Duane J. Seppi

Senior Associate Dean, Faculty; David M. and Barbara A. Kirr Professor of Finance

Bio

Duane Seppi is the Senior Associate Dean, Faculty; David M. and Barbara A. Kirr Professor of Finance at Tepper School of Business 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.