Neil D. Pearson is the Harry A. Brandt Distinguished Professor at the University of Illinois at Urbana-Champaign and a Research Fellow of the Canadian Derivatives Institute. He previously served on the faculty of the Simon Graduate School of Business Administration at the University of Rochester, as a Special Term Professor at Tsinghua University, as a Visiting Professor at the Massachusetts Institute of Technology, and as a Visiting Academic Fellow at the U.S. Securities and Exchange Commission.
His published research is in asset pricing and financial derivatives, and he teaches courses about the valuation of derivative financial instruments and the measurement of financial risks. In addition to publishing papers in a number of academic journals, Dr. Pearson is the author of Risk Budgeting: Portfolio Problem Solving Using Value at Risk. He is an Associate Editor of the Journal of Financial and Quantitative Analysis and the Journal of Risk. Dr. Pearson has extensive consulting experience on the valuation of financial instruments and the measurement and management of market and credit risk, and is currently affiliated with Rutter Associates (NY). He received his Ph.D. from the Massachusetts Institute of Technology.