Quant of the year – Peter Carr

The Risk Awards 2003

Peter Carr is one of the most productive financial mathematicians working today. Currently a visiting professor at New York University’s Courant Institute, Carr has been named Risk’s Quant of the Year both for his ground-breaking insights into pricing and hedging exotic derivatives, many of which have been published in Risk, and his ability to make his models both accurate and tractable enough to be useful in the real world.

Keith Lewis, until recently at Banc of America Securities in New York

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