Shahriar Azizpour PhD Candidate Office: Terman 467 Email: azizpour [at] stanford.edu

Biography

Shahriar Azizpour is a PhD candidate in Management Science & Engineering with the concentration in Finance and Economics at Stanford University. He also holds masters in Management Science & Engineering with the specialty in Operations Research. He has previously worked in the areas of stochastic modelling, parameters estimation and Monte Carlo simulations applied to Finance. He works closely with Kay Giesecke in his current research focus of estimating the aggregate default rates, estimating the credit risk premium from the aggregate perspective and pricing and hedging credit derivatives. His work has been sponsored by Moody's Corp. Shahriar has been working in Moody’s KMV and Credit Suisse in the past summers and is appointed as a Fixed Income Sales & Trading Associate at Credit Suisse starting January 2008.