List of Contributors
Almira Biglova holds a PhD in mathematical and empirical finance and is cur-
rently a Risk Controller at DZ Bank International in Luxembourg. She held
previous positions as a research assistant in the Department of Econometrics,
Statistics, and Mathematical Finance at the University of Karlsruhe in Germany,
an Assistant Professor in the Department of Mathematics and Cybernetics on
the Faculty of Informatics at Technical University of Ufa in Russia, and a finan-
cial specialist in the Department of Financial Management at Moscow Credit
Bank in Russia. She specializes in mathematical modeling and numerical meth-
ods. Dr. Biglova has published more than 30 research papers in finance.
Sebastian Ceria is CEO of Axioma, Inc. Before founding Axioma, Ceria was
an Associate Professor of Decision, Risk, and Operations at Columbia Business
School from 1993 to 1998. He was honored with the prestigious Career Award
for Operations Research from the National Science Foundation, and recog-
nized as the “ best core teacher ” by his students and the school. Ceria com-
pleted his PhD in operations research at Carnegie Mellon University’s Graduate
School of Industrial Administration.
Giuliano De Rossi is a quantitative analyst in the Equities Quantitative
Research Group at UBS, which he joined in 2006. Between 2004 and 2006,
he was a Fellow and Lecturer in economics at Christ’s College, Cambridge
University, and a part-time consultant to London-based hedge funds. His aca-
demic research focused on signal extraction and its application to financial
time series data. Giuliano holds an MSc in economics from the London School
of Economics and a PhD in economics from Cambridge University.
Frank J. Fabozzi is Professor in the Practice of Finance and Becton Fellow at
the Yale School of Management. He is an Affiliated Professor at the University
of Karlsruhe (Germany) Institut f ü r Statistik, Ö konometrie und Mathematische
Finanzwirtschaft (Institute of Statistics, Econometrics and Mathematical
Finance). He earned a doctorate in economics from the City University of
New York in 1972. In 2002, he was inducted into the Fixed Income Analysts
Society’s Hall of Fame and is the 2007 recipient of the C. Stewart Sheppard
Award given by the CFA Institute. He has served as the editor of the Journal of
Portfolio Management since 1985.