Stephen received his Ph.D. in the Economics department at UC Berkeley in 2014, specializing in financial economics and econometrics. He holds an M.S. in Management Science & Engineering from Stanford University as well as the Chartered Financial Analyst designation. Prior to entering the Ph.D. program, Stephen worked in the fixed income research group at MSCI Barra, where his responsibilities included term structure and credit spread curve estimation and the development of fixed income risk models for the United States and Japan. His current interests include applications of...
Kyong Shik Eom received his Ph.D. in Finance from Lehigh University in 1998, M.S. in Finance and B.S. in Business Administration from Korea University in 1989 and 1985, respectively. Before joining the Center for Risk Management Research (CRMR), Kyong Shik was a full Professor of Finance at the University of Seoul and also was Director of the Capital Market Division at Korea Securities Research Institute (currently Korea Capital Market Institute, KCMI). He has served on several committees at Korea Exchange (KRX), and on many task forces convened by the Korea Financial Supervisory...
Nicholas L. Gunther received his Ph.D. in Mathematics from Harvard in 1982 and his J.D. from Harvard Law School in 1986. Nick worked as an associate specializing in tax matters at Cleary, Gottlieb, Steen & Hamilton until 1992. From 1992 until the present, Nick has worked on the development, structuring and execution of financial products with a tax, accounting or regulatory emphasis, at AIG Financial Products, Goldman, Sachs & Co., Sosin & Co. LLC and other prominent investment banking firms. In 2005, with one of his colleagues, Nick founded GH Group LLC, a registered...
Baeho Kim is a Professor of Finance at Korea University Business School (KUBS). He received his Ph.D. in the department of Management Science and Engineering (MS&E) and his master's degree in the Financial Mathematics Program at Stanford University. He was a Visiting Associate Researcher of the Consortium for Data Analytics in Risk (CDAR) at UC Berkeley, and a Visiting Senior Research Fellow of Risk Management Institute (RMI) at the National University of Singapore. His research interests include measuring and managing financial risk with quantitative modeling and computational...
Konstantin Magin obtained his B.A. in Economics from the Leningrad Institute of Economics and Finance and his Ph.D. in Economics from the University of California, Berkeley, specializing in General Equilibrium Theory, Financial Economics and Macroeconomics. He is a researcher at the Center for Risk Management Research. His research focuses on the Existence and Comparative Statics of Equilibria in Finite and Infinite Horizon Finance Economies. In particular, his current research focuses on the effects of regulatory and tax uncertainty generated by political risks on equilibrium asset...
Ola Mahmoud is Assistant Professor of Corporate Finance at the University of Basel in Switzerland. She obtained her Ph.D. in Mathematics from the University of Cambridge in 2011, a Master of Advanced Study in Mathematics (also known as Part III of the Mathematical Tripos) from the Department of Pure Mathematics at the University of Cambridge in 2005, and a B.Sc. in Mathematics from the American University in Cairo in 2004. She was previously a postdoctoral researcher and lecturer at the University of St. Gallen (Switzerland), a Quantitative Investment Strategist at the Swiss private...
Roger M. Stein has been actively engaged in developing, implementing and writing about new approaches to applied risk modeling and financial prediction for almost 25 years. He and his teams have developed, implemented, and delivered products and services that have become industry benchmarks in banking and finance. He has written two full-length textbooks and has had his research published in a variety of academic, scientific, and professional journals. His current research interests are in the areas of systemic risk, model risk and validation, biomedical funding, and the interface between...