Paul Glasserman
Jack R. Anderson Professor of Business at Columbia Business School
Biography
Columbia Business School
Biography
Professor Glasserman's research and teaching address risk management, derivative securities, Monte Carlo simulation, statistics and operations. Prior to joining Columbia, Glasserman was with Bell Laboratories; he has also held visiting positions at Princeton University, NYU, and the Federal Reserve Bank of New York. In 2011-2012, he was on leave from Columbia and working at the Office of Financial Research in the U.S. Treasury Department, where he continues to serve as a part-time consultant.
Glasserman's publications include the book Monte Carlo Methods in Financial Engineering (Springer, 2004), which received the 2006 Lanchester Prize and the 2005 I-Sim Outstanding Publication Award. Glasserman is a past recipient of the National Young Investigator Award from the National Science Foundation (1994 - 99), IBM University Partnership Awards (1998 - 2001), the TIMS Outstanding Simulation Publication Award (1992), the Erlang Prize (1996), the IMS Medallion from the Institute of Mathematical Statistics (2006), and a fellowship from the FDIC Center for Financial Research (2004). He received the 2004 Wilmott Award for Cutting-Edge Research in Quantitative Finance and Risk Magazine's 2007 Quant of the Year Award, and he received a U.S. patent for an option pricing method. He was named an INFORMS Fellow in 2008. He is also a two-time recipient of the Dean's Award for Teaching Excellence (1994, 2000). Glasserman serves on the editorial boards of Finance & Stochastics, Mathematical Finance, the Journal of Derivatives, and Stochastic Systems.
Glasserman was senior vice dean of Columbia Business School in 2004-2008 and served as interim director of the Sanford C. Bernstein & Co. Center for Leadership and Ethics in 2005-2007. He currently serves as research director of the Program for Financial Studies.
Teaching
Fall 2017
Spring 2017
Spring 2016
Fall 2015
Statistics for Investments (MBA)
Spring 2015
Fall 2014
Statistics for Investments (MBA)
Spring 2014
Fall 2013
Statistics for Investments (MBA)
Spring 2013
Columbia Caseworks cases
NYC’s Gifted & Talented Qualifying Exam: Querying the Stats Behind the Scoring (2013)
Coauthor(s): Paul Glasserman
More Information
Does Detailing Pay? (2009)
Coauthor(s): Natalie Mizik, Paul Glasserman
More Information
Introduction to Expected Value Options on the S&P 500 Index (2010)
Coauthor(s): Paul Glasserman
More Information
The Law360 Survey (2009)
Coauthor(s): Paul Glasserman
More Information
Statistical Assessment of a Conflict of Interest (2009)
Coauthor(s): Paul Glasserman
More Information
Analyzing the Analysts (2008)
Coauthor(s): Paul Glasserman, Costis Maglaras
More Information
Research
Journal articles
Hidden illiquidity with multiple central counterparties In Operations Research (2016)
Coauthor(s): Paul Glasserman, Ciamac Moallemi, Kai Yuan
More Information Download paper (PDF)
Videos
News and Finance: How the Media Affects Markets – Closing Remarks by Paul Glasserman
Paul Glasserman: Design of Risk Weights
Read about executive education
Other experts
Paul Berenberg Gossler
Paul Berenberg-Gossler is currently pursuing a PhD in Governance, under the supervision of Henrik Enderlein. He is also Affiliate Fellow at the Jacques Delors Institute, a Berlin-based think-tank. Previously, Paul worked as a Research Assistant at the French PM’s Council of Economic Analysis (Con...
Babak Zafari
Academic Division: Math & ScienceDr. Zafari is an Assistant Professor of Analytics and Statistics in the Math & Science Division. His area of interests are Predictive Modeling and Data Mining Methods for Business Applications, Bayesian Statistics, Healthcare Fraud Analytics and Online Auc...
Looking for an expert?
Contact us and we'll find the best option for you.