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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 editor-in-chief of the Journal
of Computational Finance, financial engineering area editor of
Operations Research, and
associate editor for Finance
and Stochastics and Computational
Management Science. At Columbia he teaches the elective courses
Security Pricing: Models and Computation, Computational
Finance and Computing for Business Research. He is the
course coordinator for the core course Decision Models. 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 in their fixed-income
research group.
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