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Program Fellows and Advisory Board

Fellows of the Program

Steven L. Allen
Managing Director, Derivatives Market Risk Management, The Chase Manhattan Bank, N.A.

Dr. Mark Carhart
Vice President, Co-Head of Quantitative Research, Asset Management Division, Goldman, Sachs & Co.

Dr. Ashvin B. Chhabra
Vice President, Capital Markets Research, J. P. Morgan Investment Management

Dr. Peter N. Fraenkel
Vice President, Morgan Stanley Dean Witter

Dr. James G. M. Gatheral
Managing Director, Merrill Lynch & Co.

Dr. Craig W. Gustafson
Director of Financial Analytics Group, CDC North America

Raymond J. Iwanowski
Vice President, Co-Head of Quantitative Research, Asset Management Division, Goldman, Sachs & Co.

Dr. Iraj Kani
President, Martingale Technologies, Inc.

Jeffrey Larsen
Former Managing Director and Head of International Capital Markets, Chase Manhattan Bank

Dr. Patrick P. Lin*
Former Vice President, Global Derivatives, Citicorp Securities, Inc.

Dr. Nassim Taleb
Proprietary Trader, Paribas, Inc.

Advisory Board

Dr. Clifford S. Asness
President and Managing Principal, AQR Capital Management, LLC

David Brierwood
Managing Director, Operations, Morgan Stanley Dean Witter

Dr. Pablo Calderon*
Vice President, Emerging Debt Markets, Goldman, Sachs & Co.

Dr. Emanuel Derman
Managing Director, Head of Quantitative Strategies Group, Goldman, Sachs & Co.

Professor Nicole El Karoui
Centre de Mathématiques Appliquées, Ecole Polytechnique

Vladimir Finkelstein
Vice President, Emerging Markets Derivatives Research, J. P. Morgan & Co.

William H. Heyman
Senior Vice President, Investment Group, Travelers Group

Stan Jonas
Managing Director of Derivative Products, FIMAT Futures USA Limited

Dr. Harry M. Markowitz**
President, Harry Markowitz Company

Dr. Luis Reyna*
Director, Structured Products, Merrill Lynch & Co.

Jeffrey Rosenbluth
Former Managing Director, Head of U.S. Arbitrage, Salomon Brothers

Professor Jose A. Scheinkman
Alvin H. Baum Distinguished Service Professor, Department of Economics, University of Chicago

Dr. Andrew Street
Assistant Director, Securities and Futures Authority, London

Professor Marti G. Subrahmanyam
Charles E. Merrill Professor, Finance and Economics, Leonard N. Stern School of Business, New York University

*Alumnus, alumna, or postdoctoral fellow, Courant Institute
**Nobel Prize in economics

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