Duane Seppi
Richard C. Green Professor of Financial Economics
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News
- 2025 MSCF Trading Competition
- A New Academic Year at MSCF
- Alumni Reflect on the MSCF Program’s 30th Anniversary
- Breaking Barriers, Building Leaders: Women in Quant Finance
- Data Science in Finance
- Financial Engineering Salary
- High Stakes and Fair Values: CMU Students Face Off in the 2026 Market Making Game
- How to Become a Quant
- MSCF 30th Anniversary Celebration
- MSCF Advisory Board Member, Roni Israelov receives the 2024 Peter L. Bernstein Award
- MSCF Hosts 2025 Panel for Women in Data Science Pittsburgh
- MSCF Hosts 2nd Annual Datathon: Advancing Experiential Learning and Industry Connections
- MSCF Welcomes Rhonda Khan as Communication and Leadership Instructor and Coach
- MSCF Welcomes Shelli Faber as Associate Director of Career Services
- Quantbot Classroom Naming
- Squarepoint Foundation Deepens Partnership MSCF Through $100K Gift to Support Future Leaders
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Biography
Duane Seppi is the Richard C. Green Professor of Finance and the Senior Associate Dean of Faculty at the Tepper School of Business. He received his Ph.D. from the University of Chicago in 1988. Duane’s teaching and research interests include energy and commodity derivatives, stochastic volatility modeling, market microstructure, limit orders, and liquidity. His research has been published in the Review of Financial Studies, Journal of Finance, Journal of Financial Economics and other leading finance and economics journals. His research has been recognized by awards from the Q-Institute, the Western Finance Association, and the Journal of Asset Pricing Studies. He has been on the editorial boards of the Journal of Finance, the Review of Financial Studies, the Journal of Financial Markets, and the Review of Finance. He was a visiting scholar at the US Securities and Exchange Commission, the University of Vienna, and the Nanyang Business School.