Neil D. Pearson - University of Illinois at Urbana-Champaign
Neil D. Pearson is the Harry A. Brandt Distinguished Professor of Finance at the University of Illinois at Urbana-Champaign. He previously served on the faculty of the William E. Simon Graduate School of Business Administration at the University of Rochester, and as Visiting Academic Fellow at the U.S. Securities and Exchange Commission. He teaches courses about the valuation of derivative financial instruments and the measurement of financial risks and conducts research on various issues in financial markets. In addition to publishing papers in a number of academic journals, Dr. Pearson is the author of Risk Budgeting: Portfolio Problem Solving Using Value at Risk (Wiley).
He is an Associate Editor of the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, the Journal of Risk, and Economics Bulletin. Dr. Pearson has extensive consulting experience on the measurement and management of market and credit risk and on the valuation of derivative financial instruments, and is currently affiliated with Rutter Associates (NY). He received his Ph.D. from the Massachusetts Institute of Technology.