Dr. Carr, Peter
Peter is the Head of Quantitative Financial
Research at Bloomberg LP, New York from
2003, where his group is responsible for all
facets of the business operation relating to
modeling and analytics. He is also the Director
of the Masters in Math Finance program at
NYU's Courant Institute.
Prior to his current positions, Peter headed
equity derivative research groups for six years at
Peter is the Head of Quantitative Financial
Research at Bloomberg LP, New York from
2003, where his group is responsible for all
facets of the business operation relating to
modeling and analytics. He is also the Director
of the Masters in Math Finance program at
NYU's Courant Institute.
Prior to his current positions, Peter headed
equity derivative research groups for six years at
| Risk Knowledge Network, Inc. |
Risk Who's Who™
Banc of America Securities and at Morgan Stanley. His prior academic
positions include four years as an adjunct professor at Columbia University
and eight years as a finance professor at Cornell University.
Peter has won awards from Wilmott Magazine ’03 for “Cutting Edge
Research” and from Risk Magazine ’02 for “Quant of the Year”. He is
credited with numerous contributions to quantitative finance including: co-
inventing the variance gamma model, inventing static and semi-static
hedging of exotic options, and popularizing variance swaps and corridor
variance swaps.
Peter has published over fifty papers in both academic and industry-
oriented journals. He has given numerous talks at both practitioner and
academic conferences.
Peter is currently the treasurer of the Bachelier Finance Society. He is also
an associate editor for eight academic journals related to mathematical
finance and derivatives.
Peter holds a BCom and MBA from the University of Toronto and a PhD in
Finance from UCLA.
positions include four years as an adjunct professor at Columbia University
and eight years as a finance professor at Cornell University.
Peter has won awards from Wilmott Magazine ’03 for “Cutting Edge
Research” and from Risk Magazine ’02 for “Quant of the Year”. He is
credited with numerous contributions to quantitative finance including: co-
inventing the variance gamma model, inventing static and semi-static
hedging of exotic options, and popularizing variance swaps and corridor
variance swaps.
Peter has published over fifty papers in both academic and industry-
oriented journals. He has given numerous talks at both practitioner and
academic conferences.
Peter is currently the treasurer of the Bachelier Finance Society. He is also
an associate editor for eight academic journals related to mathematical
finance and derivatives.
Peter holds a BCom and MBA from the University of Toronto and a PhD in
Finance from UCLA.
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
