Paul Glasserman
101 Uris Hall, Mail Code: 5947
2033 Broadway
New York, New York 10027
Phone: +1 212-854-8881
Email:
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Professor Paul Glasserman joined Columbia University in 1991.
Prior to joining Columbia, Paul Glasserman was with Bell Laboratories.
He has also been a visiting professor at Princeton.
Professor Glasserman's research and teaching address risk management,
the pricing of derivative securities, Monte Carlo simulation,
statistics and operations. Professor Glasserman is a recipient of
the Wilmott Award for Cutting-Edge Research in Quantitative Finance, a
fellowship from the FDIC Center for Financial Research, a National
Young Investigator Award from the NSF, a University Partnership Award
from IBM, the Outstanding Simulation Publication Award from the
Institute of Management Science, and the Erlang Prize in applied
probability from INFORMS. He is also a two-time recipient of the Dean's
Award for Teaching Excellence. He serves as associate editor of Finance
& Stochastics, Mathematical Finance, the Annals of Applied
Probability, and the Journal of Computational Finance. He is a member
of the Education and Standards Committee of PRMIA, the Professional
Risk Managers International Association. He has also served as a
consultant to industrial corporations, management consulting and
financial firms.