Stanford University - Financial Engineering Faculty

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Financial Engineering Faculty

David Luenberger

Overview

•	BS, California Institute of Technology. MS and PhD from Stanford University.
•	Numerous contributions in systems control, economics, optimization and financial engineering.
•	Has published six textbooks in various fields, including systems theory, optimization, investment, and information science.
•	His book “Investment Science” is now a standard text book in the field of financial engineering

Areas of Industrial and Academic Interest

•	A Fellow of IEEE Served and the President of the Society of Economic Dynamics and Control from 1987 to 1988 and the Technical Assistant to the Director, U.S. Office of Science and Technology, Executive Office of the President, Washington DC from 1971-1972.
•	Worked a consultant to many companies, including Westinghouse, Stanford Research Institute; Systems Control, Inc.; Optimization Technology, Inc.; and Citicorp.
•	A member of the Econometric Society, Society for Economic Dynamics and Control, Society for the Promotion of Economic Theory, Institute for Operations Research, and INFORMS

Edison Tse

Overview

•	BS, MS, PhD from Massachusetts Institute of Technology (MIT).
•	Director of the Asia Center in Stanford’s Department of Management Science and Engineering, the charter of developing executive training programs and establishing research affiliations with Asian enterprises with a special focus in Greater China.

Areas of Industrial and Academic Interest

•	Recipient of the prestigious Donald Eckman Award in 1973 from the American Automatic Control Council in recognition of his outstanding contribution in the field of Automatic Control.
•	Co-founded and served as a co-editor of the Journal of Economic Dynamics and Control. Published over 150 papers on his research activities.
•	Co-founded Advanced Decision System which was later acquired by Booz Allen and Hamilton in 1991.
•	Extensive consulting experience with Chinese private enterprises to help them in corporate restructuring and implementation of a breakthrough strategy that can bring the enterprise into the next phase.

James Primbs

Overview

•	PhD in Control and Dynamical Systems from California Institute of Technology.
•	Was a post-doctoral researcher for two years focusing on financial engineering.
•	An award-winning teacher of courses including Investment Science and Advanced Topics in Financial Engineering.

Areas of Industrial and Academic Interest

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Research involves developing control theory, especially in the area of receding horizon control, oriented toward applications in financial engineering.

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His numerous publications have appeared in journals such as Quantitative Finance, Applied Math Finance, Automatica, IEEE Transactions on Automatic Control, and others.

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Serves on the steering committee for the master"s degree program in financial mathematics. Co-organized international workshops on financial engineering.

Kay Giesecke

Overview

•	Graduate Teaching Award, Stanford University, 2007
•	Gauss Prize, German Society for Actuarial and Financial Mathematics, 2003.
•	Research and teaching address the quantitative modeling and estimation of financial risk, in particular credit risk.

Areas of Industrial and Academic Interest

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His research group CreditLab has been funded by grants from JP Morgan, Morgan Stanley, Mizuho, Moody"s, Credit Suisse and American Express.

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Served as a consultant to banks, investment and risk management firms, and governmental agencies in the area of risk management and derivatives valuation and hedging.

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A member of the Scientific Advisory Board of Julius Finance, and serves on the editorial boards of Operations Research, Operations Research Letters, and IIE Transactions.

Laurence C. Franklin

Overview

•	MBA and JD, Stanford University.
•	Has taught in the MBA programs at the Stanford, Chicago, MIT Sloan, Darden (U.Virginia) and Tsinghua in Beijing. He also has taught in the Executive MBA programs at HKUST (Beijing), Chicago, MIT Sloan, Kellogg-HKUST, among others.
•	Research and teaching address the quantitative modeling and estimation of financial risk, in particular credit risk.

Areas of Industrial and Academic Interest

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Has received 70 Excellence in Teaching citations from the MBA courses he has taught.

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Has worked on more than 150 transactions in China and successfully completed 60 investments and financings, raising over US$5 billion in funds for China projects.

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His publications include Establishing a Holding Company in China, a 30-page Chapter in Obtaining PRC Approvals, 300 pps., published by Euromoney’s Asia Law & Practice.