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