Financial Anxiety and Food Choice (w/ Vikram Pathania, and Lynn Conell-Price) 5.
Information, Incentives, and Impulsivity in Food Choice: Evidence from a Field Experiment of Online Food Purchases (w/ Vikram Pathania, and Lynn Conell-Price) 6.
He is best known for his work on the Black-Derman-Toy interest-rate model and for developing local volatility models of the implied volatility smile.
Professor Derman's research interests include quantitative finance, financial engineering, derivatives valuation, volatility models, and risk management.
Blanchet's interests include applied probability, computational finance, MCMC, queueing theory, rare-event analysis, simulation methodology, and risk theory. He has taught at Columbia since 1988, and before that taught at Yale.
From February 2002 until June 2003, Professor Clarida served as the Assistant Secretary of the United States Treasury for Economic Policy, a position that required confirmation by the US Senate.
From 1997 until 2001, Professor Clarida served as chairman of the Department of Economics at Columbia University. Siddhartha Dastidar is an Adjunct Professor at the Department of Industrial Engineering & Operations Research at Columbia University.