Peter Carr
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New
York University Director,
Masters in Math Finance Program Mathematics Department New
York University 251
Mercer Street New
York, NY 10012 |
Bloomberg
LP Head
of Quantitative Financial Research 731
Lexington Avenue, New York, NY 10022 |
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Email: pcarr@nyc.rr.com Fax:
(917) 369-5629 |
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Dr. Peter Carr is the
Head of Quantitative Financial Research at Bloomberg LP, where his group is responsible
for all facets of the business operation relating to modeling and analytics.
He is also the Director of the Masters in Math Finance program at NYU's Courant
Institute. Prior to his current positions, he headed equity derivative
research groups for six years at Banc of America Securities and at Morgan
Stanley. His prior academic positions include 4 years as an adjunct professor
at Columbia University and 8 years as a finance professor at Cornell
University. Since receiving his PhD. in Finance from UCLA in 1989, he has
published extensively in both academic and industry-oriented journals. He is
currently the treasurer of the Bachelier Finance Society and a practitioner
director for the Financial Management Association. Peter is also an associate
editor for 8 academic journals related to mathematical finance and
derivatives. He has given numerous talks at both practitioner and academic
conferences. He is also credited with numerous contributions to quantitative
finance including: co-inventing
the variance gamma model, inventing static and semi-static hedging of exotic options, and
popularizing variance swaps and corridor variance swaps. Peter has recently
won awards from Wilmott Magazine for ``Cutting Edge Research'' and from Risk Magazine for ``Quant of the Year''. |
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Resume:
Academic
Resume (pdf) |
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Bio:
My
Bio (pdf) |
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