Carnegie Mellon University

Duane Seppi

Duane J. Seppi

BNY Mellon Professor of Finance, Tepper School of Business
Head, M.S. in Computational Finance Program

Address
5000 Forbes Avenue
Pittsburgh, PA 15213

Bio

Duane Seppi is an Associate Professor of Financial Economics in the Graduate School of Industrial Administration at Carnegie Mellon University. He received his Ph.D. from the University of Chicago Graduate School of Business. He teaches regularly on stochastic processes for option pricing and on Monte Carlo simulation. His work has appeared in the Review of Financial Studies, the Journal of Finance and other leading finance and economics journals.

Research

Seppi's research centers around market microstructure, energy and commodity derivatives, and financial engineering.