[转帖]Salih Neftci (1947-2009) passed away

yhongl12

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收藏 2009-04-21

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Salih Neftci was a Professor at the Graduate School of City University of New York and in financial economics at the Graduate Faculty of the New School. He also had teaching assignments at HEC, Lausanne University. Professor Neftci was the Head of FAME Certificate program and a visiting professor at the ISMA Centre, Reading University.

Professor Neftci passed away on 16th April 2009 in a hospital in Switzerland where he was being treated for cancer.

....Terrible news. In his class I got the first taste of how this quantitative finance stuff really works: What's the intuition, how does that manifest in a rigorous model, where do models break, etc. All delivered with his inimitable wit and style. (Though imitate we did often try -- Mr. Gierymski in particular!)

For those of you who've never had the experience (and for those who have), here's a Neftci talk from a little over a year ago:

http://fora.tv/2008/02/12/Credit_Cri..._Credit_Crisis

He'll be missed and remembered.

Salih Neftci
was a leading expert in the fields of financial markets and financial
engineering and the author of many books and articles on these subjects,
including Principles of Financial Engineering (2004 and 200 cool

, China’s
Financial Markets: An Insider’s Guide to How the Markets Work (2006),
and Introduction to the Mathematics of Financial Derivatives (2000).
Professor Neftci graduated with a Ph.D. in Economics from the University
of Minnesota in 1977, and taught at the Graduate Center of the City
University of New York, CUNY’s Baruch College, University of Reading
in the United Kingdom, Hong Kong University of Science and Technology,
and the University of Lausanne. He was affiliated with the New School
since 1995, first as a part time faculty member and then as full
professor in Economics and Global Finance. He was recognized as one of
the world’s authorities on financial engineering and financial
derivatives, and was consultant to the International Monetary Fund and
many Central Banks, advising them on the dangers of the so-called toxic
assets, which are at the center of the current financial crisis. Salih
was a brilliant teacher and a dedicated colleague.

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[转帖]Salih Neftci (1947-2009) passed away