Professor Glasserman's research and teaching focus on risk management, the pricing of derivative securities, Monte Carlo simulation, statistics and operations. Prior to joining Columbia University, Glasserman was with Bell Laboratories and has also held visiting positions at Princeton University, NYU, and the Federal Reserve Bank of New York.
Professor Glasserman’s publications include the book, Monte Carlo Methods in Financial Engineering (Springer, 2004), which received the 2006 Lanchester Prize and the 2005 I-Sim Outstanding Publication Award. Among his many other awards, Professor Glasserman received the 2004 Wilmott Award for Cutting-Edge Research in Quantitative Finance and Risk Magazine's 2007 Quant of the Year Award. He is also a two-time recipient of the Dean's Award for Teaching Excellence (1994, 2000).
Glasserman also serves on the editorial boards of Finance & Stochastics, Mathematical Finance, the Journal of Computational Finance, and the SIAM Journal on Financial Mathematics. He chairs the Education Committee of the Professional Risk Managers International Association (PRMIA). Glasserman held the position of senior vice dean of the Columbia Business School in 2004-2008 and served as interim director of the Sanford C. Bernstein & Co. Center for Leadership and Ethics in 2005-2007.
