The Senior Fellows are the shining lights of the IAFE and the most accomplished experts in financial engineering. All of the IAFE Senior Fellows have achieved renowned excellence in the field through exceptional and ground-breaking contributions to financial engineering technology, as both academics and practitioners. The IAFE defines financial engineering as the "development and creative application of financial technology to solve financial problems." Thus the IAFE's Senior Fellows are notably distinguished individuals who have created pioneering products or have built innovative businesses, as well as those who contributed important research to the field of financial engineering. Amongst the Senior Fellows are all the recipients of the Financial Engineer of the Year Award.
As the pre-eminent leaders in the field of financial engineering, risk management and derivatives, the IAFE Senior Fellows continue to shape the direction of this ever-evolving and increasing significant area of finance. The IAFE is truly lucky to have the following celebrated individuals as our Senior Fellows. They are one of our most important resources and we enjoy their participation in many IAFE events – as speakers, panelists and organizers – throughout the year.
IAFE Senior Fellows:
Phelim Boyle
Wilfrid Laurier University
Peter Carr
New York University
John C. Cox
MIT Sloan School of Management
Emanuel Derman
Columbia University
Darrell Duffie
Stanford University
Robert Engle
New York University, Stern School of Business
John C. Hull
University of Toronto
Jonathan Ingersoll
Yale University
Robert Jarrow
Cornell University
Robert Litterman
Kepos Capital
Robert Litzenberger
University of Pennsylvania, American Finance Association
Andrew Lo
MIT Sloan School of Management
Harry M. Markowitz
Daiwa Securities Trust Co.
Harry Markowitz Co.
Leo Melamed
Melamed & Associates
Robert C. Merton
MIT Sloan School of Management
Richard Roll
UCLA
Stephen A. Ross
MIT Sloan School of Management
Mark Rubinstein
University of California
Myron S. Scholes
Oak Hill Platinum Partners
William F. Sharpe
Stanford University
James H. Simons
Renaissance Technologies Corp.
Jack Treynor
Treynor Capital Management
Oldrich Vasicek
Moody's Analytics
Deceased
Fischer Black
Merton Miller
Franco Modigliani
Paul A. Samuelson |