The Mathematics in Finance Program Congratulates Michael Brennan for the 2017 IAQF/Northfield Financial Engineer of the Year Award

At a special awards gala event on February 1, 2018, Professor Brennan received the 2017 IAQF/Northfield Financial Engineer of the Year Award.

Michael Brennan is emeritus professor of finance at UCLA Anderson and visiting professor at Manchester University. His research interests include asset pricing, corporate finance, the pricing and role of derivative securities, market microstructure, and the role of information in capital markets. A former president of the American Finance Association, he has served as editor of the Journal of Finance and was the founding editor of the Review of Financial Studies. He holds a Ph.D. Business Administration from the Massachusetts Institute of Technology, an MBA from the University of Pittsburgh, and a B.Phil. in Economics from Oxford University.

Brennan joins a prestigious list of recipients of the IAQF/Northfield Financial Engineer of the Year Award. They include: Fischer Black, Phelim Boyle, Douglas Breeden, Peter Carr, John Cox, Emanuel Derman, Darrell Duffie, Robert Engle, John Hull, Jonathan Ingersoll, Robert Jarrow, Hayne Leland, Martin Leibowitz, Bob Litterman, Bob Litzenberger, Andrew Lo, Robert Merton, Richard Roll, Stephen Ross, Mark Rubinstein, Eduardo Schwartz, Jim Simons, Jack Treynor, and Oldrich Alfons Vasicek. Myron Scholes received a lifetime achievement award in 2001.

The IAQF (formerly the IAFE) is the not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field. Founded in 1992, the IAQF is composed of individual academics and practitioners from banks, broker dealers, hedge funds, pension funds, asset managers, technology firms, regulators, accounting, consulting and law firms, and universities across the globe. Petter Kolm, our program director, is a board member of the IAQF. Throughout its history, the IAQF´s pre-eminent leadership has positioned it to respond with savvy to the evolving needs of the financial engineering and quantitative finance communities.

Northfield is a leader in providing investment professionals analytical and operating efficiency tools to enhance individual portfolio and firm-wide performance. Founded in 1985, Northfield has developed open, analytical models to identify, measure, and control risk. These risk models cover most marketable securities traded world-wide.

Read the official IAQF/Northfield press release here.