of Economic Research, and Editor of the Journal of Finance. He holds a Ph.D. in Finance from Duke University. Wei’s research interests center on capital market imperfections and behavioral finance. He is currently focusing on financialization of commodity markets, belief distortions in the recent financial crisis, and China’s financial system.