Tao L. Wu
- Associate Professor of Finance
Tao Wu is an associate professor of finance at the Stuart School of Business at Illinois Institute of Technology. He has been awarded the Irwin/McGraw-Hill Distinguished Paper in Finance Prize, Best Paper awards at the Financial Management Association Conferences and the Asia-Pacific Association for Derivatives Conference, Van Buren and Van Amringe Prizes in Mathematics, Josephine de Karman Fellowship, Professor Harriss Scholarship in Economics, and an I. I. Rabi Scholar.
He has presented his research at the American Finance Association annual meetings, The Wharton School, Stanford University, University of Illinois, Rutgers University, the Federal Reserve Board, the FDIC, and the OCC. His research has been funded by the Arditti Center for Risk Management and the Chicago Mercantile Exchange. He has published extensively in leading academic finance journals.
He received his Ph.D. in finance from The Wharton School at the University of Pennsylvania and B.A. in economics from Columbia University. Prior to graduate school, he traded derivatives for a major investment bank in New York.
Ph.D., University of Pennsylvania, The Wharton School, Finance
M.A., University of Pennsylvania, The Wharton School, Finance
B.A., Columbia University, Economics-Operations Research/Computer Science
Term structure models of interest rates
Credit and liquidity risk