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About: Senior Fellows


The Senior Fellows are the shining lights of the IAFE and the most accomplished experts in financial engineering. All of the IAFE Senior Fellows have achieved renowned excellence in the field through exceptional and ground-breaking contributions to financial engineering technology, as both academics and practitioners. The IAFE defines financial engineering as the "development and creative application of financial technology to solve financial problems." Thus the IAFE's Senior Fellows are notably distinguished individuals who have created pioneering products or have built innovative businesses, as well as those who contributed important research to the field of financial engineering. Amongst the Senior Fellows are all the recipients of the Financial Engineer of the Year Award.

As the pre-eminent leaders in the field of financial engineering, risk management and derivatives, the IAFE Senior Fellows continue to shape the direction of this ever-evolving and increasing significant area of finance. The IAFE is truly lucky to have the following celebrated individuals as our Senior Fellows. They are one of our most important resources and we enjoy their participation in many IAFE events – as speakers, panelists and organizers – throughout the year.



IAFE Senior Fellows:

Phelim Boyle
Wilfrid Laurier University

Peter Carr

New York University


John C. Cox
MIT Sloan School of Management

Emanuel Derman
Columbia University

Darrell Duffie
Stanford University

Robert Engle

New York University, Stern School of Business

John C. Hull
University of Toronto

Jonathan Ingersoll
Yale University

Robert Jarrow
Cornell University

Robert Litterman

Kepos Capital

Robert Litzenberger

University of Pennsylvania, American Finance Association


Andrew Lo
MIT Sloan School of Management

Harry M. Markowitz
Daiwa Securities Trust Co.
Harry Markowitz Co.

Leo Melamed
Melamed & Associates

Robert C. Merton
MIT Sloan School of Management

Richard Roll

UCLA

Stephen A. Ross
MIT Sloan School of Management

Mark Rubinstein
University of California

Myron S. Scholes
Oak Hill Platinum Partners

William F. Sharpe
Stanford University

James H. Simons
Renaissance Technologies Corp.

Jack Treynor

Treynor Capital Management

Oldrich Vasicek

Moody's Analytics

Deceased

Fischer Black

Merton Miller

Franco Modigliani

Paul A. Samuelson

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