College of Business: University of Illinois at Urbana-Champaign

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Neil Pearson

Professor of Finance and Harry A. Brandt Distinguished Professor of Financial Markets and Options

Educational Background

Ph.D., Finance, Massachusetts Institute of Technology, 1990
A.B., Summa Cum Laude, Princeton University, 1981

Positions Held

Harry A. Brandt Distinguished Professor in Financial Markets and Options, University of Illinois, 2006-2012
Professor of Finance, University of Illinois, 2003-2012
Director of PhD Program, Department of Finance, University of Illinois, 2003-2008
Associate Professor of Finance, University of Illinois, 1997-2003
Assistant Professor of Finance, University of Illinois, 1995-1997
Visiting Academic Fellow, United States Securities and Exchange Commission, 1994-1995
Assistant Professor of Finance, University of Rochester, 1989-1995

Recent Publications

Pearson, N., Muravyev, D., Broussard, J. 2013. Is There Price Discovery in Equity Options? Journal of Financial Economics, 107: 259–283

Pearson, N. 2011. What Role do Retail Structured Products have in Investors’ Portfolios? Panel Session Highlights from the 2010 FMA Annual Meeting. Journal of Applied Finance, Journal of Applied Finance

Pearson, N., Henderson, B. 2011. The Dark Side of Financial Innovation: A Case Study of the Pricing of a Retail Financial Product. Journal of Financial Economics, 100: 227-247

Service Activities

Associate Editor, Journal of Financial and Quantitative Analysis, 1998-2010
Associate Editor, Journal of Financial Economics, 1993-2010

Teaching and Research Interests

Teaches courses in financial derivatives, financial engineering, and financial risk management.

Research interests include models for pricing and hedging financial derivatives, and risk management.

 

Contact Information:

419 Wohlers Hall
1206 South Sixth Street
Champaign, IL, 61820
(217) 244-0490
pearson2@illinois.edu


More Information

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Biographical Sketch
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Office Hours:

By appointment

 
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