Awards


Runner-up for 2018 Spängler-IQAM Award for Best Paper in Investments published in Review of Finance

ANU Futures Scheme, 2018-2020

Best Paper Award, Auckland Finance Meeting, 2013 (with Burton Hollifield and Patrik Sandas)


PNC Professorship in Computational Finance, Carnegie Mellon University, 2007-2010


GARP Risk Management Research Award, 2008-2009 (with R. Elkamhi)


NSA grant for project "Theory and Applications of Stochastic Processes, Motivated by Questions Arising in Mathematical Finance and Risk Analysis", 2005-2007 (with P. Protter)


NSA, NSF grants for Cornell Conference on Mathematical Finance, 2005-2006 (with P. Protter)

Moody's Research Grant, Moody's Investors Service, 2002-2003


Fulbright Enterprise Scholarship, German Fulbright Commission and Goldman Sachs, 1998-1999


German Academic Exchange Grant (declined), German Academic Exchange Service, 1998-1999