Morgan Stanley, New York
Ali Hirsa joined Morgan Stanley in January 2000. His main focus currently is on model review and model risk. Prior to his current position, he worked in the Equity Derivatives Research at Banc of America Securities and the Fixed Income Research at Prudential Securities. His research interest is in derivatives pricing, particularly equity and credit. He is also an adjunct professor at Columbia University where he teaches in the Mathematics Finance Program. Ali received his Ph.D. in Applied Mathematics from the University of Maryland at College Park under the supervision of Drs. Howard C. Elman and Dilip B. Madan. His dissertation focus was on pricing exotic options on Levy processes and multi-grid methodology.