Kay Giesecke - JOR editorial board

Kay Giesecke

Kay Giesecke is an Associate Professor of Management Science & Engineering at Stanford University. He is the Director of Stanford's Center for Financial and Risk Analytics and the Co-Chair of Stanford's Mathematical and Computational Finance Program. Kay's research addresses the quantification and management of financial risks. He is particularly interested in the stochastic modeling, valuation and hedging of financial risks; the development of statistical tools to estimate and predict these risks; and the methods for solving the significant computational problems that arise in this context. Kay's research contributions have won the 2011 Fama/DFA Prize for the Best Asset Pricing Paper in the Journal of Financial Economics, the 2014 SIAM Financial Mathematics and Engineering Conference Paper Prize, and the 2003 Gauss Prize of the Society for Actuarial and Financial Mathematics of Germany. Kay's research has been funded by grants from the National Science Foundation, JP Morgan, Morgan Stanley, Mizuho, Moody's, Credit Suisse, American Express, and other organizations. Kay advises several startup companies in the financial technology area. He has served as a consultant to banks, investment and risk management firms, governmental agencies, and supranational organizations in the area of risk management and derivatives valuation and hedging. He holds a U.S. patent on a method for the quantification of credit risk in the presence of incomplete information. Kay also serves on the editorial boards of Mathematical Finance, Operations Research, SIAM Journal on Financial Mathematics, Journal of Banking and Finance, and other journals.