Faculty & Research

Faculty and Executive Leadership Directory



Deepak Agrawal

Lecturer
Master of Financial Engineering
Email: click on the envelope icon below for full email address
Academic Status: On duty
Office Hours: By appointment

Education


PhD, Finance, New York University
BE, Electronics and Communication Engineering, University of Jodhpur, India



Positions Held


At Haas since 2010
2010 – present, Lecturer, Haas School of Business
2007 – present, Director, Quantitative Research, DCI, San Francisco
2002 – 2007, Moody’s KMV, San Francisco



Current Research and Interests


 

  • Credit risk
  • Fixed income
  • Risk management


Selected Papers and Publications


 

  • “Explaining the Rate Spread on Corporate Bonds,” with Edwin Elton, Martin Gruber, and Christopher Mann. Journal of Finance (2001).
  • “Factors Affecting the Valuation of Corporate Bonds,” with Edwin Elton, Martin Gruber, and Christopher Mann. Journal of Banking and Finance (2004).
  • “Humpbacks in Credit Spreads,” with Jeffrey Bohn. Journal of Investment Management(2008).
  • “Implied Correlations: Smiles or Smirks,” with Senay Agca and Saiyid Islam. Journal of Derivatives (2008).


Teaching


  • Credit Risk Modeling



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