Luis Chavez Bedoya Mercado
Ph. D. student, Industrial Engineering and Management Sciences.
Mr. Chavez-Bedoya's research interests are portfolio optimization models and asset pricing.

Steven Golbeck
Ph. D. student, Industrial Engineering and Management Sciences.
Mr. Golbeck researches the role of credit risk in asset-backed finance, with particular application to aircraft loans, leases, and guarantees, as well as other securities where depreciating assets are collateral.

Lingfei Li
Ph. D. student, Industrial Engineering and Management Sciences.
Mr. Li is working on developing analytically tractable models for pricing commodity derivatives.

Ming Liu
Ph. D. student, Industrial Engineering and Management Sciences.
Mr. Liu's research interest lies in financial risk management, derivative pricing, and portfolio hedging, especially solving these problems via simulation.

Yunpeng Sun
Ph. D. student, Industrial Engineering and Management Sciences.
Mr. Sun's research interests include efficient simulation in risk management and derivatives pricing.

Evren Baysal
Ph. D. 2008, Industrial Engineering and Management Sciences.
Dissertation: Advances in Risk Management Simulation.

Job upon graduation: Quantitative Researcher, Quantitative Risk Management, Inc., Chicago.

Amit Bhandari
Ph. D. 2008, Industrial Engineering and Management Sciences.
Dissertation: The Impact of Consumption and Liquidity Constraints on Optimal Consumption and Investment Decisions.

Job upon graduation: Visiting Assistant Professor of Management at Eccles School of Business, University of Utah.

Liming Feng
Ph. D. 2006, Industrial Engineering and Management Sciences.
Dissertation: Computational Methods for Levy and Jump-Diffusion Processes: Applications in Financial Engineering.

Job upon graduation: Assistant Professor of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign.

Viatcheslav Gorovoi
Ph.D. 2005, Industrial Engineering and Management Sciences.
Dissertation: Applications of the Eigenfunction Expansion Method in Interest Rate Modeling.

Job upon graduation: Quantitative Analyst, Global Equity Derivatives, UBS Investment Bank, Stamford.

Long Hei
Ph. D. 2007, Industrial Engineering and Management Sciences.
Dissertation: Practical Techniques for Nonlinear Optimization.

Job upon graduation: Optimization Specialist and Financial Engineer at Chicago Trading Company.

Jennifer Jiang
Ph. D. 2007, Industrial Engineering and Management Sciences.
Dissertation: Quasi-Monte Carlo Methods in Finance.

Job upon graduation: Quantitative Analyst, Standard and Poor's.

Pavlo Kovalov
Ph. D. 2007, Industrial Engineering and Management Sciences.
Dissertation: Pricing Multi-Dimensional American Options and Convertible Bonds: A Finite Element Method-of-Lines.

Job upon graduation: Financial Engineer, Quantitative Risk Management, Inc., Chicago.

Hai Lan
Ph. D. expected 2009, Industrial Engineering and Management Sciences.
Dissertation: Two-Level Simulation of Expected Shortfall: Confidence Intervals, Efficient Simulation Procedures, and High-Performance Computing.

Job upon graduation: Assistant Professor, Antai College of Economics and Management, Shanghai Jiao Tong University.

Vadim Lesnevski
Ph. D. 2006, Industrial Engineering and Management Sciences.
Dissertation: Simulation of Coherent Risk Measures Based on Generalized Scenarios.

Job upon graduation: Quantitative Analyst, Quantitative Research for Equity Derivatives, Royal Bank of Scotland, London.

Zhen Liu
Ph. D. 2007, Industrial Engineering and Management Sciences.
Dissertation: Modeling and Numerical Solution of Portfolio Optimization Problems with Transaction Costs: an Option Pricing Approach.

Job upon graduation: Assistant Professor of Engineering Management and Systems Engineering at Missouri University of Science & Technology

Rafael Mendoza
Ph. D. 2009, Industrial Engineering and Management Sciences.
Dissertation: Unified Credit-Equity Modeling.

Job upon graduation: Assistant Professor of Information, Risk, and Operations Management, McCombs School of Business, University of Texas at Austin.

Xiaodong Xu
Ph. D. 2005, Industrial Engineering and Management Sciences.
Dissertation: Equity Valuation, Integrated Investment and Financial Decisions.

Job upon graduation: Vice President, Deutsche Asset Management, Deutsche Bank, New York.