Dr. AitSahlia, Farid
Farid is an Assistant Professor; Co-director,
Risk Management and Financial Engineering
Laboratory, Department of Industrial and
Systems Engineering at the University of Florida,
since 2004. He is particularly interested in the
pricing and hedging of derivatives with complex
payoffs and early exercise.
Prior to this Farid was a Visiting Scholar in the
Farid is an Assistant Professor; Co-director,
Risk Management and Financial Engineering
Laboratory, Department of Industrial and
Systems Engineering at the University of Florida,
since 2004. He is particularly interested in the
pricing and hedging of derivatives with complex
payoffs and early exercise.
Prior to this Farid was a Visiting Scholar in the
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Department of Statistics at Stanford University and was a Consultant for
Gap Inc. He has been a Senior Scientist at DemandTec in San Carlos,
where he developed large-scale econometric and optimization models to
individually price products sold at large retailers. He has been a Research
Associate at Financial Engines in Palo Alto where he developed
quantitative models for asset return simulation and optimal portfolio
selection. He was a member of the Technical Staff/Project Leader for
Hewlett-Packard Laboratories in Palo Alto where he developed quantitative
models for strategic and operational decisions. He started his career as an
Adjunct Assistant Professor at the School of Operations Research and
Industrial Engineering at Cornell University, teaching Mathematical Finance.
Farid has written numerous papers published in journals such as the
Journal of Risk and the Journal of Financial Engineering. He has also
co-authored books on mathematical finance and probability. His book on
mathematical finance was reproduced in Russian. He has organized and
spoken at university conferences on risk management and financial
engineering. He is a Guest Editor for the Journal of Banking and Finance,
an Associate Editor for the Journal of Risk, and a referee for numerous
publications.
Farid holds a Doctorate in Operations Research from Stanford University.
Gap Inc. He has been a Senior Scientist at DemandTec in San Carlos,
where he developed large-scale econometric and optimization models to
individually price products sold at large retailers. He has been a Research
Associate at Financial Engines in Palo Alto where he developed
quantitative models for asset return simulation and optimal portfolio
selection. He was a member of the Technical Staff/Project Leader for
Hewlett-Packard Laboratories in Palo Alto where he developed quantitative
models for strategic and operational decisions. He started his career as an
Adjunct Assistant Professor at the School of Operations Research and
Industrial Engineering at Cornell University, teaching Mathematical Finance.
Farid has written numerous papers published in journals such as the
Journal of Risk and the Journal of Financial Engineering. He has also
co-authored books on mathematical finance and probability. His book on
mathematical finance was reproduced in Russian. He has organized and
spoken at university conferences on risk management and financial
engineering. He is a Guest Editor for the Journal of Banking and Finance,
an Associate Editor for the Journal of Risk, and a referee for numerous
publications.
Farid holds a Doctorate in Operations Research from Stanford University.
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