CSFB lures top quant Lipton from Deutsche

- Nicholas Dunbar
- 11 Jul 2002

Lipton was formerly a quant in Deutsche Bank's foreign exchange division, and previously worked at Bankers Trust, which he joined from academia.

Lipton has contributed a number of important technical papers to Risk, notably on passport option pricing, hypergeometric extensions of Black-Scholes and universal volatility models.

Most recently he has taken an interest in credit risk.

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