Duane Seppi

Richard C. Green Professor of Financial Economics

Bio

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.

MSCF Courses

• MSCF Studies in Financial Engineering