Neil Chriss

Director, Program in Mathematics in Finance

Basic Information
Publications
Modern Statistical Inference and Econometrics 2001
Modern Statistical Inference and Econometrics 1999
Masters Seminar
Banking and Finance 1998
Mathematics in Finance Homepage
Courant Home Page



Address:
Courant Institute of Mathematical Sciences, New York University
251 Mercer St. Office 725
New York, NY 10012, U.S.A.
Phone: (212) 998-3258

Information:
President & COO, ICor Brokerage Inc.
(212) 997-9734
email: neil.chriss@icorbroker.com

Office Hours:
Office Hours: by appointment. Students are encouraged to speak with me both about the econometrics course and financial mathematics in general.

Finance Publications:
Articles:

January 2001: "Optimal Execution of Portfolio Transactions", Robert Almgren and Neil Chriss, forthcoming, Journal of Risk
     – A framework for portfolio trading that considers transaction costs
       (available in postscript and PDF format)

October 1999: "Value under Liquidation", Robert Almgren and Neil Chriss, to appear in Risk Magazine, December 1999
        (available in postscript and PDF format)

October 1999: "Volatility and Variance Swaps", Neil Chriss and Bill Morokoff, RISK Magazine
      – Risk management of volatility and variance swaps
         (available in postscript and PDF format)

February 1998: "Pricing with a Difference", Neil Chriss and Kostas Tsiveriotis, RISK Magazine, also in Hedging with Trees, Advances in Pricing and Risk Managing Derivatives, RISK Books, 1998.
     – An approach to implied volatility surfaces with finite difference methods

July 1996: "Transatlantic Trees", Neil Chriss, RISK Magazine, also in Hedging with Trees, Advances in Pricing and Risk Managing Derivatives, RISK Books, 1998.
      – Implied volatility trees for American Options

Summer 1996: "Implied Trinomial Trees of the Volatility Smile", Emanuel Derman, Iraj Kani, Neil Chriss, The Journal of Derivatives, also in Volatility: New Estimation Techniques for Pricing Derivatives, RISK Books, 1998.
      – Implied trinomial trees explained

December 1995: "Digitals Defused", Neil Chriss and Michael Ong, RISK Magazine
      – A novel approach to pricing digital options

Books:
The Black-Scholes and Beyond Interactive Toolkit, McGraw Hill, 1998

Representation Theory and Complex Geometry, Neil Chriss and Victor Ginzburg, Birkhauser, 1998

Black-Scholes and Beyond: Modern Options Pricing, McGraw Hill, 1997
    
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