About the Author
Thomas S. Coleman has worked in the finance industry for more than 20 years and has considerable experience in trading, risk management, and quantitative modeling. Mr. Coleman currently manages a risk advisory consulting firm. His previous positions have been head of quantitative analysis and risk control at Moore Capital Management, LLC (a large multi-asset hedge fund manager), and a director and founding member of Aequilibrium Investments Ltd., a London-based hedge fund manager. Mr. Coleman worked on the sell side for a number of years, with roles in fixed-income derivatives research and trading at TMG Financial Products, Lehman Brothers, and S. G. Warburg in London.
Before entering the financial industry, Mr. Coleman was an academic, teaching graduate and undergraduate economics and finance at the State University of New York at Stony Brook, and more recently he has taught as an adjunct faculty member at Fordham University Graduate School of Business Administration and Rensselaer Polytechnic Institute. Mr. Coleman earned his PhD in economics from the University of Chicago and his BA in physics from Harvard. He is the author, together with Roger Ibbotson and Larry Fisher, of Historical U.S. Treasury Yield Curves and continues to publish in various journals.
