NYU Stern School of Business
44 West 4th Street, Suite 9-160
New York, NY 10012-1126
Stephen Figlewski is a Professor of Finance at the New York University Leonard N. Stern School of Business. He holds a B.A. in Economics from Princeton University and a Ph.D. in Economics from the Massachusetts Institute of Technology. He has published extensively in academic journals, especially in the area of financial futures and options. He is the founding Editor of The Journal of Derivatives and has served as Editor since 1993. He is the director of the NASDAQ Derivatives Research Project at the NYU Stern School, which supports research and sponsors conferences at Stern in derivatives, risk management, and financial engineering. Professor Figlewski has previously taken leaves from NYU to work on Wall Street, doing research on equity derivatives and credit-sensitive securities. He was once a member of the New York Futures Exchange and a Competitive Options Trader at the New York Stock Exchange.
Please let me know about any problems you encounter, or suggestions for improvement.
I am on leave from NYU this year, and will be visiting at ITAM in Mexico City in late fall 2017 and University of Maryland in the spring.
"Derivatives and Volatility 2017:
The State of the Art"
This extraordinary conference sponsored by the NASDAQ DRP and the Volatility Institute was held in April 2017.
Link to conference page
Best Paper Prize
"Option Investor Rationality Revisited: The Role of Exercise Boundary Violations. (coauthored with Battalio and Neal) was awarded a Best Paper Prize at the 2017 FMA European Conference in Lisbon"