ADAM SPEIGHT Assistant Professor of Risk Management and Insurance (404) 413-7482 >>SEND AN EMAIL

Adam Speight is an Assistant Professor in the Department of Risk Management and Insurance in the Robinson College of Business at Georgia State University. He specializes in the development of computational techniques appropriate for solving large, complex models in financial engineering, risk management, and asset pricing. His current research aims at understanding the interplay between insurance and financial markets, especially catastrophe risk, securitization, and mortgage insurance. Other interests include international finance, macroeconomic modeling, and calibrating intractable financial models.

Professor Speight graduated from Carnegie Mellon University with a Ph.D. degree in Mathematical Finance. He also received B.S. and M.S. degrees from the University of Colorado where he studied Applied Mathematics and Operations Research.

WORKING PAPERS:
	A Numerical Interpretation of the Optimal Stopping Condition Multiscale Techniques in Computational Economics Decentralized Risk Management of a Financial Conglomerate One Shot Calibration of Recursive Models >>DOWNLOAD PAPER A Multilevel Approach to Control Variates, September 2007 under review at the Journal of Computational Finance >>DOWNLOAD PAPER