JCR 10 3 Authors

The Journal of Credit Risk

Volume 10, Issue 3


John Hull

John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto. He is an internationally recognized authority on derivatives and risk management and has many publications in this area. His work has an applied focus. He is particularly well known for his three books: "Risk Management and Financial Institutions" (now in its 3rd edition), "Options, Futures, and Other Derivatives" (now in its 9th edition) and "Fundamentals of Futures and Options Markets" (now in its 8th edition). The books have been translated into many languages and are widely used in trading rooms throughout the world, as well as in the classroom.




Samim Ghamami

Samim Ghamami is an economist at the Board of Governors of the Federal Reserve System and an affiliated senior researcher at the Center for Risk Management Research at UC Berkeley. His research has broadly focused on finance and stochastic modeling. He has been a post-doctoral researcher at the CREATE Homeland Security Center, a quantitative analyst at Barclays Capital, an adjunct faculty member of University of Southern California, a senior quantitative researcher at MSCI, a visiting scholar at the Department of Economics at UC Berkeley, and a technical advisor to the Basel Committee on Banking Supervision. His publications have appeared in various journals including the Journal of Applied Probability, Journal of Derivatives, Mathematics of Operations Research, Probability in the Engineering and Informational Sciences, Quantitative Finance, and Journal of Credit Risk.



Bo Zhang

Bo Zhang is a Research Staff Member in the Business Solutions and Mathematical Sciences Department of the IBM T.J. Watson Research Center in New York. His current research focuses on three application areas: quantitative financial risk management, resource management for information technology and systems (including cloud computing and mobile technology-based systems), and decision-making for emerging healthcare practices. He uses mathematical tools in probability, statistics, dynamical systems, and optimization to solve practical problems and also work on theoretical problems in these fields. In addition, he works on strategic and operational planning projects with business leaders, helping them use analytics to make better decisions. He has held visiting researcher or scholar positions with the U.S. Federal Reserve Board, National University of Singapore, Columbia University, Bell Labs, New York University, and the Center for Mathematics and Computer Science in the Netherlands. He is currently the membership chairman of the INFORMS New York Metropolitan Chapter. He also taught at Columbia IEOR Department in Spring 2013. His research has been recognized by an IBM Outstanding Innovation Award, the INFORMS George Nicholson Prize, and the Best Student Paper award in the Performance 2010 conference. His webpage is at http://www2.isye.gatech.edu/~bzhang34/.




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