Menachem Brenner

Menachem Brenner is a Professor of Finance and a Bank and Financial Analysts Faculty Fellow at New York University Stern School of Business. He teaches a course in options and futures, along with an introduction to finance course. Brenner also teaches for the Master of Science in Global Finance (MSGF), which is a joint program between Stern and the Hong Kong University of Science and Technology.

Brenner’s primary areas of research include derivative markets, hedging, option pricing, and the . He developed (with Dan Galai) the VIX volatility index based on the prices of traded index options.

He has also served as an associate editor and referee to several finance journals, and was an editor (with Marti Subrahmanyam) of the Review of Derivatives Research, an academic journal specializing in derivatives markets.

He is a recipient of the Lady Davis Fellowship and of grants from Ford Foundation and the Italian National Research Council. Before joining NYU Stern, he served as an associate Professor of Finance at the Hebrew University of Jerusalem. He was also a visiting professor at the University of California at Berkeley, the University of Bergamo, and Tel-Aviv University.

He also served on the board of directors of the and was chairman of the New Products Committee and the Index Maintenance Committee. He was a member of the New York Futures Exchange and of the advisory panel on Emerging Markets Investable Indices at the International Finance Corporation. Brenner has served as a consultant to leading stock exchanges, banks, and other financial institutions, including , Athens Derivatives Exchange, SOFFEX, , , Bank of Israel, Israel Securities Authority, and Quick Corp.

...
Wikipedia