About the Author

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Rupak Chatterjee, PhD, is an Industry Professor and the Deputy Director of the Financial Engineering Division at the Stevens Institute of Technology. He is also the Program Manager for the Accenture-Stevens Financial Services Analytics graduate program. Dr. Chatterjee has over fifteen years of experience as a quantitative analyst working for various Wall Street firms. His last role before returning to academia was as the Director of the Multi-Asset Hybrid Derivatives Quantitative Research group at Citi in New York. He was also the global Basel III coordinator for all the modeling efforts needed to satisfy the new regulatory risk ...

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