EVANSTON, Ill. --- Vadim Linetsky, professor of industrial engineering and management sciences in the McCormick School of Engineering and Applied Sciences at Northwestern University, has been named an Orrington Lunt Professor.
Linetsky is an expert in financial engineering and mathematical and computational finance. Financial engineers develop mathematical and statistical tools to manage financial risk, optimize investment portfolios and design and value financial products.
Linetsky’s current research includes the mathematical modeling of energy and commodity markets as well as credit risk in various settings, including corporate bonds and home and aircraft mortgages and leases. The National Science Foundation, the Federal Deposit Insurance Corporation, Moody’s Investor Services and Boeing Capital Corporation have supported his research.
Linetsky is area editor of the journal Surveys in Operations Research and Management Sciences, past area editor of Operations Research Letters and associate editor of the journals Mathematical Finance, Mathematics of Operations Research, Naval Research Logistics, and Operations Research. He is editor of the Handbook of Financial Engineering. Linetsky has written numerous articles in these and other top publications of his field.
Since joining the Northwestern faculty in 2000, Linetsky has introduced three new courses, two at the doctorate level, and co-developed a new doctorate program in financial engineering.