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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., Kitwiwattanachai, C. Forthcoming. Inferring Correlations of Asset Values and Distances-to-Default from CDS Spreads: A Structural Model Approach. Review of Asset Pricing Studies

Pearson, N., Yilmaz, H. Forthcoming. Maximum Likelihood Estimation of Covariance Matrices with Constraints on the Efficient Frontier. International Journal of Computational Economics and Econometrics

Pearson, N., Henderson, B., Wang, L. 2015. New Evidence on the Financialization of Commodity Markets. Review of Financial Studies, 28: 1285-1311

Pearson, N., Muravyev, D., Broussard, J. 2013. Is There Price Discovery in Equity Options? Journal of Financial Economics, 107: 259283

Service Activities

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

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.