Faculty Biographies

Brian K. Boonstra

Adjunct Professor

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Education

• S.B., University of Chicago
• Ph.D., University of Michigan

Affiliated Programs

Research Interests

Biography
Professor Boonstra's professional and research interests are in the development of mathematics and computer programming to assist in the pricing and analysis of today's complex financial products. As the Vice President of Quantitative Research for First Chicago NBD, he has developed models for pricing weather derivatives, designed and overseen implementation of a volatility analysis system, researched derivatives of asset-backed securities, priced new equity derivative contracts, and guided developers in integrating pricing libraries with new risk management software.