Mark N. Broadie
415 Uris Hall, Mail Code: 9134
3022 Broadway
New York, New York 10027
Phone: +1 212-854-4103
Fax: +1 212-316-9180
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Professor Mark Broadie joined Columbia University's Industrial Engineering and Operations Research Department in 1983. His main research areas include the pricing of derivative securities, risk management, and portfolio optimization. Much of his research focuses on the design and analysis of efficient numerical methods, including Monte Carlo methods, for the pricing and risk management of financial instruments. Professor Broadie is editor in chief of the Journal of Computational Finance and serves as associate editor for Operations Research and Computational Management Science. Professor Broadie teaches the elective course Security Pricing: Models and Computation. He also teaches doctoral courses in computational finance and computing for business research. Professor Broadie has given seminars and courses worldwide and has done extensive consulting for financial firms. Previously he was a vice president at Lehman Brothers in their fixed-income research group.