College of Business: University of Illinois at Urbana-Champaign

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Neil Pearson

Professor of Finance and Harry A. Brandt Distinguished Professor of Financial Markets and Options

Biographical Sketch

Neil D. Pearson is a professor of finance at the University of Illinois at Urbana-Champaign. He previously held a faculty position at the University of Rochester. His research includes both theoretical and empirical work on asset pricing and the valuation and hedging of financial derivatives and other financial instruments. Dr. Pearson has published papers in a number of academic journals, is an associate editor of the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, and Economics Bulletin and has written a book, Risk Budgeting: Portfolio Problem Solving with Value-at-Risk, published by John Wiley & Sons. He has consulted for a number of U.S. and international banks, working on term structure models, the evaluation of derivatives pricing models, and some issues that arise in the computation of “value at risk” measures. He received his Ph.D. from the Massachusetts Institute of Technology.


 

Contact Information:

419 Wohlers Hall
1206 South Sixth Street
Champaign, IL, 61820
(217) 244-0490
pearson2@illinois.edu


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UIUC College of Business