Duane Seppi

Duane J. Seppi is the Richard C. Green Professor of Financial Economics and Senior Associate Dean of Faculty in the Tepper School of Business. His research interests include market microstructure topics such as price manipulation, limit orders, and market liquidity and also derivative pricing for energy and other commodities.  His work has been published in the Review of Financial Studies, Journal of Finance, Journal of Financial Economics and other leading finance and economics journals and has been recognized by awards from the Western Finance Association, the Review of Asset Pricing Studies, and the Institute for Quantitative Research in Finance. He has been on the editorial boards of the Journal of Finance, the Journal of Financial Markets, the Review of Financial Studies, and the Review of Finance.  He teaches regularly on option pricing, stochastic processes, financial engineering and market microstructure and algorithmic trading.   He has been a visiting fellow at the U.S. Securities and Exchange Commission, the University of Vienna, and Nanyang Technical University.  He received his Ph.D. from the Chicago Booth Graduate School of Business.