JCF 18 1 authors
The Journal of Computational Finance
Volume 18, Issue 1
Stathis Tompaidis
Stathis Tompaidis is a professor at the Information, Risk and Operations Management department, and the department of Finance at the McCombs School of Business at The University of Texas at Austin. After finishing his undergraduate studies at Aristotle's University of Thessaloniki in Greece, he received his Ph.D. in Physics from The University of Texas at Austin in 1994. He has also held positions at Université de Rennes I, and the University of Toronto, and visiting positions at the Instituto Tecnologico Autonomo de Mexico, Columbia University, Duke University, and Northwestern University. His research focuses on the development of quantitative methods for solving complex problems arising in Finance, especially in problems applied to derivative pricing, real estate finance, energy finance, and real options. His research has appeared in journals such as Operations Research, Management Science, Journal of Finance, and Journal of Financial Economics.
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Chunyu Yang
Chunyu Yang received his PhD from the McCombs School of Business, the University of Texas at Austin in 2010. Upon graduation he joined Morgan Stanley, New York, USA as a Market Modeler and Strategist. Starting from August 2012, he works for BI Norwegian Business School in Oslo, Norway as an Assistant Professor in Financial Economics. Yang's research interest is in general equilibrium models of asset pricing, portfolio choice, derivative pricing, and financial risk management.
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