BIOGRAPHICAL SKETCH

Professor Paul Glasserman

Paul Glasserman is the Jack R. Anderson Professor and Chairman of the Decision, Risk, and Operations Division of Columbia Business School. Prior to joining the Columbia faculty in 1991, he was in the Operations Research Department of AT&T Bell Laboratories. He earned a P.h.D in applied mathematics from Harvard University in 1988 and an AB in mathematics from Princeton University in 1984. He is a past recipient of an NSF National Young Investigator Award, the Erlang Prize in Applied Probability, an IBM University Faculty Award, the TIMS Outstanding Simulation Publication Award, and the Dean's Award for Teaching Excellence at Columbia Business School.His current research focuses on computational problems in finance, especially Monte Carlo methods.