Sanjiv R. Das
Ph.D., finance, New York University; M.S., computer science (theory), University of California, Berkeley; M.B.A., Indian Institute of Management
Summary of Experience
An expert in derivatives and credit risk, Professor Das is a former vice president at Citibank, where he worked in the derivatives business. His research interests include the modeling of credit default risk, algorithms for harvesting financial information from the Internet, derivative pricing models, portfolio theory, and venture capital.
Professor Das has published more than 60 academic articles and has won numerous awards for research and teaching. He is a senior editor of The Journal of Investment Management and coeditor of The Journal of Derivatives.