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Mark N. Broadie is the Carson Family Professor at Columbia Business School, within the Data Science Institute at Columbia University. He teaches elective courses such as Security Pricing: Models Computation, Computational Finance, and Programming Business Research. As the Research Director of the Program in Financial Studies, Broadie's research primarily focuses on pricing derivative securities, risk management, and the use of quantitative methods for decision-making under uncertainty. He serves as the financial engineering area editor for Operations Research and is involved with the editorial boards of Finance Stochastics and the SIAM Journal on Financial Mathematics and Computational Management Science. Previously, he was the editor-in-chief of the Journal of Computational Finance. Professor Broadie has received various Dean’s awards for his teaching and has conducted seminars for financial professionals globally. He also holds a position as vice chairman of the Enterprise Risk Management Institute International, a non-profit organization dedicated to promoting education and research training for enterprise risk managers and has consulted for numerous financial firms.
Department of Anthropology (GSAS)