Assistant IROM Professor Rafael Mendoza-Arriaga received the 2009 Nemhauser Doctoral Dissertation Prize for his paper “Unified Credit-Equity Modeling.” The award is given to the best doctoral dissertation in Industrial Engineering and Management Sciences (IEMS) at Northwestern University.
“Being recognized with an award named after Professor Nemhauser is a great honor that carries with it the great responsibility to produce excellent research during the academic career that I have just started at McCombs,” says Mendoza-Arriaga, who joined the McCombs faculty this fall. ”I hope to contribute much more to the quantitative finance group in the near future.
“I feel very grateful for the support received from everyone in the IEMS program: faculty, staff and classmates. In particular, I feel very in debt to my advisor Vadim Linetsky, from whom I learnt so much about quantitative finance.”
His thesis proposes a modeling framework that allows to consistently price and hedge the entire book of credit as well as equity derivatives, in addition to the ability to incorporate a rich assortment of empirically relevant features of these markets.
4 responses so far
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1 Daniel Santillanes // Nov 2, 2009 at 8:09 pm
Congratulations to Dr. Mendoza-Arriaga on this great achievement. I’m sure that all of his (and his team’s) contributions will contribute to prevent another economic catastrophe like the one we just have lived over the last year and a half. There is talent in Mexico, and Dr. Mendoza-Arriaga is one of the finest examples yet. Cheers.
2 Eduardo Bravo // Nov 3, 2009 at 1:00 pm
Congratulations!!!
3 Arturo Martinez // Nov 3, 2009 at 4:37 pm
Congratulations Dr. Arriaga. I know more like this will come in the future.
4 Ricardo Barron // Nov 3, 2009 at 4:51 pm
Congratulations Dr. Rafael Mendoza-Arriaga. Me as so many are so proud of you. This effort reflects the dedication and perseverance on doing on an extraordinary way the ordinary duties.
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