Menachem Brenner

Biography

Prof. Brenner's primary areas of research include derivative markets structure, option pricing, inflation expectations, auctions, market efficiency and liquidity. His articles have appeared in leading journals in finance and economics including the Journal of Finance, the Journal of Financial Economics, the Journal of Business, the Journal of Political Economy and the Journal of Monetary Economics. In 1986, he co-invented (with Prof. Galai) the volatility index based on the prices of traded index options and introduced the idea of volatility derivatives, an idea which was implemented 20 years later. He has written more than 60 scholarly articles in diverse areas in finance and economics

Research Interest

Financial Markets: Derivative Markets; Structure, Pricing, Hedging, Regulation, Advanced Derivatives Applications, Options and Futures