ALIREZA JAVAHERI

Instructor since 2011

ALIREZA JAVAHERI
LINKS:

Alireza Javaheri is the Global Head of Equity Derivatives Quantitative Research at Credit Suisse.  He has been working since 1994 in the field of derivatives quantitative analysis in various investment banks including J.P. Morgan, Goldman Sachs and Citigroup.  He holds an M.Sc. in Electrical Engineering from Massachusetts Institute of Technology and a Ph.D. in Finance from Ecole des Mines de Paris. He is also a CFA charter holder.  He has authored several quantitative finance papers on the subject of volatility, including articles with Peter Carr, Paul Wilmott and Espen Haug.  His book “Inside Volatility Arbitrage” was elected the quantitative finance book of the year by Wilmott magazine.

SELECTED PUBLICATIONS
he Forward PDE for European Options on Stocks with Fixed Fractional Jumps (March 2005)

Alireza Javaheri and Peter Carr

VIEW PUBLICATION
Chapter 25: Inference and Stochastic Volatility (2005)

Alireza Javaheri

Volatility Estimation via Chaos Expansions (2005)

Alireza Javaheri

GARCH and Volatility Swaps (2004)

Alireza Javaheri

VIEW PUBLICATION
Going Beyond the LIBOR Model (2004)

Alireza Javaheri

The Volatility Process: A Study of Stock Market Dynamics via Parametric Stochastic Volatility Models and a Comparison to the Information Embedded in the Option Price (2004)

Alireza Javaheri

VIEW PUBLICATION
nside Volatility Filtering: Secrets of the Skew (2015)

Alireza Javaheri

Other Faculty

MEHDI H. SONTHONNAX

MEHDI H. SONTHONNAX

RICHARD LINDESEY

RICHARD LINDESEY

MERRELL HORA

MERRELL HORA

DEANE YANG

DEANE YANG

Chair, Committee on Mathematics in Finance, Professor of Mathematics

RIAN JOHNSON

RIAN JOHNSON

Administrative Aide

ARIANE SANEY

ARIANE SANEY

Director, Office of Career Services

NANCY ANCOWITZ

NANCY ANCOWITZ

Director, Office of Career Services

KENNETH WINSTON

KENNETH WINSTON

Instructor since 2019

LEON TATEVOSSIAN

LEON TATEVOSSIAN

Instructor since 2009

RODNEY SUNADA-WONG

RODNEY SUNADA-WONG

Instructor since 2014

AMIR SADR

AMIR SADR

Instructor since 2017

GORDON RITTER

GORDON RITTER

Instructor since 2013

ROBERT REIDER

ROBERT REIDER

Instructor since 2007

MIQUEL NOGUER I ALONSO

MIQUEL NOGUER I ALONSO

Visiting Professor at NYU Courant Institute

FABIO MERCURIO

FABIO MERCURIO

Instructor in 2011

LEE MACLIN

LEE MACLIN

Instructor since 2000

YADONG LI

YADONG LI

Instructor since 2015

DAVID LI

DAVID LI

Instructor since 2020

ALEXEY KUPTSOV

ALEXEY KUPTSOV

Instructor since 2009

ROBERT V. KOHN

ROBERT V. KOHN

Professor of Mathematics; Chair of the Committee on Mathematics in Finance (2003-2006 and 2009-2011); Instructor since 1998

IRENA KHREBTOVA

IRENA KHREBTOVA

Director, Risk Management at Bank of America

ALIREZA JAVAHERI

ALIREZA JAVAHERI

Instructor since 2011

JONATHAN B. GOODMAN

JONATHAN B. GOODMAN

Professor of Mathematics; Founding Chair of the Committee on Mathematics in Finance; Instructor since 2000

SAMIM GHAMAMI

SAMIM GHAMAMI

Instructor since 2015

ERAN FISHLER

ERAN FISHLER

Instructor since 2008

TRAVIS FISHER

TRAVIS FISHER

Instructor since 2016

MONTY ESSID

MONTY ESSID

Instructor since 2018

GENE EKSTER

GENE EKSTER

Instructor since 2020

BRUNO DUPIRE

BRUNO DUPIRE

Instructor since 2005

IVAILO DIMOV

IVAILO DIMOV

Instructor since 2017

PAUL BOURGADE

PAUL BOURGADE

Associate Professor of Mathematics, Chair of Financial… Mathematics M.S. Program.

ILIA BOUCHOUEV

ILIA BOUCHOUEV

Instructor since 2020

JEROME BENVENISTE

JEROME BENVENISTE

Instructor since 2015

FARSHID M. ASL, PH.D

FARSHID M. ASL, PH.D

Instructor since 2005

KENNETH C. ABBOTT

KENNETH C. ABBOTT

Instructor since 2004

LEIF ANDERSEN

LEIF ANDERSEN

Industry Adviser to the Program

PETTER N. KOLM

PETTER N. KOLM

Program Director, Clinical Professor of Mathematics

APPLY NOW!

All set to go? Start the application now.