Charles S Tapiero
Topfer Distinguished Professor of Financial Engineering and Technology Management
Chair, Department of Finance and Risk Engineering
Director, The Research Center for Risk Engineering
Finance and Risk Engineering
New York University
Doctor of Philosophy,
New York University
Master of Business Administration,
Ecole Polytechnique, University of Montréal
Bachelor of Science,
- The Price of Safety and Economic Reliability, in Pham Hoang Editor, Safety and Risk Modeling and Its Applications, Springer Verlagm Forthcoming 2009-2010
- A Claims Persistence Process and Insurance, (with Pierre Vallois), Insurance Economics and Mathematics, Volume 44, Issue 3, June 2009, Pages 367-373
- Risk-Averse Order policies with random pricies in complete markets and retailers’ private information. European Journal of Operations Research, Tapiero C and K. Kogan, 196, 2009, 594-599
- Orders and Inventory Commodities with Price and Demand Uncertainty in Complete Markets International Journal of Production Economics, 2008
- Volatility Estimators and the Inverse Range Process in a Random Volatility Random Walk and Wiener Processes, (with P. Vallois), Physica A, 2007
- Memory-Based Persistence in A Counting Random Walk Process (with Pierre Vallois), Physica A, October, 2007
Authored + Edited Books
- Financial Engineering and Risk Assets Pricing, 2 Volumes, Wiley, New York (Forthcoming 2010)
- Supply Chain Games: Operations Management and Risk Valuation (International Series in Operations Research & Management Science) by Konstantin Kogan and Charles S. Tapiero (Oct 3, 2007)
- Risk and Financial Management: Mathematical and Computational Concepts, John Wiley (February 2004)
- Pension Funds Saving Individuation.: An article from: International Advances in Economic Research by Charles S. Tapiero and Assa Birati (Digital - Jul 28, 2005) - HTML
- Risk and Financial Management: Mathematical and Computational Methods (May 28, 2004)
- Les outils et le contrôle de la qualité by Jean-Jacques Daudin and Charles Tapiero (Jan 1, 1996)
- Premium allocation and risk avoidance in a large firm: A continuous model (Discussion paper / Strategic Management Research Center, University of Minnesota)(Unknown Binding - 1989)
- Applied Stochastic Models and Contral in Finance and Insurance, Kluwer Academic Press, Boston (April 1998)
- Applied Stochastic Models and Control in Management (Advanced Series in Management, Vol 12) (January 1988)
- Applied Stochastic Models and Control in Management, North-Holland, Amsterdam-New York (January 1988)
- Risk and Financial Management : Mathematical and Computational Methods (1980)
- Managerial Planning: An Optimum and Stochastic Approach (Jan 1, 1978)
Charles S. Tapiero is the Topfer Chair Distinguished Professor of Financial Engineering and Technology Management at the Polytechnic Institute of New York University. He is also founder and department head of the Risk and Financial Engineering Department, and serves as the director of its Advanced Degrees Programs. Professor Tapiero has earned a worldwide reputation as a researcher and consultant, and has sat on the boards of large firms. Professor Tapiero is currently the co-editor in chief of Risk and Decision Analysis. His fields of interests span financial engineering, risk assessment and analysis, actuarial and insurance science, computational finance, infrastructure finance, networks and supply chain risk.
Professor Tapiero has contributed more than 350 papers in academic refereed journals and 14 books. His research spans risk insurance and finance, operations risk and quality, supply chain risk, stochastic and dynamic systems, range processes and R/S statistics, logistics and industrial management, operations research and decisions analysis.
Professor Tapiero has held numerous positions of responsibility at the highest levels of an industrial conglomerate (Koor Industries, 1994-2000), quasi-government and government agencies (1978-1982) and professorial positions in the United States, Europe, Israel and Asia.
His books include Risk Finance and Assets Pricing (John Wiley, 2011), Applied Stochastic Models and Control in Finance and Insurance (Kluwer Academic Press, 1998), The Management and the Control of Quality (Chapman and Hall, 1996), Risk and Financial Management: Mathematical and Computational Methods (John Wiley, March 2004) and Supply Chain Risks Games (Springer, 2007) .
He received his doctoral degree in Operation Research and Management from New York University’s Graduate school of Business Administration, and held University positions at Columbia University, the University of Washington, Case Western Reserve University, the Hebrew University of Jerusalem, the Institute of Financial Mathematics in Montreal and ESSEC (France) before joining NYU-Poly.