Alexander Lipton

Alexander Lipton is US product manager for equity derivatives, convertibles, and global foreign exchange in the Global Modelling and Analytics Group of Credit Suisse First Boston (CSFB). In this capacity, he is responsible for developing and implementing new models for pricing equity, convertible, and for exchange derivatives. He joined CSFB in July of 2002 from Deutsche Bank where he was a director in the Foreign Exchange Product Development Group. His current interests include stochastic...See more

Alexander Lipton is US product manager for equity derivatives, convertibles, and global foreign exchange in the Global Modelling and Analytics Group of Credit Suisse First Boston (CSFB). In this capacity, he is responsible for developing and implementing new models for pricing equity, convertible, and for exchange derivatives. He joined CSFB in July of 2002 from Deutsche Bank where he was a director in the Foreign Exchange Product Development Group. His current interests include stochastic volatility models, capital structure arbitrage, as well as relative value and technical trading strategies. Alexander is the author of two books Magnetohydrodynamics and Spectral Theory and Mathematical Methods for Foreign Exchange, and more than eighty scientific papers on applied mathematics and finance. In 2000 he became the first recipient of the Quant of the Year Award by Risk magazine. Alexander is an adjunct professor at the University of Illinois at Chicago, and a managing editor of the International Journal of Theoretical and Applied Finance. See less