About: Piotr Karasinski

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Piotr Karasinski is a pioneering quantitative analyst, best known for the Black–Karasinski short-rate model which he co-developed with the late Fischer Black. His contributions to quantitative finance include models for interest rates, equity and hybrid products and random volatility. He is currently Director of Client Solutions at AlgoDynamix (from 2020) and Managing Director at Karasinski Consulting (from 2021). He is on the editorial board of the journal, Quantitative Finance. [1] He studied physics at Warsaw University (MSc 1978) and earned his PhD at Yale University (1984).

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rdfs:label	Piotr Karasinski (en)
rdfs:comment	Piotr Karasinski is a pioneering quantitative analyst, best known for the Black–Karasinski short-rate model which he co-developed with the late Fischer Black. His contributions to quantitative finance include models for interest rates, equity and hybrid products and random volatility. He is currently Director of Client Solutions at AlgoDynamix (from 2020) and Managing Director at Karasinski Consulting (from 2021). He is on the editorial board of the journal, Quantitative Finance. [1] He studied physics at Warsaw University (MSc 1978) and earned his PhD at Yale University (1984). (en)
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Link from a Wikipage to another Wikipage	Deutsche Bank Quantitative analyst Warsaw University Living people Year of birth missing (living people) Mathematical Institute, University of Oxford Citibank Goldman Sachs MSc Physics University of Warsaw alumni Yale University alumni Polish economists European Bank for Reconstruction and Development Fischer Black HSBC Goldman Sachs people Academic journal Chemical Bank Financial economists Black–Karasinski model PhD Yale University Stochastic volatility Short-rate model Quantitative finance
Link from a Wikipage to an external page	https://papers.ssrn.com/abstract=3827452 https://web.archive.org/web/20120117063354/http:/www.garp.org/membership/ChapterMeetings/Downloads/Karasinski_Piotr_BIO.html https://web.archive.org/web/20120302192011/http:/www.maths.ox.ac.uk/prospective-students/graduate/courses/finance/courses/teaching-staff http://www.tandf.co.uk/journals/journal.asp%3Fissn=1469-7688&linktype=5
sameAs	Piotr Karasinski Piotr Karasinski Piotr Karasinski Piotr Karasinski
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has abstract	Piotr Karasinski is a pioneering quantitative analyst, best known for the Black–Karasinski short-rate model which he co-developed with the late Fischer Black. His contributions to quantitative finance include models for interest rates, equity and hybrid products and random volatility. He is currently Director of Client Solutions at AlgoDynamix (from 2020) and Managing Director at Karasinski Consulting (from 2021). He is on the editorial board of the journal, Quantitative Finance. [1] Previously, he has held a number of positions at leading firms in New York and London including: Managing Director at HSBC, Director and Head Derivatives Research at Citibank, MD at Chemical Bank, Director at Deutsche Bank and Vice President at Goldman Sachs. He has also served as Senior Advisor at the European Bank for Reconstruction and Development. He studied physics at Warsaw University (MSc 1978) and earned his PhD at Yale University (1984). In a recent review The Black-Karasinski Model: Thirty Years On celebrating the thirty-year anniversary of publication of his seminal paper, he looks back at his early career. (en)
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is Link from a Wikipage to another Wikipage of	Bond option List of people named Piotr List of quantitative analysts Karasiński Karasinski, Piotr Black–Karasinski model
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