[Versión en castellano]
Ph.D. in Applied Mathematics. Columbia University
Dean of the School of Business, UTDT
Tel.: (+54 11) 5169-7301
Personal website: nicolasmerener
Nicolas Merener received his Ph. D. in Applied Mathematics from Columbia University in 2002 and a Licenciatura in Physics from the University of Buenos Aires in 1997. He has been the Dean of the School of Business since 2016, and a faculty member at the School since 2008. He regularly teaches courses on finance, derivatives and commodity markets to MBA, Master’s in Finance and Business Economics students. He has occasionally pursued applied and consulting projects on risk, finance, valuation and statistical analysis. Prior to joining UTDT, he was a Senior Vice President at the Fixed Income Research group in Lehman Brothers, New York, where he specialized on quantitative models for interest rate derivatives, strategies and risk management.
His research interests center around risk, natural resources, commodities, and financial engineering. His works have been published in Finance & Stochastics, The Journal of Futures Markets and Quantitative Finance, among others.