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Brief bio:
Mark Broadie is the Carson Family Professor of Business at the Graduate
School of Business at Columbia University. He received a B.S. from
Cornell University and Ph.D.
from Stanford
University. His research focuses on problems in the pricing of derivative
securities, risk management, and portfolio optimization. Professor Broadie
is financial engineering area editor of Operations
Research, and associate editor for Finance
and Stochastics, SIAM
Journal on Financial Mathematics and Computational
Management Science and the former editor-in-chief of the Journal
of Computational Finance. At Columbia he teaches the elective
courses Derivatives, Security Pricing: Models and Computation, Computational
Finance and Computing for Business Research. He has given
seminars and courses worldwide. Broadie has served as a consultant for
a number of financial firms and previously he was a vice president at
Lehman Brothers (now Barclays Capital)
in their fixed-income research group.
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