Faculty and Executive Leadership Directory
Master of Financial Engineering
Email: click on the envelope icon below for full email address
Academic Status: On duty
Office Hours: By appointment
PhD, Finance, New York University
BE, Electronics and Communication Engineering, University of Jodhpur, India
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).
Faculty Directory: Alphabetical Listing
Faculty Directory: Listing by Department
Maintained by Haas School Marketing and Communications Office.
Contact us with problems or updates to this page.
[Top of page]