Yacine Aït-Sahalia
Otto A. Hack '03 Professor of Finance and Economics Director, Bendheim Center for Finance Princeton University Francis X. Diebold
W.P. Carey Professor of Economics Professor of Finance and Statistics University of Pennsylvania Eric Ghysels
Bernstein Distinguished Professor University of North Carolina, Chapel Hill
Implications of BASEL II on Banking Market Risk Modeling and Volatility Forecasting Credit Risk Modeling in Banking and Insurance Sectors (Modeling UL, EL, Economic Capital) Interest Rate risk and yield curve modeling Measuring interest rate risk in banking and finance
Options futures and other derivatives (How to effectively hedge banking and financial risks via derivative products) Credit Derivative Pricing Models (Use of Credit Default Swaps in Emerging and Developed Markets) Modeling Insurance Risk Risk Modeling in Banking and Asset and Liability Management Operational Risk Modeling Financial Correlation and contagion Mortgage Banking and Mortgage Backed Securities Sovereign Risk and Defaultable Bond Pricing
Implications of BASEL II on Banking 
