PhD, Stanford University

Primary Activities and Miscellaneous Highlights:
Teacher, FIN 416 Options and Futures Markets (Fall 2000)
Teacher, FIN 551 Financial Decision Making (Fall 2000)
Editor, Mathematical Finance
Author: Introduction to Mathematical Finance: Discrete Time Models. Available from Blackwell Publishers (800-216-2522)
Co-editor (with M.A.H.Dempster): Mathematics of Derivative Securities. Available now from Cambridge University Press.
Executive Secretary: Bachelier Finance Society
Consultant: risk management and portfolio management

Current Research:
Risk Sensitive Portfolio Management
Dynamic Asset Allocation with Imperfect Information
Portfolio Management with Taxes and Transaction Costs
Interest Rate Derivatives and Term Structure Models

Home Page:http://www.uic.edu/~srpliska